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GXPS vs. RSPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXPS vs. RSPS - 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 S&P 500 Equal Weight Consumer Staples ETF (RSPS). The values are adjusted to include any dividend payments, if applicable.

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GXPS vs. RSPS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GXPS achieves a 7.90% return, which is significantly higher than RSPS's 2.40% return.


GXPS

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

RSPS

1D
0.08%
1M
-10.53%
YTD
2.40%
6M
2.50%
1Y
-1.52%
3Y*
-2.00%
5Y*
1.31%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXPS vs. RSPS - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than RSPS's 0.40% expense ratio.


Return for Risk

GXPS vs. RSPS — Risk / Return Rank

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

GXPS

RSPS
RSPS Risk / Return Rank: 1010
Overall Rank
RSPS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 99
Sortino Ratio Rank
RSPS Omega Ratio Rank: 99
Omega Ratio Rank
RSPS Calmar Ratio Rank: 1212
Calmar Ratio Rank
RSPS Martin Ratio Rank: 1212
Martin Ratio Rank
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. RSPS - 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 S&P 500 Equal Weight Consumer Staples ETF (RSPS). 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.

GXPS vs. RSPS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXPSRSPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.57

+0.10

Correlation

The correlation between GXPS and RSPS is 0.77, 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. RSPS - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.55%, less than RSPS's 2.84% yield.


TTM20252024202320222021202020192018201720162015
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%
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.84%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%

Drawdowns

GXPS vs. RSPS - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum RSPS drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for GXPS and RSPS.


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Drawdown Indicators


GXPSRSPSDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-35.93%

+26.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

Current Drawdown

Current decline from peak

-7.32%

-10.60%

+3.28%

Average Drawdown

Average peak-to-trough decline

-3.40%

-5.00%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

Volatility

GXPS vs. RSPS - Volatility Comparison


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Volatility by Period


GXPSRSPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

14.76%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

13.52%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.37%

14.84%

-1.47%