RNDV vs. GXLC

Last updated Jun 25, 2026

RNDV (US Equity Dividend Select ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - RNDV tracks the Nasdaq Riskalyze US Large Cap Select Dividend Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. A 0.66 correlation means they provide meaningful diversification when combined. RNDV charges 0.50%/yr vs 0.02%/yr for GXLC.

Performance

RNDV vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Equity Dividend Select ETF (RNDV) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RNDV achieves a 13.07% return, which is significantly higher than GXLC's 7.95% return.

RNDV

• 1D: -0.23%
• 1M: -0.35%
• YTD: 13.07%
• 6M: 11.78%
• 1Y: 23.89%
• 3Y*: 16.03%
• 5Y*: 9.20%
• 10Y*: —

GXLC

• 1D: -0.33%
• 1M: -1.44%
• YTD: 7.95%
• 6M: 6.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RNDV vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
RNDV US Equity Dividend Select ETF	13.07%	1.47%
GXLC Global X U.S. 500 ETF	7.95%	3.22%

Correlation

The correlation between RNDV and GXLC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.66

Return for Risk

RNDV vs. GXLC — Risk / Return Rank

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

RNDV

RNDV Risk / Return Rank: 58
RNDV Sharpe Ratio Rank: 60
RNDV Sortino Ratio Rank: 62
RNDV Omega Ratio Rank: 57
RNDV Calmar Ratio Rank: 59
RNDV Martin Ratio Rank: 54

GXLC

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.

RNDV vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Equity Dividend Select ETF (RNDV) 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.

	RNDV	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.75	—	—
Sortino ratio: Return per unit of downside risk	2.54	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.55	—	—
Martin ratio: Return relative to average drawdown	8.35	—	—

Drawdowns

RNDV vs. GXLC - Drawdown Comparison

The maximum RNDV drawdown since its inception was -37.44%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for RNDV and GXLC.

Drawdown Indicators

	RNDV	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-37.44%	-9.08%	-28.36%
Max Drawdown (1Y) Largest decline over 1 year	-9.41%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.70%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.71%	—	—
Current Drawdown Current decline from peak	-4.07%	-3.37%	-0.70%
Average Drawdown Average peak-to-trough decline	-4.85%	-1.55%	-3.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	—	—

Volatility

Volatility by Period

	RNDV	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.72%	13.82%	-0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	13.82%	+2.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.85%	13.82%	+5.03%

RNDV vs. GXLC - Expense Ratio Comparison

RNDV has a 0.50% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

RNDV vs. GXLC - Dividend Comparison

RNDV's dividend yield for the trailing twelve months is around 2.40%, more than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RNDV US Equity Dividend Select ETF	2.40%	2.70%	2.55%	3.10%	2.52%	1.95%	2.44%	2.85%	4.09%	1.10%

Frequently Asked Questions

Can I hold both RNDV and GXLC in my portfolio?

RNDV and GXLC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RNDV or GXLC?

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.

Which ETF is cheaper, RNDV or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.50% for RNDV.

Which ETF pays a higher dividend yield, RNDV or GXLC?

RNDV has the higher dividend yield at 2.40%, compared with 0.65% for GXLC.

What is the main difference between RNDV and GXLC?

RNDV tracks Nasdaq Riskalyze US Large Cap Select Dividend Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.50% for RNDV and 0.02% for GXLC.