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GXPS vs. KXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPS vs. KXI - 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 Global Consumer Staples ETF (KXI). 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 10.23% return, which is significantly higher than KXI's 8.03% return.


GXPS

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

KXI

1D
-0.25%
1M
-0.09%
6M
1.39%
YTD
8.03%
1Y
9.89%
3Y*
6.97%
5Y*
4.88%
10Y*
5.86%
ALL TIME*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$477.47K$522.19K$752.04K
$8.22M$6.94M$5.18M

GXPS vs. KXI - Yearly Performance Comparison


Correlation

The correlation between GXPS and KXI is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

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

0.91

The correlation between GXPS and KXI has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

GXPS vs. KXI — Risk / Return Rank

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

GXPS
GXPS Risk / Return Rank: 2727
Overall Rank
GXPS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GXPS Sortino Ratio Rank: 2727
Sortino Ratio Rank
GXPS Omega Ratio Rank: 2525
Omega Ratio Rank
GXPS Calmar Ratio Rank: 3131
Calmar Ratio Rank
GXPS Martin Ratio Rank: 2525
Martin Ratio Rank

KXI
KXI Risk / Return Rank: 2929
Overall Rank
KXI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 3131
Sortino Ratio Rank
KXI Omega Ratio Rank: 2929
Omega Ratio Rank
KXI Calmar Ratio Rank: 3030
Calmar Ratio Rank
KXI Martin Ratio Rank: 2525
Martin Ratio Rank
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. KXI - 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 Global Consumer Staples ETF (KXI). 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.


GXPSKXIDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

1.05

0.97

+0.08

Martin ratioReturn relative to average drawdown

2.00

1.91

+0.09

GXPS vs. KXI - Sharpe Ratio Comparison

The current GXPS Sharpe Ratio is 0.65, which is comparable to the KXI Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of GXPS and KXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GXPS vs. KXI - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum KXI drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for GXPS and KXI.


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Drawdown Indicators


GXPSKXIDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-42.27%

+33.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-10.24%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Max Drawdown (10Y)

Largest decline over 10 years

-24.59%

Current Drawdown

Current decline from peak

-5.32%

-5.05%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.13%

-5.37%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

5.20%

-0.37%

Volatility

GXPS vs. KXI - Volatility Comparison

Global X PureCap MSCI Consumer Staples ETF (GXPS) has a higher volatility of 5.71% compared to iShares Global Consumer Staples ETF (KXI) at 5.21%. This indicates that GXPS's price experiences larger fluctuations and is considered to be riskier than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXPSKXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.21%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

10.99%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

13.03%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

12.74%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

13.80%

+1.11%

GXPS vs. KXI - Expense Ratio Comparison

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


Dividends

GXPS vs. KXI - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 1.26%, less than KXI's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KXI
iShares Global Consumer Staples ETF
2.33%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%

Frequently Asked Questions


With a correlation of 0.91, GXPS and KXI 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.

GXPS has higher volatility (5.71%) compared to KXI (5.21%). In terms of maximum drawdown, GXPS dropped -9.20% vs KXI's -42.27%.

On 1-year performance, KXI leads with 9.89% vs 9.65% for GXPS. On fees, GXPS is cheaper at 0.25% per year. On volatility, KXI has been the lower-risk option at 5.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KXI has performed better with a 9.89% return vs 9.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

KXI has the higher dividend yield at 2.33%, compared with 1.26% for GXPS.

GXPS tracks MSCI USA Consumer Staples Index, while KXI tracks S&P Global 1200 Consumer Staples Sector Capped Index (USD) (Net). They also come from different issuers: Global X and iShares. Their fees differ too: 0.25% for GXPS and 0.39% for KXI.

KXI currently has the higher Sharpe Ratio (0.76 vs 0.65), 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.

Portfolio Optimizer

Find the right allocation for GXPS and KXI

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