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ILDR vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILDR vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Innovation Leaders ETF (ILDR) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ILDR achieves a 13.36% return, which is significantly lower than GXPT's 16.02% return.


ILDR

1D
-0.59%
1M
-0.83%
YTD
13.36%
6M
11.44%
1Y
30.63%
3Y*
28.06%
5Y*
11.32%
10Y*

GXPT

1D
-0.72%
1M
-1.67%
YTD
16.02%
6M
14.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILDR vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between ILDR and GXPT is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.86

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Return for Risk

ILDR vs. GXPT — Risk / Return Rank

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

ILDR
ILDR Risk / Return Rank: 3939
Overall Rank
ILDR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ILDR Sortino Ratio Rank: 3939
Sortino Ratio Rank
ILDR Omega Ratio Rank: 3838
Omega Ratio Rank
ILDR Calmar Ratio Rank: 3838
Calmar Ratio Rank
ILDR Martin Ratio Rank: 3939
Martin Ratio Rank

GXPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ILDR vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Innovation Leaders ETF (ILDR) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


ILDRGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.74

Martin ratioReturn relative to average drawdown

5.61

ILDR vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

ILDR vs. GXPT - Drawdown Comparison

The maximum ILDR drawdown since its inception was -44.61%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for ILDR and GXPT.


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Drawdown Indicators


ILDRGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-44.61%

-18.74%

-25.87%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

Max Drawdown (3Y)

Largest decline over 3 years

-26.43%

Max Drawdown (5Y)

Largest decline over 5 years

-44.61%

Current Drawdown

Current decline from peak

-7.75%

-9.37%

+1.62%

Average Drawdown

Average peak-to-trough decline

-14.86%

-5.06%

-9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

Volatility

ILDR vs. GXPT - Volatility Comparison


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Volatility by Period


ILDRGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.87%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.16%

22.88%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.40%

22.88%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.23%

22.88%

+3.35%

ILDR vs. GXPT - Expense Ratio Comparison

ILDR has a 0.75% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

ILDR vs. GXPT - Dividend Comparison

ILDR has not paid dividends to shareholders, while GXPT's dividend yield for the trailing twelve months is around 0.12%.


PositionTTM20252024202320222021
GXPT
Global X PureCap MSCI Information Technology ETF
0.12%0.14%0.00%0.00%0.00%0.00%
ILDR
First Trust Innovation Leaders ETF
0.00%0.00%0.00%0.00%0.00%0.16%

Frequently Asked Questions


ILDR and GXPT have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.75% for ILDR.

GXPT has the higher dividend yield at 0.12%, compared with 0.00% for ILDR.

They also come from different issuers: First Trust and Global X. Their fees differ too: 0.75% for ILDR and 0.15% for GXPT.

Portfolio Optimizer

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