TDIV vs. GXPT
TDIV (First Trust NASDAQ Technology Dividend Index Fund) and GXPT (Global X PureCap MSCI Information Technology ETF) are both Technology Equities funds - TDIV tracks the NASDAQ Technology Dividend Index while GXPT tracks the MSCI USA Information Technology PureCap Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. TDIV charges 0.50%/yr vs 0.15%/yr for GXPT.
Performance
TDIV vs. GXPT - Performance Comparison
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Returns By Period
In the year-to-date period, TDIV achieves a 19.03% return, which is significantly higher than GXPT's 16.86% return.
TDIV
- 1D
- -2.33%
- 1M
- -0.89%
- YTD
- 19.03%
- 6M
- 18.00%
- 1Y
- 33.98%
- 3Y*
- 28.59%
- 5Y*
- 17.24%
- 10Y*
- 18.56%
GXPT
- 1D
- -3.44%
- 1M
- -0.96%
- YTD
- 16.86%
- 6M
- 15.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDIV vs. GXPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TDIV First Trust NASDAQ Technology Dividend Index Fund | 19.03% | 6.29% |
GXPT Global X PureCap MSCI Information Technology ETF | 16.86% | 11.47% |
Correlation
The correlation between TDIV and GXPT is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.83 |
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Return for Risk
TDIV vs. GXPT — Risk / Return Rank
TDIV
GXPT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TDIV vs. GXPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) 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.
| TDIV | GXPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | — | — |
| Martin ratioReturn relative to average drawdown | 8.56 | — | — |
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Drawdowns
TDIV vs. GXPT - Drawdown Comparison
The maximum TDIV drawdown since its inception was -31.97%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for TDIV and GXPT.
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Drawdown Indicators
| TDIV | GXPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.97% | -18.74% | -13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.97% | — | — |
Current DrawdownCurrent decline from peak | -10.47% | -8.72% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -5.04% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | — | — |
Volatility
TDIV vs. GXPT - Volatility Comparison
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Volatility by Period
| TDIV | GXPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 22.91% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 22.91% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 22.91% | -1.95% |
TDIV vs. GXPT - Expense Ratio Comparison
TDIV has a 0.50% expense ratio, which is higher than GXPT's 0.15% expense ratio.
Dividends
TDIV vs. GXPT - Dividend Comparison
TDIV's dividend yield for the trailing twelve months is around 1.22%, more than GXPT's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPT Global X PureCap MSCI Information Technology ETF | 0.12% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDIV First Trust NASDAQ Technology Dividend Index Fund | 1.22% | 1.40% | 1.59% | 1.74% | 2.51% | 1.76% | 2.07% | 2.27% | 2.97% | 2.27% | 2.45% | 2.52% |
Frequently Asked Questions
TDIV and GXPT have a correlation of 0.83, 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 0.50% for TDIV.
TDIV has the higher dividend yield at 1.22%, compared with 0.12% for GXPT.
TDIV tracks NASDAQ Technology Dividend Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.50% for TDIV and 0.15% for GXPT.
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