TILT vs. GXLC
TILT (FlexShares Morningstar US Market Factor Tilt Index Fund) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - TILT tracks the Morningstar US Market Factor Tilt Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. With a 0.96 correlation, they move nearly in lockstep. TILT charges 0.25%/yr vs 0.02%/yr for GXLC.
Performance
TILT vs. GXLC - Performance Comparison
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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*
- —
TILT vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | 10.78% | 3.21% |
GXLC Global X U.S. 500 ETF | 10.27% | 3.22% |
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
TILT
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| TILT | GXLC | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| TILT | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.72% | -1.29% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -1.53% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | — | — |
Volatility
TILT vs. GXLC - Volatility Comparison
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Volatility by Period
| TILT | GXLC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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