GXPS vs. IGM
GXPS (Global X PureCap MSCI Consumer Staples ETF) and IGM (iShares Expanded Tech Sector ETF) are both exchange-traded funds - GXPS is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples Index, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Both are passively managed. At a correlation of -0.35, they often move in opposite directions. GXPS charges 0.25%/yr vs 0.39%/yr for IGM.
Performance
GXPS vs. IGM - Performance Comparison
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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%
GXPS vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 11.55% | -1.72% |
IGM iShares Expanded Tech Sector ETF | 20.35% | 13.39% |
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
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGM
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.
| GXPS | IGM | Difference | |
|---|---|---|---|
| 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 | — |
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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
| GXPS | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.18% | -9.12% | +4.94% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -15.19% | +11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.23% | — |
Volatility
GXPS vs. IGM - Volatility Comparison
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Volatility by Period
| GXPS | IGM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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