SAMT vs. GXLC
SAMT (Strategas Macro Thematic Opportunities ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. SAMT is actively managed, while GXLC is passively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. SAMT charges 0.66%/yr vs 0.02%/yr for GXLC.
Performance
SAMT vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, SAMT achieves a 12.63% return, which is significantly higher than GXLC's 10.06% return.
SAMT
- 1D
- 0.47%
- 1M
- -5.73%
- 6M
- 8.34%
- YTD
- 12.63%
- 1Y
- 24.28%
- 3Y*
- 23.90%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.23%
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 | |
| $5.05M | $5.51M | $7.81M |
SAMT vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SAMT Strategas Macro Thematic Opportunities ETF | 12.63% | 3.82% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between SAMT and GXLC is 0.72, 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 | 0.72 |
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Return for Risk
SAMT vs. GXLC — Risk / Return Rank
SAMT
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SAMT vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) 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.
| SAMT | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.23 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | — | — |
| Martin ratioReturn relative to average drawdown | 6.04 | — | — |
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Drawdowns
SAMT vs. GXLC - Drawdown Comparison
The maximum SAMT drawdown since its inception was -20.57%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for SAMT and GXLC.
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Drawdown Indicators
| SAMT | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.57% | -9.08% | -11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.27% | — | — |
Current DrawdownCurrent decline from peak | -9.13% | -1.48% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -1.58% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | — | — |
Volatility
SAMT vs. GXLC - Volatility Comparison
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Volatility by Period
| SAMT | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 13.60% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 13.60% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 13.60% | +3.51% |
SAMT vs. GXLC - Expense Ratio Comparison
SAMT has a 0.66% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
SAMT vs. GXLC - Dividend Comparison
SAMT's dividend yield for the trailing twelve months is around 0.62%, less than GXLC's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% | 0.00% | 0.00% | 0.00% |
SAMT Strategas Macro Thematic Opportunities ETF | 0.62% | 0.70% | 1.40% | 1.49% | 0.73% |
Frequently Asked Questions
SAMT and GXLC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.66% for SAMT.
GXLC has the higher dividend yield at 0.64%, compared with 0.62% for SAMT.
They also come from different issuers: Strategas and Global X. Their fees differ too: 0.66% for SAMT and 0.02% for GXLC.
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