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TILT vs. GXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TILT vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with TILT having a 10.78% return and GXLC slightly lower at 10.27%.


TILT

1D
1.04%
1M
1.79%
YTD
10.78%
6M
10.56%
1Y
28.43%
3Y*
19.58%
5Y*
12.22%
10Y*
14.00%

GXLC

1D
1.19%
1M
1.13%
YTD
10.27%
6M
10.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TILT vs. GXLC - Yearly Performance Comparison


Correlation

The correlation between TILT and GXLC is 0.96 - 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

0.96

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Return for Risk

TILT vs. GXLC — Risk / Return Rank

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

TILT
TILT Risk / Return Rank: 7373
Overall Rank
TILT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TILT Sortino Ratio Rank: 7373
Sortino Ratio Rank
TILT Omega Ratio Rank: 7272
Omega Ratio Rank
TILT Calmar Ratio Rank: 6969
Calmar Ratio Rank
TILT Martin Ratio Rank: 7878
Martin Ratio Rank

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.

TILT vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) 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.


TILTGXLCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.34

Martin ratioReturn relative to average drawdown

14.41

TILT vs. GXLC - Sharpe Ratio Comparison


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Drawdowns

TILT vs. GXLC - Drawdown Comparison

The maximum TILT drawdown since its inception was -38.46%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for TILT and GXLC.


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Drawdown Indicators


TILTGXLCDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-9.08%

-29.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

Current Drawdown

Current decline from peak

-0.72%

-1.29%

+0.57%

Average Drawdown

Average peak-to-trough decline

-4.22%

-1.53%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

TILT vs. GXLC - Volatility Comparison


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Volatility by Period


TILTGXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

13.82%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

13.82%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

13.82%

+4.96%

TILT vs. GXLC - Expense Ratio Comparison

TILT has a 0.25% 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

TILT vs. GXLC - Dividend Comparison

TILT's dividend yield for the trailing twelve months is around 1.35%, more than GXLC's 0.63% yield.


PositionTTM20252024202320222021202020192018201720162015
GXLC
Global X U.S. 500 ETF
0.63%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
1.08%1.15%1.23%1.44%1.60%1.16%1.49%1.54%1.97%1.55%1.60%1.98%

Frequently Asked Questions


With a correlation of 0.96, TILT 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 0.25% for TILT.

TILT has the higher dividend yield at 1.08%, compared with 0.63% for GXLC.

TILT tracks Morningstar US Market Factor Tilt Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: FlexShares and Global X. Their fees differ too: 0.25% for TILT and 0.02% for GXLC.

Portfolio Optimizer

Find the right allocation for TILT and GXLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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