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SPRX vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRX vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spear Alpha ETF (SPRX) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPRX achieves a 42.47% return, which is significantly higher than GXPT's 16.86% return.


SPRX

1D
-6.30%
1M
3.69%
YTD
42.47%
6M
36.68%
1Y
97.27%
3Y*
44.95%
5Y*
10Y*

GXPT

1D
-3.44%
1M
-0.96%
YTD
16.86%
6M
15.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRX vs. GXPT - Yearly Performance Comparison


2026 (YTD)2025
SPRX
Spear Alpha ETF
42.47%24.94%
GXPT
Global X PureCap MSCI Information Technology ETF
16.86%11.47%

Correlation

The correlation between SPRX and GXPT is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.75

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Return for Risk

SPRX vs. GXPT — Risk / Return Rank

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

SPRX
SPRX Risk / Return Rank: 6565
Overall Rank
SPRX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPRX Omega Ratio Rank: 5454
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7070
Martin Ratio Rank

GXPT

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.

SPRX vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spear Alpha ETF (SPRX) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


SPRXGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

4.04

Martin ratioReturn relative to average drawdown

12.47

SPRX vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

SPRX vs. GXPT - Drawdown Comparison

The maximum SPRX drawdown since its inception was -51.21%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SPRX and GXPT.


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Drawdown Indicators


SPRXGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-51.21%

-18.74%

-32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-24.21%

Max Drawdown (3Y)

Largest decline over 3 years

-42.12%

Current Drawdown

Current decline from peak

-6.67%

-8.72%

+2.05%

Average Drawdown

Average peak-to-trough decline

-17.51%

-5.04%

-12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.82%

Volatility

SPRX vs. GXPT - Volatility Comparison


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Volatility by Period


SPRXGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.61%

Volatility (6M)

Calculated over the trailing 6-month period

38.30%

Volatility (1Y)

Calculated over the trailing 1-year period

46.83%

22.91%

+23.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.31%

22.91%

+19.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.31%

22.91%

+19.40%

SPRX vs. GXPT - Expense Ratio Comparison

SPRX has a 0.75% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

SPRX vs. GXPT - Dividend Comparison

SPRX has not paid dividends to shareholders, while GXPT's dividend yield for the trailing twelve months is around 0.12%.


PositionTTM20252024202320222021
GXPT
Global X PureCap MSCI Information Technology ETF
0.12%0.14%0.00%0.00%0.00%0.00%
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%

Frequently Asked Questions


SPRX and GXPT have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.75% for SPRX.

GXPT has the higher dividend yield at 0.12%, compared with 0.00% for SPRX.

They also come from different issuers: Spear and Global X. Their fees differ too: 0.75% for SPRX and 0.15% for GXPT.

Portfolio Optimizer

Find the right allocation for SPRX and GXPT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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