GXPS vs. IYK

Last updated Apr 2, 2026

Compare and contrast key facts about Global X PureCap MSCI Consumer Staples ETF (GXPS) and iShares U.S. Consumer Goods ETF (IYK).

GXPS and IYK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXPS is a passively managed fund by Global X that tracks the performance of the MSCI USA Consumer Staples Index. It was launched on Jul 22, 2025. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. Both GXPS and IYK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GXPS vs. IYK - 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 U.S. Consumer Goods ETF (IYK). The values are adjusted to include any dividend payments, if applicable.

GXPS vs. IYK - Yearly Performance Comparison

	2026 (YTD)	2025
GXPS Global X PureCap MSCI Consumer Staples ETF	7.48%	-1.72%
IYK iShares U.S. Consumer Goods ETF	4.44%	-3.49%

Returns By Period

In the year-to-date period, GXPS achieves a 7.48% return, which is significantly higher than IYK's 4.44% return.

GXPS

• 1D: -0.39%
• 1M: -6.27%
• YTD: 7.48%
• 6M: 7.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IYK

• 1D: -0.66%
• 1M: -8.96%
• YTD: 4.44%
• 6M: 3.25%
• 1Y: -0.23%
• 3Y*: 4.29%
• 5Y*: 5.88%
• 10Y*: 8.73%

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

GXPS vs. IYK - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than IYK's 0.42% expense ratio.

IYK

iShares U.S. Consumer Goods ETF

GXPS

Global X PureCap MSCI Consumer Staples ETF

Return for Risk

GXPS vs. IYK — Risk / Return Rank

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

IYK

IYK Risk / Return Rank: 11
IYK Sharpe Ratio Rank: 11
IYK Sortino Ratio Rank: 10
IYK Omega Ratio Rank: 10
IYK Calmar Ratio Rank: 12
IYK Martin Ratio Rank: 12

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. IYK - 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 U.S. Consumer Goods ETF (IYK). 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.

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

Sharpe Ratios by Period

	GXPS	IYK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.02	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.56	+0.06

Correlation

The correlation between GXPS and IYK is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GXPS vs. IYK - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.55%, less than IYK's 2.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXPS Global X PureCap MSCI Consumer Staples ETF	0.55%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IYK iShares U.S. Consumer Goods ETF	2.71%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%

Drawdowns

GXPS vs. IYK - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for GXPS and IYK.

Drawdown Indicators

	GXPS	IYK	Difference
Max Drawdown Largest peak-to-trough decline	-9.20%	-42.64%	+33.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.19%	—
Current Drawdown Current decline from peak	-7.68%	-9.98%	+2.30%
Average Drawdown Average peak-to-trough decline	-3.42%	-5.05%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.24%	—

Volatility

Volatility by Period

	GXPS	IYK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.92%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	13.53%	-0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.34%	12.98%	+0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.34%	15.46%	-2.12%