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GXPS vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPS vs. IGM - Performance Comparison

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

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Returns By Period

In the year-to-date period, GXPS achieves a 11.55% return, which is significantly lower than IGM's 20.35% return.


GXPS

1D
2.86%
1M
-0.21%
6M
5.56%
YTD
11.55%
1Y
3Y*
5Y*
10Y*

IGM

1D
-2.48%
1M
-3.54%
6M
19.15%
YTD
20.35%
1Y
37.02%
3Y*
31.90%
5Y*
18.50%
10Y*
23.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPS vs. IGM - Yearly Performance Comparison


Correlation

The correlation between GXPS and IGM is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

-0.35

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Return for Risk

GXPS vs. IGM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GXPS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IGM
IGM Risk / Return Rank: 5454
Overall Rank
IGM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGM Omega Ratio Rank: 5252
Omega Ratio Rank
IGM Calmar Ratio Rank: 5656
Calmar Ratio Rank
IGM Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GXPS vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and iShares Expanded Tech Sector ETF (IGM). 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.


GXPSIGMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.26

Martin ratioReturn relative to average drawdown

7.10

GXPS vs. IGM - Sharpe Ratio Comparison


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Drawdowns

GXPS vs. IGM - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for GXPS and IGM.


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Drawdown Indicators


GXPSIGMDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-65.59%

+56.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

Current Drawdown

Current decline from peak

-4.18%

-9.12%

+4.94%

Average Drawdown

Average peak-to-trough decline

-4.08%

-15.19%

+11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

Volatility

GXPS vs. IGM - Volatility Comparison


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Volatility by Period


GXPSIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

Volatility (6M)

Calculated over the trailing 6-month period

19.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

23.59%

-8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

26.23%

-11.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

24.76%

-10.05%

GXPS vs. IGM - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than IGM's 0.39% expense ratio.


Dividends

GXPS vs. IGM - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 1.24%, more than IGM's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPS
Global X PureCap MSCI Consumer Staples ETF
1.24%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGM
iShares Expanded Tech Sector ETF
0.14%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%

Frequently Asked Questions


GXPS and IGM have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPS is cheaper with a 0.25% expense ratio, compared with 0.39% for IGM.

GXPS has the higher dividend yield at 1.24%, compared with 0.14% for IGM.

GXPS is categorized as Consumer Staples Equities, while IGM is Technology Equities. GXPS tracks MSCI USA Consumer Staples Index, while IGM tracks S&P North American Expanded Technology Sector Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.25% for GXPS and 0.39% for IGM.

Portfolio Optimizer

Find the right allocation for GXPS and IGM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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