GXPS vs. TECL
GXPS (Global X PureCap MSCI Consumer Staples ETF) and TECL (Direxion Daily Technology Bull 3X Shares) are both exchange-traded funds - GXPS is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples Index, while TECL is a Leveraged Equities fund tracking the Technology Select Sector Index (300%). Both are passively managed. At a correlation of -0.33, they often move in opposite directions. GXPS charges 0.25%/yr vs 0.91%/yr for TECL.
Performance
GXPS vs. TECL - Performance Comparison
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Returns By Period
In the year-to-date period, GXPS achieves a 9.20% return, which is significantly lower than TECL's 79.64% return.
GXPS
- 1D
- -1.22%
- 1M
- -0.41%
- YTD
- 9.20%
- 6M
- 8.61%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TECL
- 1D
- 2.18%
- 1M
- -5.90%
- YTD
- 79.64%
- 6M
- 70.60%
- 1Y
- 150.53%
- 3Y*
- 67.28%
- 5Y*
- 33.93%
- 10Y*
- 53.50%
GXPS vs. TECL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 9.20% | -1.72% |
TECL Direxion Daily Technology Bull 3X Shares | 79.64% | 26.35% |
Correlation
The correlation between GXPS and TECL 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. TECL — Risk / Return Rank
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TECL
GXPS vs. TECL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and Direxion Daily Technology Bull 3X Shares (TECL). 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 | TECL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.25 | — |
| Martin ratioReturn relative to average drawdown | — | 8.90 | — |
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Drawdowns
GXPS vs. TECL - Drawdown Comparison
The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for GXPS and TECL.
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Drawdown Indicators
| GXPS | TECL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.20% | -77.96% | +68.76% |
Max Drawdown (1Y)Largest decline over 1 year | — | -46.58% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -66.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -77.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.96% | — |
Current DrawdownCurrent decline from peak | -6.20% | -22.85% | +16.65% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -18.38% | +14.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 16.99% | — |
Volatility
GXPS vs. TECL - Volatility Comparison
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Volatility by Period
| GXPS | TECL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 37.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 59.13% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 69.87% | -55.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 75.50% | -61.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 72.99% | -58.73% |
GXPS vs. TECL - Expense Ratio Comparison
GXPS has a 0.25% expense ratio, which is lower than TECL's 0.91% expense ratio.
Dividends
GXPS vs. TECL - Dividend Comparison
GXPS's dividend yield for the trailing twelve months is around 0.54%, less than TECL's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 0.54% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TECL Direxion Daily Technology Bull 3X Shares | 3.96% | 7.19% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% |
Frequently Asked Questions
GXPS and TECL 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 0.91% for TECL.
TECL has the higher dividend yield at 3.96%, compared with 0.54% for GXPS.
GXPS is categorized as Consumer Staples Equities, while TECL is Leveraged Equities. GXPS tracks MSCI USA Consumer Staples Index, while TECL tracks Technology Select Sector Index (300%). They also come from different issuers: Global X and Direxion. Their fees differ too: 0.25% for GXPS and 0.91% for TECL.
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