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. With a 0.99 correlation, they move nearly in lockstep. SPTM charges 0.03%/yr vs 0.02%/yr for GXLC.
Performance
SPTM vs. GXLC - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPTM having a 8.72% return and GXLC slightly lower at 8.31%.
SPTM
- 1D
- -1.32%
- 1M
- -1.02%
- YTD
- 8.72%
- 6M
- 7.68%
- 1Y
- 23.97%
- 3Y*
- 20.38%
- 5Y*
- 12.72%
- 10Y*
- 15.36%
GXLC
- 1D
- -1.32%
- 1M
- -1.12%
- YTD
- 8.31%
- 6M
- 7.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPTM vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 8.72% | 3.01% |
GXLC Global X U.S. 500 ETF | 8.31% | 3.22% |
Correlation
The correlation between SPTM and GXLC is 0.99 - 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 | 0.99 |
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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 | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | — | — |
| Martin ratioReturn relative to average drawdown | 12.49 | — | — |
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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 | -2.80% | -3.05% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -1.54% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
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 | 4.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 13.85% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 13.85% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 13.85% | +4.19% |
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 1.08%, more than GXLC's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.08% | 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 1.08%, compared with 0.65% 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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