RVER vs. GXLC

Last updated Aug 2, 2026

RVER (Trenchless Fund ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. RVER is actively managed, while GXLC is passively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. RVER charges 0.65%/yr vs 0.02%/yr for GXLC.

Performance

RVER vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trenchless Fund ETF (RVER) 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, RVER achieves a 9.01% return, which is significantly lower than GXLC's 10.06% return.

RVER

• 1D: 0.96%
• 1M: -2.55%
• 6M: 7.63%
• YTD: 9.01%
• 1Y: 12.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.49%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GXLC Global X U.S. 500 ETF	$27.98K	$20.23K	$17.31K
RVER Trenchless Fund ETF	$328.24K	$287.25K	$279.54K

RVER vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
RVER Trenchless Fund ETF	9.01%	-5.11%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between RVER and GXLC is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.79

Return for Risk

RVER vs. GXLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RVER

RVER Risk / Return Rank: 21
RVER Sharpe Ratio Rank: 21
RVER Sortino Ratio Rank: 22
RVER Omega Ratio Rank: 21
RVER Calmar Ratio Rank: 20
RVER Martin Ratio Rank: 20

GXLC

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RVER vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trenchless Fund ETF (RVER) 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.

	RVER	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.44	—	—
Sortino ratio: Return per unit of downside risk	0.80	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.50	—	—
Martin ratio: Return relative to average drawdown	1.26	—	—

Drawdowns

RVER vs. GXLC - Drawdown Comparison

The maximum RVER drawdown since its inception was -26.21%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for RVER and GXLC.

Drawdown Indicators

	RVER	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-26.21%	-9.08%	-17.13%
Max Drawdown (1Y) Largest decline over 1 year	-21.61%	—	—
Current Drawdown Current decline from peak	-10.41%	-1.48%	-8.93%
Average Drawdown Average peak-to-trough decline	-6.11%	-1.58%	-4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.54%	—	—

Volatility

Volatility by Period

	RVER	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.36%	13.60%	+10.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.42%	13.60%	+12.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.42%	13.60%	+12.82%

RVER vs. GXLC - Expense Ratio Comparison

RVER has a 0.65% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

RVER vs. GXLC - Dividend Comparison

RVER's dividend yield for the trailing twelve months is around 1.56%, more than GXLC's 0.64% yield.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.64%	0.30%
RVER Trenchless Fund ETF	1.56%	1.71%

Frequently Asked Questions

Can I hold both RVER and GXLC in my portfolio?

RVER and GXLC have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RVER 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, RVER or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.65% for RVER.

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

RVER has the higher dividend yield at 1.56%, compared with 0.64% for GXLC.

What is the main difference between RVER and GXLC?

They also come from different issuers: River1 and Global X. Their fees differ too: 0.65% for RVER and 0.02% for GXLC.