RGLO vs. GXTG
RGLO (Russell Investments Global Equity ETF) and GXTG (Global X Thematic Growth ETF) are both Global Equities funds. RGLO is actively managed, while GXTG is passively managed. Over the past year, RGLO returned 24.03% vs -4.05% for GXTG. A 0.74 correlation means they provide meaningful diversification when combined. RGLO charges 0.49%/yr vs 0.50%/yr for GXTG.
Performance
RGLO vs. GXTG - Performance Comparison
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Returns By Period
In the year-to-date period, RGLO achieves a 10.75% return, which is significantly higher than GXTG's 1.70% return.
RGLO
- 1D
- 0.36%
- 1M
- 1.62%
- 6M
- 8.60%
- YTD
- 10.75%
- 1Y
- 24.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GXTG
- 1D
- 1.18%
- 1M
- -11.94%
- 6M
- -5.62%
- YTD
- 1.70%
- 1Y
- -4.05%
- 3Y*
- -4.23%
- 5Y*
- -12.06%
- 10Y*
- —
RGLO vs. GXTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGLO Russell Investments Global Equity ETF | 10.75% | 17.96% |
GXTG Global X Thematic Growth ETF | 1.70% | -0.52% |
Correlation
The correlation between RGLO and GXTG is 0.74, 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 | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 30, 2025 | 0.74 |
The correlation between RGLO and GXTG has been stable across timeframes, ranging from 0.74 to 0.74 - a consistent structural relationship.
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Return for Risk
RGLO vs. GXTG — Risk / Return Rank
RGLO
GXTG
RGLO vs. GXTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity ETF (RGLO) and Global X Thematic Growth ETF (GXTG). 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.
| RGLO | GXTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | -0.17 | +2.68 |
| Martin ratioReturn relative to average drawdown | 10.85 | -0.36 | +11.21 |
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Drawdowns
RGLO vs. GXTG - Drawdown Comparison
The maximum RGLO drawdown since its inception was -9.61%, smaller than the maximum GXTG drawdown of -67.81%. Use the drawdown chart below to compare losses from any high point for RGLO and GXTG.
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Drawdown Indicators
| RGLO | GXTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.61% | -67.81% | +58.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -24.65% | +15.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -61.17% | — |
Current DrawdownCurrent decline from peak | -0.47% | -59.80% | +59.33% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -43.27% | +42.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 11.33% | -9.11% |
Volatility
RGLO vs. GXTG - Volatility Comparison
The current volatility for Russell Investments Global Equity ETF (RGLO) is 3.53%, while Global X Thematic Growth ETF (GXTG) has a volatility of 10.60%. This indicates that RGLO experiences smaller price fluctuations and is considered to be less risky than GXTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGLO | GXTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 10.60% | -7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 23.42% | -12.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 29.44% | -16.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.95% | 28.39% | -15.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 29.92% | -16.97% |
RGLO vs. GXTG - Expense Ratio Comparison
RGLO has a 0.49% expense ratio, which is lower than GXTG's 0.50% expense ratio.
Dividends
RGLO vs. GXTG - Dividend Comparison
RGLO's dividend yield for the trailing twelve months is around 0.57%, less than GXTG's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GXTG Global X Thematic Growth ETF | 1.47% | 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
RGLO and GXTG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXTG has higher volatility (10.60%) compared to RGLO (3.53%). In terms of maximum drawdown, RGLO dropped -9.61% vs GXTG's -67.81%.
On 1-year performance, RGLO leads with 24.03% vs -4.05% for GXTG. On fees, RGLO is cheaper at 0.49% per year. On volatility, RGLO has been the lower-risk option at 3.53%. 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 24.03% return vs -4.05%. 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 1.47%, compared with 0.57% for RGLO.
They also come from different issuers: Russell and Global X. Their fees differ too: 0.49% for RGLO and 0.50% for GXTG.
RGLO currently has the higher Sharpe Ratio (1.82 vs -0.14), 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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