GXPS vs. IGPT
GXPS (Global X PureCap MSCI Consumer Staples ETF) and IGPT (Invesco AI and Next Gen Software ETF) are both exchange-traded funds - GXPS is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples Index, while IGPT is a Technology Equities fund tracking the STOXX World AC NexGen Software Development Index. Both are passively managed. At a correlation of -0.33, they often move in opposite directions. GXPS charges 0.25%/yr vs 0.56%/yr for IGPT.
Performance
GXPS vs. IGPT - 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 IGPT's 50.90% return.
GXPS
- 1D
- 2.86%
- 1M
- -0.21%
- 6M
- 5.56%
- YTD
- 11.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGPT
- 1D
- -4.85%
- 1M
- -10.22%
- 6M
- 44.02%
- YTD
- 50.90%
- 1Y
- 80.41%
- 3Y*
- 33.11%
- 5Y*
- 13.37%
- 10Y*
- 20.12%
GXPS vs. IGPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 11.55% | -1.72% |
IGPT Invesco AI and Next Gen Software ETF | 50.90% | 19.10% |
Correlation
The correlation between GXPS and IGPT is -0.33, 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 | -0.33 |
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Return for Risk
GXPS vs. IGPT — Risk / Return Rank
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGPT
GXPS vs. IGPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and Invesco AI and Next Gen Software ETF (IGPT). 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 | IGPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.76 | — |
| Martin ratioReturn relative to average drawdown | — | 15.62 | — |
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Drawdowns
GXPS vs. IGPT - Drawdown Comparison
The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum IGPT drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for GXPS and IGPT.
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Drawdown Indicators
| GXPS | IGPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.20% | -50.14% | +40.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.99% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.14% | — |
Current DrawdownCurrent decline from peak | -4.18% | -16.99% | +12.81% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -11.94% | +7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.16% | — |
Volatility
GXPS vs. IGPT - Volatility Comparison
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Volatility by Period
| GXPS | IGPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 16.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 31.59% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 35.41% | -20.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 29.23% | -14.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 27.11% | -12.40% |
GXPS vs. IGPT - Expense Ratio Comparison
GXPS has a 0.25% expense ratio, which is lower than IGPT's 0.56% expense ratio.
Dividends
GXPS vs. IGPT - Dividend Comparison
GXPS's dividend yield for the trailing twelve months is around 1.24%, more than IGPT's 0.01% 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% |
IGPT Invesco AI and Next Gen Software ETF | 0.01% | 0.04% | 0.00% | 0.00% | 1.41% | 6.21% | 0.04% | 0.05% | 0.00% | 0.00% | 0.03% | 0.15% |
Frequently Asked Questions
GXPS and IGPT have a correlation of -0.33, 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 0.56% for IGPT.
GXPS has the higher dividend yield at 1.24%, compared with 0.01% for IGPT.
GXPS is categorized as Consumer Staples Equities, while IGPT is Technology Equities. GXPS tracks MSCI USA Consumer Staples Index, while IGPT tracks STOXX World AC NexGen Software Development Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.25% for GXPS and 0.56% for IGPT.
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