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GXTG vs. RGLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXTG vs. RGLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Thematic Growth ETF (GXTG) and Russell Investments Global Equity ETF (RGLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXTG achieves a 23.43% return, which is significantly higher than RGLO's 10.65% return.


GXTG

1D
-1.42%
1M
4.46%
YTD
23.43%
6M
17.77%
1Y
19.75%
3Y*
6.30%
5Y*
-8.13%
10Y*

RGLO

1D
0.56%
1M
4.16%
YTD
10.65%
6M
11.90%
1Y
28.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXTG vs. RGLO - Yearly Performance Comparison


2026 (YTD)2025
GXTG
Global X Thematic Growth ETF
23.43%-0.72%
RGLO
Russell Investments Global Equity ETF
10.65%17.37%

Correlation

The correlation between GXTG and RGLO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.75

The correlation between GXTG and RGLO has been stable across timeframes, ranging from 0.75 to 0.75 - a consistent structural relationship.

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Return for Risk

GXTG vs. RGLO — Risk / Return Rank

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

GXTG
GXTG Risk / Return Rank: 2222
Overall Rank
GXTG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GXTG Sortino Ratio Rank: 2323
Sortino Ratio Rank
GXTG Omega Ratio Rank: 2424
Omega Ratio Rank
GXTG Calmar Ratio Rank: 2020
Calmar Ratio Rank
GXTG Martin Ratio Rank: 1818
Martin Ratio Rank

RGLO
RGLO Risk / Return Rank: 6969
Overall Rank
RGLO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RGLO Sortino Ratio Rank: 7070
Sortino Ratio Rank
RGLO Omega Ratio Rank: 6969
Omega Ratio Rank
RGLO Calmar Ratio Rank: 6161
Calmar Ratio Rank
RGLO Martin Ratio Rank: 7373
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. RGLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Thematic Growth ETF (GXTG) and Russell Investments Global Equity ETF (RGLO). 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.


GXTGRGLODifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.25

Calmar ratioReturn relative to maximum drawdown

0.80

3.00

-2.20

Martin ratioReturn relative to average drawdown

1.91

13.54

-11.63

GXTG vs. RGLO - Sharpe Ratio Comparison

The current GXTG Sharpe Ratio is 0.78, which is lower than the RGLO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of GXTG and RGLO, 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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Sharpe Ratios by Period


GXTGRGLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.27

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.34

-2.23

Drawdowns

GXTG vs. RGLO - Drawdown Comparison

The maximum GXTG drawdown since its inception was -67.81%, which is greater than RGLO's maximum drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for GXTG and RGLO.


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Drawdown Indicators


GXTGRGLODifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-9.61%

-58.20%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

-9.61%

-15.04%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

Current Drawdown

Current decline from peak

-51.21%

-0.55%

-50.66%

Average Drawdown

Average peak-to-trough decline

-43.09%

-1.16%

-41.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

2.13%

+8.23%

Volatility

GXTG vs. RGLO - Volatility Comparison

Global X Thematic Growth ETF (GXTG) has a higher volatility of 10.10% compared to Russell Investments Global Equity ETF (RGLO) at 3.60%. This indicates that GXTG's price experiences larger fluctuations and is considered to be riskier than RGLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXTGRGLODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

3.60%

+6.50%

Volatility (6M)

Calculated over the trailing 6-month period

19.04%

9.90%

+9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

25.56%

12.72%

+12.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

12.68%

+14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.59%

12.68%

+16.91%

GXTG vs. RGLO - Expense Ratio Comparison

GXTG has a 0.50% expense ratio, which is higher than RGLO's 0.49% expense ratio.


Dividends

GXTG vs. RGLO - Dividend Comparison

GXTG's dividend yield for the trailing twelve months is around 1.14%, more than RGLO's 0.57% yield.


PositionTTM2025202420232022202120202019
GXTG
Global X Thematic Growth ETF
1.14%1.40%1.08%1.99%1.48%1.56%0.48%0.31%
RGLO
Russell Investments Global Equity ETF
0.57%0.63%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GXTG and RGLO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GXTG has higher volatility (10.10%) compared to RGLO (3.60%). In terms of maximum drawdown, GXTG dropped -67.81% vs RGLO's -9.61%.

On 1-year performance, RGLO leads with 28.72% vs 19.75% for GXTG. On fees, RGLO is cheaper at 0.49% per year. On volatility, RGLO has been the lower-risk option at 3.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RGLO has performed better with a 28.72% return vs 19.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RGLO is cheaper with a 0.49% expense ratio, compared with 0.50% for GXTG.

GXTG has the higher dividend yield at 1.14%, compared with 0.57% for RGLO.

They also come from different issuers: Global X and Russell. Their fees differ too: 0.50% for GXTG and 0.49% for RGLO.

RGLO currently has the higher Sharpe Ratio (2.27 vs 0.78), 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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