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GXTG vs. FGD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXTG vs. FGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Thematic Growth ETF (GXTG) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). The values are adjusted to include any dividend payments, if applicable.

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GXTG vs. FGD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GXTG
Global X Thematic Growth ETF
-5.33%3.52%-3.55%10.26%-48.08%3.21%61.07%4.70%
FGD
First Trust Dow Jones Global Select Dividend Index Fund
6.09%44.42%5.71%8.20%-7.25%20.83%-5.23%4.56%

Returns By Period

In the year-to-date period, GXTG achieves a -5.33% return, which is significantly lower than FGD's 6.09% return.


GXTG

1D
1.58%
1M
-4.04%
YTD
-5.33%
6M
-16.58%
1Y
1.48%
3Y*
-2.35%
5Y*
-12.97%
10Y*

FGD

1D
0.22%
1M
-4.17%
YTD
6.09%
6M
13.76%
1Y
39.56%
3Y*
20.12%
5Y*
11.11%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXTG vs. FGD - Expense Ratio Comparison

GXTG has a 0.50% expense ratio, which is lower than FGD's 0.59% expense ratio.


Return for Risk

GXTG vs. FGD — Risk / Return Rank

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

GXTG
GXTG Risk / Return Rank: 1313
Overall Rank
GXTG Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GXTG Sortino Ratio Rank: 1414
Sortino Ratio Rank
GXTG Omega Ratio Rank: 1414
Omega Ratio Rank
GXTG Calmar Ratio Rank: 1313
Calmar Ratio Rank
GXTG Martin Ratio Rank: 1212
Martin Ratio Rank

FGD
FGD Risk / Return Rank: 9595
Overall Rank
FGD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FGD Omega Ratio Rank: 9696
Omega Ratio Rank
FGD Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGD Martin Ratio Rank: 9494
Martin Ratio Rank
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.

GXTG vs. FGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Thematic Growth ETF (GXTG) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). 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.


GXTGFGDDifference

Sharpe ratio

Return per unit of total volatility

0.05

2.64

-2.59

Sortino ratio

Return per unit of downside risk

0.27

3.46

-3.19

Omega ratio

Gain probability vs. loss probability

1.04

1.52

-0.48

Calmar ratio

Return relative to maximum drawdown

0.05

3.82

-3.78

Martin ratio

Return relative to average drawdown

0.12

14.55

-14.44

GXTG vs. FGD - Sharpe Ratio Comparison

The current GXTG Sharpe Ratio is 0.05, which is lower than the FGD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of GXTG and FGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GXTGFGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

2.64

-2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.75

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.25

-0.28

Correlation

The correlation between GXTG and FGD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GXTG vs. FGD - Dividend Comparison

GXTG's dividend yield for the trailing twelve months is around 1.48%, less than FGD's 5.33% yield.


TTM20252024202320222021202020192018201720162015
GXTG
Global X Thematic Growth ETF
1.48%1.40%1.08%1.99%1.48%1.56%0.48%0.31%0.00%0.00%0.00%0.00%
FGD
First Trust Dow Jones Global Select Dividend Index Fund
5.33%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%

Drawdowns

GXTG vs. FGD - Drawdown Comparison

The maximum GXTG drawdown since its inception was -67.81%, roughly equal to the maximum FGD drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for GXTG and FGD.


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Drawdown Indicators


GXTGFGDDifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-68.05%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

-10.51%

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

-28.68%

-32.49%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

Current Drawdown

Current decline from peak

-62.58%

-6.46%

-56.12%

Average Drawdown

Average peak-to-trough decline

-42.77%

-12.66%

-30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

2.76%

+7.10%

Volatility

GXTG vs. FGD - Volatility Comparison

Global X Thematic Growth ETF (GXTG) has a higher volatility of 8.38% compared to First Trust Dow Jones Global Select Dividend Index Fund (FGD) at 5.91%. This indicates that GXTG's price experiences larger fluctuations and is considered to be riskier than FGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXTGFGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

5.91%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

20.72%

10.04%

+10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

27.43%

15.04%

+12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.32%

14.92%

+12.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.53%

18.29%

+11.24%