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GXTG vs. FIXT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXTG vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Thematic Growth ETF (GXTG) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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GXTG vs. FIXT - Yearly Performance Comparison


2026 (YTD)2025
GXTG
Global X Thematic Growth ETF
-6.81%-3.20%
FIXT
Procure Disaster Recovery Strategy ETF
0.06%4.58%

Returns By Period

In the year-to-date period, GXTG achieves a -6.81% return, which is significantly lower than FIXT's 0.06% return.


GXTG

1D
3.90%
1M
-6.16%
YTD
-6.81%
6M
-17.86%
1Y
-0.43%
3Y*
-2.86%
5Y*
-13.24%
10Y*

FIXT

1D
0.35%
1M
-2.05%
YTD
0.06%
6M
1.05%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXTG vs. FIXT - Expense Ratio Comparison

GXTG has a 0.50% expense ratio, which is lower than FIXT's 0.75% expense ratio.


Return for Risk

GXTG vs. FIXT — Risk / Return Rank

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

GXTG
GXTG Risk / Return Rank: 1111
Overall Rank
GXTG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GXTG Sortino Ratio Rank: 1212
Sortino Ratio Rank
GXTG Omega Ratio Rank: 1212
Omega Ratio Rank
GXTG Calmar Ratio Rank: 1010
Calmar Ratio Rank
GXTG Martin Ratio Rank: 1010
Martin Ratio Rank

FIXT
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. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Thematic Growth ETF (GXTG) and Procure Disaster Recovery Strategy ETF (FIXT). 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.


GXTGFIXTDifference

Sharpe ratio

Return per unit of total volatility

-0.02

Sortino ratio

Return per unit of downside risk

0.17

Omega ratio

Gain probability vs. loss probability

1.02

Calmar ratio

Return relative to maximum drawdown

-0.09

Martin ratio

Return relative to average drawdown

-0.22

GXTG vs. FIXT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXTGFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

1.56

-1.60

Correlation

The correlation between GXTG and FIXT is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GXTG vs. FIXT - Dividend Comparison

GXTG's dividend yield for the trailing twelve months is around 1.51%, less than FIXT's 4.22% yield.


TTM2025202420232022202120202019
GXTG
Global X Thematic Growth ETF
1.51%1.40%1.08%1.99%1.48%1.56%0.48%0.31%
FIXT
Procure Disaster Recovery Strategy ETF
4.22%3.24%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GXTG vs. FIXT - Drawdown Comparison

The maximum GXTG drawdown since its inception was -67.81%, which is greater than FIXT's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for GXTG and FIXT.


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Drawdown Indicators


GXTGFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-2.79%

-65.02%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

Current Drawdown

Current decline from peak

-63.16%

-2.05%

-61.11%

Average Drawdown

Average peak-to-trough decline

-42.76%

-0.47%

-42.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

Volatility

GXTG vs. FIXT - Volatility Comparison


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Volatility by Period


GXTGFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.65%

Volatility (1Y)

Calculated over the trailing 1-year period

27.44%

3.82%

+23.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.33%

3.82%

+23.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.54%

3.82%

+25.72%