SECT vs. GXLC

Last updated Jun 24, 2026

SECT (Main Sector Rotation ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. SECT is actively managed, while GXLC is passively managed. With a 0.95 correlation, they move nearly in lockstep. SECT charges 0.78%/yr vs 0.02%/yr for GXLC.

Performance

SECT vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Sector Rotation ETF (SECT) 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, SECT achieves a 9.97% return, which is significantly higher than GXLC's 8.31% return.

SECT

• 1D: -2.17%
• 1M: 1.43%
• YTD: 9.97%
• 6M: 9.01%
• 1Y: 27.12%
• 3Y*: 19.54%
• 5Y*: 12.27%
• 10Y*: —

GXLC

• 1D: -1.32%
• 1M: -1.12%
• YTD: 8.31%
• 6M: 7.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SECT vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
SECT Main Sector Rotation ETF	9.97%	3.03%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between SECT and GXLC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.95

Return for Risk

SECT vs. GXLC — Risk / Return Rank

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

SECT

SECT Risk / Return Rank: 60
SECT Sharpe Ratio Rank: 63
SECT Sortino Ratio Rank: 59
SECT Omega Ratio Rank: 61
SECT Calmar Ratio Rank: 55
SECT Martin Ratio Rank: 61

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.

SECT vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) 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.

	SECT	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.95	—	—
Sortino ratio: Return per unit of downside risk	2.61	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.54	—	—
Martin ratio: Return relative to average drawdown	10.29	—	—

Drawdowns

SECT vs. GXLC - Drawdown Comparison

The maximum SECT drawdown since its inception was -38.09%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for SECT and GXLC.

Drawdown Indicators

	SECT	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-38.09%	-9.08%	-29.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.71%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	—	—
Current Drawdown Current decline from peak	-2.20%	-3.05%	+0.85%
Average Drawdown Average peak-to-trough decline	-4.64%	-1.54%	-3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	—	—

Volatility

Volatility by Period

	SECT	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	13.85%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.97%	13.85%	+4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.17%	13.85%	+6.32%

SECT vs. GXLC - Expense Ratio Comparison

SECT has a 0.78% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

SECT vs. GXLC - Dividend Comparison

SECT's dividend yield for the trailing twelve months is around 0.61%, less 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%
SECT Main Sector Rotation ETF	0.61%	0.32%	0.45%	0.84%	0.86%	0.60%	1.37%	0.77%	1.67%	0.50%

Frequently Asked Questions

Can I hold both SECT and GXLC in my portfolio?

With a correlation of 0.95, SECT 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.

Which ETF is better, SECT 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, SECT or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.78% for SECT.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.61% for SECT.

What is the main difference between SECT and GXLC?

They also come from different issuers: Main Management and Global X. Their fees differ too: 0.78% for SECT and 0.02% for GXLC.