SPTM vs. GXLC
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - SPTM tracks the S&P Composite 1500 Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their 0.99 correlation means they have historically moved very closely together. SPTM charges 0.03%/yr vs 0.02%/yr for GXLC.
Performance
SPTM vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, SPTM achieves a 10.61% return, which is significantly higher than GXLC's 10.06% return.
SPTM
- 1D
- 0.62%
- 1M
- 0.21%
- 6M
- 8.81%
- YTD
- 10.61%
- 1Y
- 21.87%
- 3Y*
- 18.90%
- 5Y*
- 12.48%
- 10Y*
- 14.86%
- ALL TIME*
- 8.78%
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 | |
| $40.04M | $39.69M | $45.49M |
SPTM vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 10.61% | 3.01% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between SPTM and GXLC is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.99 |
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Return for Risk
SPTM vs. GXLC — Risk / Return Rank
SPTM
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPTM vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) 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.
| SPTM | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | — | — |
| Martin ratioReturn relative to average drawdown | 10.07 | — | — |
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Drawdowns
SPTM vs. GXLC - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for SPTM and GXLC.
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Drawdown Indicators
| SPTM | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.80% | -9.08% | -45.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -1.11% | -1.48% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -1.58% | -7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | — | — |
Volatility
SPTM vs. GXLC - Volatility Comparison
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Volatility by Period
| SPTM | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 13.60% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 13.60% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 13.60% | +4.43% |
SPTM vs. GXLC - Expense Ratio Comparison
SPTM has a 0.03% expense ratio, which is higher than GXLC's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPTM vs. GXLC - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.06%, more than GXLC's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.06% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Frequently Asked Questions
With a correlation of 0.99, SPTM 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.
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 0.03% for SPTM.
SPTM has the higher dividend yield at 1.06%, compared with 0.64% for GXLC.
SPTM tracks S&P Composite 1500 Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.03% for SPTM and 0.02% for GXLC.
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