STXF vs. GXLC

Last updated Jun 13, 2026

STXF (Strive 500 ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - STXF tracks the Bloomberg US Large Cap Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. With a 0.98 correlation, they move nearly in lockstep. STXF charges 0.05%/yr vs 0.02%/yr for GXLC.

Performance

STXF vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with STXF having a 8.95% return and GXLC slightly higher at 9.00%.

STXF

• 1D: 0.50%
• 1M: 0.11%
• YTD: 8.95%
• 6M: 9.14%
• 1Y: 24.01%
• 3Y*: 21.18%
• 5Y*: —
• 10Y*: —

GXLC

• 1D: 0.44%
• 1M: 0.02%
• YTD: 9.00%
• 6M: 9.41%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STXF vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
STXF Strive 500 ETF	8.95%	2.95%
GXLC Global X U.S. 500 ETF	9.00%	3.22%

Correlation

The correlation between STXF and GXLC is 0.98 - 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	0.98

Return for Risk

STXF vs. GXLC — Risk / Return Rank

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

STXF

STXF Risk / Return Rank: 62
STXF Sharpe Ratio Rank: 63
STXF Sortino Ratio Rank: 62
STXF Omega Ratio Rank: 61
STXF Calmar Ratio Rank: 58
STXF Martin Ratio Rank: 69

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.

STXF vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) 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.

	STXF	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.87	—	—
Sortino ratio: Return per unit of downside risk	2.59	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.60	—	—
Martin ratio: Return relative to average drawdown	11.44	—	—

Drawdowns

STXF vs. GXLC - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for STXF and GXLC.

Drawdown Indicators

	STXF	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-9.08%	-9.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	—	—
Current Drawdown Current decline from peak	-2.48%	-2.43%	-0.05%
Average Drawdown Average peak-to-trough decline	-2.30%	-1.53%	-0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	—	—

Volatility

Volatility by Period

	STXF	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	13.67%	-0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	13.67%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	13.67%	+2.48%

STXF vs. GXLC - Expense Ratio Comparison

STXF has a 0.05% 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

STXF vs. GXLC - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, more than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023	2022
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%
STXF Strive 500 ETF	1.04%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both STXF and GXLC in my portfolio?

With a correlation of 0.98, STXF 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, STXF 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, STXF or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.05% for STXF.

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

STXF has the higher dividend yield at 1.04%, compared with 0.64% for GXLC.

What is the main difference between STXF and GXLC?

STXF tracks Bloomberg US Large Cap Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Strive and Global X. Their fees differ too: 0.05% for STXF and 0.02% for GXLC.