SHRY vs. GXLC

Last updated Jun 24, 2026

SHRY (First Trust Bloomberg Shareholder Yield ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - SHRY tracks the Bloomberg Shareholder Yield Index - Benchmark TR Gross while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. At a 0.44 correlation, their price movements are largely independent. SHRY charges 0.60%/yr vs 0.02%/yr for GXLC.

Performance

SHRY vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Shareholder Yield ETF (SHRY) 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, SHRY achieves a 1.35% return, which is significantly lower than GXLC's 8.31% return.

SHRY

• 1D: 0.17%
• 1M: -4.07%
• YTD: 1.35%
• 6M: 0.93%
• 1Y: 3.11%
• 3Y*: 12.30%
• 5Y*: 7.45%
• 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)

SHRY vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
SHRY First Trust Bloomberg Shareholder Yield ETF	1.35%	-0.71%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between SHRY and GXLC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.44

Return for Risk

SHRY vs. GXLC — Risk / Return Rank

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

SHRY

SHRY Risk / Return Rank: 13
SHRY Sharpe Ratio Rank: 13
SHRY Sortino Ratio Rank: 12
SHRY Omega Ratio Rank: 11
SHRY Calmar Ratio Rank: 14
SHRY Martin Ratio Rank: 14

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.

SHRY vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) 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.

	SHRY	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.29	—	—
Sortino ratio: Return per unit of downside risk	0.48	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.43	—	—
Martin ratio: Return relative to average drawdown	1.11	—	—

Drawdowns

SHRY vs. GXLC - Drawdown Comparison

The maximum SHRY drawdown since its inception was -36.67%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for SHRY and GXLC.

Drawdown Indicators

	SHRY	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-36.67%	-9.08%	-27.59%
Max Drawdown (1Y) Largest decline over 1 year	-7.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.94%	—	—
Current Drawdown Current decline from peak	-6.40%	-3.05%	-3.35%
Average Drawdown Average peak-to-trough decline	-5.03%	-1.54%	-3.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	—	—

Volatility

Volatility by Period

	SHRY	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.90%	13.85%	-2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	13.85%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.16%	13.85%	+4.31%

SHRY vs. GXLC - Expense Ratio Comparison

SHRY has a 0.60% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

SHRY vs. GXLC - Dividend Comparison

SHRY's dividend yield for the trailing twelve months is around 1.74%, 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%
SHRY First Trust Bloomberg Shareholder Yield ETF	1.74%	1.73%	1.76%	1.49%	1.52%	0.98%	1.65%	1.54%	1.89%	0.55%

Frequently Asked Questions

Can I hold both SHRY and GXLC in my portfolio?

SHRY and GXLC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SHRY 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, SHRY or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.60% for SHRY.

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

SHRY has the higher dividend yield at 1.74%, compared with 0.65% for GXLC.

What is the main difference between SHRY and GXLC?

SHRY tracks Bloomberg Shareholder Yield Index - Benchmark TR Gross, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.60% for SHRY and 0.02% for GXLC.