OEF vs. GXLC
OEF (iShares S&P 100 ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - OEF tracks the S&P 100 Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their 0.97 correlation means they have historically moved very closely together. OEF charges 0.20%/yr vs 0.02%/yr for GXLC.
Performance
OEF vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 8.12% return, which is significantly lower than GXLC's 10.06% return.
OEF
- 1D
- 0.95%
- 1M
- 0.81%
- 6M
- 7.93%
- YTD
- 8.12%
- 1Y
- 21.28%
- 3Y*
- 21.28%
- 5Y*
- 14.24%
- 10Y*
- 16.17%
- ALL TIME*
- 8.43%
GXLC
- 1D
- 0.86%
- 1M
- 0.20%
- 6M
- 8.81%
- YTD
- 10.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.98K | $20.23K | $17.31K | |
| $110.18M | $97.33M | $117.28M |
OEF vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OEF iShares S&P 100 ETF | 8.12% | 3.68% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between OEF and GXLC is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.97 |
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Return for Risk
OEF vs. GXLC — Risk / Return Rank
OEF
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OEF vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | — | — |
| Martin ratioReturn relative to average drawdown | 6.48 | — | — |
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Drawdowns
OEF vs. GXLC - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for OEF and GXLC.
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Drawdown Indicators
| OEF | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -9.08% | -45.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -2.20% | -1.48% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -1.58% | -10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | — | — |
Volatility
OEF vs. GXLC - Volatility Comparison
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Volatility by Period
| OEF | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 13.60% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 13.60% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.49% | 13.60% | +4.89% |
OEF vs. GXLC - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is higher than GXLC's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
OEF vs. GXLC - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.87%, more than GXLC's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 0.87% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
With a correlation of 0.97, OEF and GXLC 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, 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 0.20% for OEF.
OEF has the higher dividend yield at 0.87%, compared with 0.64% for GXLC.
OEF tracks S&P 100 Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for OEF and 0.02% for GXLC.
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