HIS vs. GXLC
HIS (Humilis US Focused Opportunities ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. HIS is actively managed, while GXLC is passively managed. Their correlation of 0.88 means they have usually moved in the same direction. HIS charges 0.54%/yr vs 0.02%/yr for GXLC.
Performance
HIS vs. GXLC - Performance Comparison
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Returns By Period
HIS
- 1D
- 0.30%
- 1M
- 1.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GXLC
- 1D
- 0.04%
- 1M
- 0.67%
- 6M
- 7.21%
- YTD
- 8.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $29.55K | $23.71K | $17.47K | |
| $222.84K | $293.04K | $1.05M |
HIS vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
HIS Humilis US Focused Opportunities ETF | 0.24% |
GXLC Global X U.S. 500 ETF | 0.45% |
Correlation
The correlation between HIS and GXLC is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 19, 2026 | 0.88 |
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Return for Risk
HIS vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Humilis US Focused Opportunities ETF (HIS) and Global X U.S. 500 ETF (GXLC). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
HIS vs. GXLC - Drawdown Comparison
The maximum HIS drawdown since its inception was -6.38%, smaller than the maximum GXLC drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for HIS and GXLC.
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Drawdown Indicators
| HIS | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -9.08% | +2.70% |
Current DrawdownCurrent decline from peak | -4.14% | -2.66% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -1.56% | -1.23% |
Volatility
HIS vs. GXLC - Volatility Comparison
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Volatility by Period
| HIS | GXLC | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 13.47% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 13.47% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.11% | 13.47% | +0.64% |
HIS vs. GXLC - Expense Ratio Comparison
HIS has a 0.54% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
HIS vs. GXLC - Dividend Comparison
HIS has not paid dividends to shareholders, while GXLC's dividend yield for the trailing twelve months is around 0.64%.
| Position | TTM | 2025 |
|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% |
HIS Humilis US Focused Opportunities ETF | 0.00% | 0.00% |
Frequently Asked Questions
HIS and GXLC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXLC is cheaper with a 0.02% expense ratio, compared with 0.54% for HIS.
GXLC has the higher dividend yield at 0.64%, compared with 0.00% for HIS.
They also come from different issuers: Humilis Investment Strategies and Global X. Their fees differ too: 0.54% for HIS and 0.02% for GXLC.
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