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. Over the past year, GXPS returned 9.65% vs 8.45% for VDC. Their 0.96 correlation means they have historically moved very closely together. GXPS charges 0.25%/yr vs 0.09%/yr for VDC.
Performance
GXPS vs. VDC - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GXPS having a 10.23% return and VDC slightly lower at 10.12%.
GXPS
- 1D
- -0.26%
- 1M
- -0.22%
- 6M
- 0.60%
- YTD
- 10.23%
- 1Y
- 9.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.08%
VDC
- 1D
- -0.14%
- 1M
- -0.15%
- 6M
- 1.11%
- YTD
- 10.12%
- 1Y
- 8.45%
- 3Y*
- 7.98%
- 5Y*
- 7.22%
- 10Y*
- 7.70%
- ALL TIME*
- 9.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $477.47K | $522.19K | $752.04K | |
| $36.35M | $34.41M | $38.20M |
GXPS vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 10.23% | -1.72% |
VDC Vanguard Consumer Staples ETF | 10.12% | -3.06% |
Correlation
The correlation between GXPS and VDC is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.96 |
The correlation between GXPS and VDC has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
GXPS vs. VDC — Risk / Return Rank
GXPS
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 | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.91 | +0.14 |
| Martin ratioReturn relative to average drawdown | 2.00 | 1.71 | +0.29 |
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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 | -9.20% | -9.28% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.06% | — |
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 | -5.32% | -4.74% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -3.74% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 4.96% | -0.13% |
Volatility
GXPS vs. VDC - Volatility Comparison
Global X PureCap MSCI Consumer Staples ETF (GXPS) and Vanguard Consumer Staples ETF (VDC) have volatilities of 5.71% and 5.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GXPS | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.53% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 11.35% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 13.79% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 13.44% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 14.76% | +0.15% |
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 1.26%, less than VDC's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDC Vanguard Consumer Staples ETF | 2.09% | 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.
GXPS has higher volatility (5.71%) compared to VDC (5.53%). In terms of maximum drawdown, GXPS dropped -9.20% vs VDC's -34.24%.
On 1-year performance, GXPS leads with 9.65% vs 8.45% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 5.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GXPS has performed better with a 9.65% return vs 8.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDC is cheaper with a 0.09% expense ratio, compared with 0.25% for GXPS.
VDC has the higher dividend yield at 2.09%, compared with 1.26% 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.
GXPS currently has the higher Sharpe Ratio (0.65 vs 0.62), 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.
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