GXPS vs. VDC
GXPS (Global X PureCap MSCI Consumer Staples ETF) and VDC (Vanguard Consumer Staples ETF) are both Consumer Staples Equities funds - GXPS tracks the MSCI USA Consumer Staples Index while VDC tracks the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. With a 0.96 correlation, they move nearly in lockstep. GXPS charges 0.25%/yr vs 0.09%/yr for VDC.
Performance
GXPS vs. VDC - Performance Comparison
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Returns By Period
In the year-to-date period, GXPS achieves a 9.89% return, which is significantly higher than VDC's 8.86% return.
GXPS
- 1D
- 1.97%
- 1M
- -1.48%
- YTD
- 9.89%
- 6M
- 10.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDC
- 1D
- 1.87%
- 1M
- -0.43%
- YTD
- 8.86%
- 6M
- 8.96%
- 1Y
- 5.57%
- 3Y*
- 8.14%
- 5Y*
- 7.27%
- 10Y*
- 7.94%
GXPS vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 9.89% | -1.72% |
VDC Vanguard Consumer Staples ETF | 8.86% | -3.06% |
Correlation
The correlation between GXPS and VDC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.96 |
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Return for Risk
GXPS vs. VDC — Risk / Return Rank
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VDC
GXPS vs. VDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and Vanguard Consumer Staples ETF (VDC). 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 | VDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.60 | — |
| Martin ratioReturn relative to average drawdown | — | 1.20 | — |
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Drawdowns
GXPS vs. VDC - Drawdown Comparison
The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for GXPS and VDC.
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Drawdown Indicators
| GXPS | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.20% | -34.24% | +25.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.28% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.78% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.31% | — |
Current DrawdownCurrent decline from peak | -5.61% | -5.83% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.73% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.67% | — |
Volatility
GXPS vs. VDC - Volatility Comparison
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Volatility by Period
| GXPS | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 12.79% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 13.20% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.24% | 14.68% | -0.44% |
GXPS vs. VDC - Expense Ratio Comparison
GXPS has a 0.25% expense ratio, which is higher than VDC's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GXPS vs. VDC - Dividend Comparison
GXPS's dividend yield for the trailing twelve months is around 0.54%, less than VDC's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.11% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
With a correlation of 0.96, GXPS and VDC 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.
On fees, VDC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDC is cheaper with a 0.09% expense ratio, compared with 0.25% for GXPS.
VDC has the higher dividend yield at 2.11%, compared with 0.54% for GXPS.
GXPS tracks MSCI USA Consumer Staples Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.25% for GXPS and 0.09% for VDC.
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