GXPT vs. XT

Last updated Jun 4, 2026

GXPT (Global X PureCap MSCI Information Technology ETF) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds - GXPT tracks the MSCI USA Information Technology PureCap Index while XT tracks the Morningstar Exponential Technologies Index (Net). Both are passively managed. A 0.73 correlation means they provide meaningful diversification when combined. GXPT charges 0.15%/yr vs 0.46%/yr for XT.

Performance

GXPT vs. XT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Information Technology ETF (GXPT) and iShares Future Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXPT achieves a 25.98% return, which is significantly higher than XT's 20.20% return.

GXPT

• 1D: -1.60%
• 1M: 17.05%
• YTD: 25.98%
• 6M: 24.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XT

• 1D: -0.47%
• 1M: 9.47%
• YTD: 20.20%
• 6M: 20.54%
• 1Y: 45.88%
• 3Y*: 18.83%
• 5Y*: 8.42%
• 10Y*: 14.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPT vs. XT - Yearly Performance Comparison

	2026 (YTD)	2025
GXPT Global X PureCap MSCI Information Technology ETF	25.98%	10.78%
XT iShares Future Exponential Technologies ETF	20.20%	11.03%

Correlation

The correlation between GXPT and XT is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.73

Return for Risk

GXPT vs. XT — Risk / Return Rank

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

XT

XT Risk / Return Rank: 84
XT Sharpe Ratio Rank: 86
XT Sortino Ratio Rank: 84
XT Omega Ratio Rank: 79
XT Calmar Ratio Rank: 83
XT Martin Ratio Rank: 86

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.

GXPT vs. XT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Information Technology ETF (GXPT) and iShares Future Exponential Technologies ETF (XT). 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.

Sharpe Ratios by Period

	GXPT	XT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.89	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.23	0.66	+1.58

Drawdowns

GXPT vs. XT - Drawdown Comparison

The maximum GXPT drawdown since its inception was -18.74%, smaller than the maximum XT drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for GXPT and XT.

Drawdown Indicators

	GXPT	XT	Difference
Max Drawdown Largest peak-to-trough decline	-18.74%	-34.41%	+15.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.45%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.41%	—
Current Drawdown Current decline from peak	-1.60%	-0.47%	-1.13%
Average Drawdown Average peak-to-trough decline	-4.93%	-7.41%	+2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.49%	—

Volatility

Volatility by Period

	GXPT	XT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.22%	15.99%	+5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.22%	20.76%	+0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.22%	20.08%	+1.14%

GXPT vs. XT - Expense Ratio Comparison

GXPT has a 0.15% expense ratio, which is lower than XT's 0.46% expense ratio.

Dividends

GXPT vs. XT - Dividend Comparison

GXPT's dividend yield for the trailing twelve months is around 0.11%, less than XT's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXPT Global X PureCap MSCI Information Technology ETF	0.11%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XT iShares Future Exponential Technologies ETF	6.61%	7.95%	0.66%	0.41%	0.78%	0.84%	0.77%	1.55%	1.40%	0.97%	1.37%	1.34%

Frequently Asked Questions

Can I hold both GXPT and XT in my portfolio?

GXPT and XT have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GXPT or XT?

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GXPT or XT?

GXPT is cheaper with a 0.15% expense ratio, compared with 0.46% for XT.

Which ETF pays a higher dividend yield, GXPT or XT?

XT has the higher dividend yield at 6.61%, compared with 0.11% for GXPT.

What is the main difference between GXPT and XT?

GXPT tracks MSCI USA Information Technology PureCap Index, while XT tracks Morningstar Exponential Technologies Index (Net). They also come from different issuers: Global X and iShares. Their fees differ too: 0.15% for GXPT and 0.46% for XT.