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IXN vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXN vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) 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, IXN achieves a 32.88% return, which is significantly higher than GXPT's 16.86% return.


IXN

1D
-5.33%
1M
3.10%
YTD
32.88%
6M
32.08%
1Y
59.88%
3Y*
32.94%
5Y*
20.94%
10Y*
25.29%

GXPT

1D
-3.44%
1M
-0.96%
YTD
16.86%
6M
15.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXN vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between IXN and GXPT is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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Return for Risk

IXN vs. GXPT — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 7575
Overall Rank
IXN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 6666
Sortino Ratio Rank
IXN Omega Ratio Rank: 7070
Omega Ratio Rank
IXN Calmar Ratio Rank: 8484
Calmar Ratio Rank
IXN Martin Ratio Rank: 7777
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.

IXN vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) 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.


IXNGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

4.36

Martin ratioReturn relative to average drawdown

14.06

IXN vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

IXN vs. GXPT - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for IXN and GXPT.


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Drawdown Indicators


IXNGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-18.74%

-36.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

Current Drawdown

Current decline from peak

-6.82%

-8.72%

+1.90%

Average Drawdown

Average peak-to-trough decline

-11.26%

-5.04%

-6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

Volatility

IXN vs. GXPT - Volatility Comparison


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Volatility by Period


IXNGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.21%

22.91%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

22.91%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

22.91%

+1.76%

IXN vs. GXPT - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

IXN vs. GXPT - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.79%, more than GXPT's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPT
Global X PureCap MSCI Information Technology ETF
0.12%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXN
iShares Global Tech ETF
0.79%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%

Frequently Asked Questions


With a correlation of 0.96, IXN and GXPT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.46% for IXN.

IXN has the higher dividend yield at 0.79%, compared with 0.12% for GXPT.

IXN tracks S&P Global Information Technology Sector Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.46% for IXN and 0.15% for GXPT.

Portfolio Optimizer

Find the right allocation for IXN and GXPT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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