SGLC vs. GXLC

Last updated Jun 24, 2026

SGLC (SGI U.S. Large Cap Core ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. SGLC is actively managed, while GXLC is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. SGLC charges 0.85%/yr vs 0.02%/yr for GXLC.

Performance

SGLC vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) 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, SGLC achieves a 11.78% return, which is significantly higher than GXLC's 8.31% return.

SGLC

• 1D: -1.10%
• 1M: -0.20%
• YTD: 11.78%
• 6M: 10.85%
• 1Y: 30.46%
• 3Y*: 21.04%
• 5Y*: —
• 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)

SGLC vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
SGLC SGI U.S. Large Cap Core ETF	11.78%	4.80%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between SGLC and GXLC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.91

Return for Risk

SGLC vs. GXLC — Risk / Return Rank

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

SGLC

SGLC Risk / Return Rank: 73
SGLC Sharpe Ratio Rank: 75
SGLC Sortino Ratio Rank: 69
SGLC Omega Ratio Rank: 73
SGLC Calmar Ratio Rank: 69
SGLC Martin Ratio Rank: 78

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.

SGLC vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) 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.

	SGLC	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.18	—	—
Sortino ratio: Return per unit of downside risk	2.88	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.16	—	—
Martin ratio: Return relative to average drawdown	13.73	—	—

Drawdowns

SGLC vs. GXLC - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for SGLC and GXLC.

Drawdown Indicators

	SGLC	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-9.08%	-11.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	—	—
Current Drawdown Current decline from peak	-2.75%	-3.05%	+0.30%
Average Drawdown Average peak-to-trough decline	-2.45%	-1.54%	-0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	—	—

Volatility

Volatility by Period

	SGLC	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.05%	13.85%	+0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	13.85%	+2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	13.85%	+2.25%

SGLC vs. GXLC - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

SGLC vs. GXLC - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.21%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%
SGLC SGI U.S. Large Cap Core ETF	0.21%	0.23%	8.68%	1.49%

Frequently Asked Questions

Can I hold both SGLC and GXLC in my portfolio?

With a correlation of 0.91, SGLC 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, SGLC 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, SGLC or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.85% for SGLC.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.21% for SGLC.

What is the main difference between SGLC and GXLC?

They also come from different issuers: Summit Global Investments and Global X. Their fees differ too: 0.85% for SGLC and 0.02% for GXLC.