GXPS vs. PSL

Last updated Apr 1, 2026

Compare and contrast key facts about Global X PureCap MSCI Consumer Staples ETF (GXPS) and Invesco DWA Consumer Staples Momentum ETF (PSL).

GXPS and PSL 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. PSL is a passively managed fund by Invesco that tracks the performance of the DWA Consumer Staples Technical Leaders Index. It was launched on Oct 12, 2006. Both GXPS and PSL 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. PSL - Performance Comparison

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

GXPS vs. PSL - Yearly Performance Comparison

	2026 (YTD)	2025
GXPS Global X PureCap MSCI Consumer Staples ETF	7.90%	-1.72%
PSL Invesco DWA Consumer Staples Momentum ETF	8.30%	-8.41%

Returns By Period

In the year-to-date period, GXPS achieves a 7.90% return, which is significantly lower than PSL's 8.30% return.

GXPS

• 1D: 0.02%
• 1M: -7.32%
• YTD: 7.90%
• 6M: 7.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSL

• 1D: 0.85%
• 1M: -7.09%
• YTD: 8.30%
• 6M: -0.82%
• 1Y: 1.04%
• 3Y*: 9.05%
• 5Y*: 4.34%
• 10Y*: 7.76%

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

GXPS vs. PSL - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than PSL's 0.60% expense ratio.

PSL

Invesco DWA Consumer Staples Momentum ETF

GXPS

Global X PureCap MSCI Consumer Staples ETF

Return for Risk

GXPS vs. PSL — Risk / Return Rank

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

PSL

PSL Risk / Return Rank: 14
PSL Sharpe Ratio Rank: 14
PSL Sortino Ratio Rank: 13
PSL Omega Ratio Rank: 13
PSL Calmar Ratio Rank: 15
PSL Martin Ratio Rank: 15

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. PSL - 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 DWA Consumer Staples Momentum ETF (PSL). 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	PSL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.55	+0.12

Correlation

The correlation between GXPS and PSL is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GXPS vs. PSL - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.55%, less than PSL's 0.85% 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%
PSL Invesco DWA Consumer Staples Momentum ETF	0.85%	0.93%	0.60%	1.37%	1.98%	1.24%	0.80%	0.47%	0.75%	0.34%	2.08%	1.18%

Drawdowns

GXPS vs. PSL - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum PSL drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for GXPS and PSL.

Drawdown Indicators

	GXPS	PSL	Difference
Max Drawdown Largest peak-to-trough decline	-9.20%	-41.58%	+32.38%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.67%	—
Current Drawdown Current decline from peak	-7.32%	-7.09%	-0.23%
Average Drawdown Average peak-to-trough decline	-3.40%	-5.82%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.76%	—

Volatility

Volatility by Period

	GXPS	PSL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.37%	14.67%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.37%	15.24%	-1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.37%	16.49%	-3.12%