GXPS vs. FSTA

Last updated Aug 4, 2026

GXPS (Global X PureCap MSCI Consumer Staples ETF) and FSTA (Fidelity MSCI Consumer Staples Index ETF) are both Consumer Staples Equities funds - GXPS tracks the MSCI USA Consumer Staples Index while FSTA tracks the MSCI USA IMI Consumer Staples Index. Both are passively managed. Over the past year, GXPS returned 9.65% vs 8.19% for FSTA. Their 0.96 correlation means they have historically moved very closely together. GXPS charges 0.25%/yr vs 0.08%/yr for FSTA.

Performance

GXPS vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Consumer Staples ETF (GXPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GXPS having a 10.23% return and FSTA slightly lower at 10.11%.

GXPS

• 1D: -0.26%
• 1M: -0.22%
• 6M: 0.60%
• YTD: 10.23%
• 1Y: 9.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.08%

FSTA

• 1D: -0.19%
• 1M: -0.26%
• 6M: 1.03%
• YTD: 10.11%
• 1Y: 8.19%
• 3Y*: 7.89%
• 5Y*: 7.12%
• 10Y*: 7.70%
• ALL TIME*: 8.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FSTA Fidelity MSCI Consumer Staples Index ETF	$7.12M	$6.53M	$6.74M
GXPS Global X PureCap MSCI Consumer Staples ETF	$477.47K	$522.19K	$752.04K

GXPS vs. FSTA - Yearly Performance Comparison

	2026 (YTD)	2025
GXPS Global X PureCap MSCI Consumer Staples ETF	10.23%	-1.72%
FSTA Fidelity MSCI Consumer Staples Index ETF	10.11%	-3.29%

Correlation

The correlation between GXPS and FSTA is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.96

The correlation between GXPS and FSTA has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

Return for Risk

GXPS vs. FSTA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXPS

GXPS Risk / Return Rank: 27
GXPS Sharpe Ratio Rank: 26
GXPS Sortino Ratio Rank: 27
GXPS Omega Ratio Rank: 25
GXPS Calmar Ratio Rank: 31
GXPS Martin Ratio Rank: 25

FSTA

FSTA Risk / Return Rank: 25
FSTA Sharpe Ratio Rank: 26
FSTA Sortino Ratio Rank: 26
FSTA Omega Ratio Rank: 24
FSTA Calmar Ratio Rank: 28
FSTA Martin Ratio Rank: 23

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXPS vs. FSTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GXPS	FSTA	Difference
Sharpe ratio: Return per unit of total volatility	0.65	0.60	+0.05
Sortino ratio: Return per unit of downside risk	1.04	0.97	+0.07
Omega ratio: Gain probability vs. loss probability	1.12	1.11	+0.01
Calmar ratio: Return relative to maximum drawdown	1.05	0.89	+0.17
Martin ratio: Return relative to average drawdown	2.00	1.64	+0.36

GXPS vs. FSTA - Sharpe Ratio Comparison

The current GXPS Sharpe Ratio is 0.65, which is comparable to the FSTA Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GXPS and FSTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GXPS vs. FSTA - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum FSTA drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for GXPS and FSTA.

Drawdown Indicators

	GXPS	FSTA	Difference
Max Drawdown Largest peak-to-trough decline	-9.20%	-25.13%	+15.93%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	-9.29%	+0.09%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.13%	—
Current Drawdown Current decline from peak	-5.32%	-4.82%	-0.50%
Average Drawdown Average peak-to-trough decline	-4.13%	-3.58%	-0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.83%	5.00%	-0.17%

Volatility

GXPS vs. FSTA - Volatility Comparison

Global X PureCap MSCI Consumer Staples ETF (GXPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA) have volatilities of 5.71% and 5.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GXPS	FSTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.71%	5.54%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	12.48%	11.38%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	15.03%	13.81%	+1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	13.42%	+1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.91%	14.68%	+0.23%

GXPS vs. FSTA - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is higher than FSTA's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

GXPS vs. FSTA - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 1.26%, less than FSTA's 2.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.17%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%
GXPS Global X PureCap MSCI Consumer Staples ETF	1.26%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXPS and FSTA in my portfolio?

With a correlation of 0.96, GXPS and FSTA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GXPS or FSTA?

GXPS has higher volatility (5.71%) compared to FSTA (5.54%). In terms of maximum drawdown, GXPS dropped -9.20% vs FSTA's -25.13%.

Which ETF is better, GXPS or FSTA?

On 1-year performance, GXPS leads with 9.65% vs 8.19% for FSTA. On fees, FSTA is cheaper at 0.08% per year. On volatility, FSTA has been the lower-risk option at 5.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GXPS or FSTA?

Over the 1-year period, GXPS has performed better with a 9.65% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GXPS or FSTA?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.25% for GXPS.

Which ETF pays a higher dividend yield, GXPS or FSTA?

FSTA has the higher dividend yield at 2.17%, compared with 1.26% for GXPS.

What is the main difference between GXPS and FSTA?

GXPS tracks MSCI USA Consumer Staples Index, while FSTA tracks MSCI USA IMI Consumer Staples Index. They also come from different issuers: Global X and Fidelity. Their fees differ too: 0.25% for GXPS and 0.08% for FSTA.

Which has better risk-adjusted returns?

GXPS currently has the higher Sharpe Ratio (0.65 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.