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GXPS vs. XLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPS vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Consumer Staples ETF (GXPS) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with GXPS having a 10.23% return and XLP slightly higher at 10.62%.


GXPS

1D
-0.26%
1M
-0.22%
6M
0.60%
YTD
10.23%
1Y
9.65%
3Y*
5Y*
10Y*
ALL TIME*
8.08%

XLP

1D
-0.22%
1M
-0.15%
6M
1.69%
YTD
10.62%
1Y
8.80%
3Y*
7.24%
5Y*
6.52%
10Y*
7.35%
ALL TIME*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$477.47K$522.19K$752.04K
$1.06B$972.52M$1.01B

GXPS vs. XLP - Yearly Performance Comparison


Correlation

The correlation between GXPS and XLP is 0.95 - 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.

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.95

The correlation between GXPS and XLP has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

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Return for Risk

GXPS vs. XLP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXPS
GXPS Risk / Return Rank: 2727
Overall Rank
GXPS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GXPS Sortino Ratio Rank: 2727
Sortino Ratio Rank
GXPS Omega Ratio Rank: 2525
Omega Ratio Rank
GXPS Calmar Ratio Rank: 3131
Calmar Ratio Rank
GXPS Martin Ratio Rank: 2525
Martin Ratio Rank

XLP
XLP Risk / Return Rank: 2626
Overall Rank
XLP Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 2727
Sortino Ratio Rank
XLP Omega Ratio Rank: 2525
Omega Ratio Rank
XLP Calmar Ratio Rank: 2828
Calmar Ratio Rank
XLP Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXPS vs. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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.


GXPSXLPDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.12

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

1.05

0.91

+0.14

Martin ratioReturn relative to average drawdown

2.00

1.65

+0.35

GXPS vs. XLP - Sharpe Ratio Comparison

The current GXPS Sharpe Ratio is 0.65, which is comparable to the XLP Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of GXPS and XLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GXPS vs. XLP - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum XLP drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for GXPS and XLP.


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Drawdown Indicators


GXPSXLPDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-35.90%

+26.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-9.69%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-11.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-24.51%

Current Drawdown

Current decline from peak

-5.32%

-4.53%

-0.79%

Average Drawdown

Average peak-to-trough decline

-4.13%

-7.05%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

5.33%

-0.50%

Volatility

GXPS vs. XLP - Volatility Comparison

Global X PureCap MSCI Consumer Staples ETF (GXPS) and State Street Consumer Staples Select Sector SPDR ETF (XLP) have volatilities of 5.71% and 5.74%, 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


GXPSXLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.74%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

11.49%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

14.15%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

13.61%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

14.86%

+0.05%

GXPS vs. XLP - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is higher than XLP's 0.08% 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. XLP - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 1.26%, less than XLP's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.59%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

Frequently Asked Questions


With a correlation of 0.95, GXPS and XLP 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.

XLP has higher volatility (5.74%) compared to GXPS (5.71%). In terms of maximum drawdown, GXPS dropped -9.20% vs XLP's -35.90%.

On 1-year performance, GXPS leads with 9.65% vs 8.80% for XLP. On fees, XLP is cheaper at 0.08% per year. Their volatility is very similar. 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 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLP is cheaper with a 0.08% expense ratio, compared with 0.25% for GXPS.

XLP has the higher dividend yield at 2.59%, compared with 1.26% for GXPS.

GXPS tracks MSCI USA Consumer Staples Index, while XLP tracks Consumer Staples Select Sector Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.25% for GXPS and 0.08% for XLP.

GXPS currently has the higher Sharpe Ratio (0.65 vs 0.63), 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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