SUPP vs. GXLC
SUPP (TCW Transform Supply Chain ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. SUPP is actively managed, while GXLC is passively managed. Their correlation of 0.82 means they have usually moved in the same direction. SUPP charges 0.75%/yr vs 0.02%/yr for GXLC.
Performance
SUPP vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, SUPP achieves a 13.80% return, which is significantly higher than GXLC's 10.06% return.
SUPP
- 1D
- 1.94%
- 1M
- -5.19%
- 6M
- 9.41%
- YTD
- 13.80%
- 1Y
- 15.25%
- 3Y*
- 14.03%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.23%
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 | |
| $10.33K | $10.54K | $22.91K |
SUPP vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SUPP TCW Transform Supply Chain ETF | 13.80% | 0.03% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between SUPP and GXLC is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.82 |
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Return for Risk
SUPP vs. GXLC — Risk / Return Rank
SUPP
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SUPP vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Transform Supply Chain ETF (SUPP) 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.
| SUPP | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | — | — |
| Martin ratioReturn relative to average drawdown | 3.36 | — | — |
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Drawdowns
SUPP vs. GXLC - Drawdown Comparison
The maximum SUPP drawdown since its inception was -25.03%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for SUPP and GXLC.
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Drawdown Indicators
| SUPP | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -9.08% | -15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.60% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -25.03% | — | — |
Current DrawdownCurrent decline from peak | -10.30% | -1.48% | -8.82% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -1.58% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.10% | — | — |
Volatility
SUPP vs. GXLC - Volatility Comparison
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Volatility by Period
| SUPP | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 13.60% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 13.60% | +6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 13.60% | +6.63% |
SUPP vs. GXLC - Expense Ratio Comparison
SUPP has a 0.75% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
SUPP vs. GXLC - Dividend Comparison
SUPP's dividend yield for the trailing twelve months is around 0.31%, less than GXLC's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% | 0.00% | 0.00% |
SUPP TCW Transform Supply Chain ETF | 0.31% | 0.35% | 0.49% | 0.45% |
Frequently Asked Questions
SUPP and GXLC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.75% for SUPP.
GXLC has the higher dividend yield at 0.64%, compared with 0.31% for SUPP.
They also come from different issuers: TCW and Global X. Their fees differ too: 0.75% for SUPP and 0.02% for GXLC.
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