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TSPA vs. GXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSPA vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price US Equity Research ETF (TSPA) 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

In the year-to-date period, TSPA achieves a 10.89% return, which is significantly higher than GXLC's 10.27% return.


TSPA

1D
1.22%
1M
1.28%
YTD
10.89%
6M
11.12%
1Y
27.26%
3Y*
21.74%
5Y*
14.65%
10Y*

GXLC

1D
1.19%
1M
1.38%
YTD
10.27%
6M
10.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSPA vs. GXLC - Yearly Performance Comparison


2026 (YTD)2025
TSPA
T. Rowe Price US Equity Research ETF
10.89%3.06%
GXLC
Global X U.S. 500 ETF
10.27%3.22%

Correlation

The correlation between TSPA and GXLC is 0.99 - 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

0.99

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Return for Risk

TSPA vs. GXLC — Risk / Return Rank

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

TSPA
TSPA Risk / Return Rank: 6868
Overall Rank
TSPA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TSPA Sortino Ratio Rank: 6666
Sortino Ratio Rank
TSPA Omega Ratio Rank: 6969
Omega Ratio Rank
TSPA Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSPA Martin Ratio Rank: 7474
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.

TSPA vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Equity Research ETF (TSPA) 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.


TSPAGXLCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.96

Martin ratioReturn relative to average drawdown

13.40

TSPA vs. GXLC - Sharpe Ratio Comparison


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Drawdowns

TSPA vs. GXLC - Drawdown Comparison

The maximum TSPA drawdown since its inception was -24.72%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for TSPA and GXLC.


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Drawdown Indicators


TSPAGXLCDifference

Max Drawdown

Largest peak-to-trough decline

-24.72%

-9.08%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

Current Drawdown

Current decline from peak

-1.04%

-1.29%

+0.25%

Average Drawdown

Average peak-to-trough decline

-5.46%

-1.53%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

Volatility

TSPA vs. GXLC - Volatility Comparison


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Volatility by Period


TSPAGXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

13.82%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

13.82%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

13.82%

+3.22%

TSPA vs. GXLC - Expense Ratio Comparison

TSPA has a 0.34% expense ratio, which is higher than GXLC's 0.02% expense ratio.


Dividends

TSPA vs. GXLC - Dividend Comparison

TSPA's dividend yield for the trailing twelve months is around 0.56%, less than GXLC's 0.63% yield.


PositionTTM20252024202320222021
GXLC
Global X U.S. 500 ETF
0.63%0.30%0.00%0.00%0.00%0.00%
TSPA
T. Rowe Price US Equity Research ETF
0.56%0.62%0.50%0.41%1.16%0.43%

Frequently Asked Questions


With a correlation of 0.99, TSPA 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 0.34% for TSPA.

GXLC has the higher dividend yield at 0.63%, compared with 0.56% for TSPA.

They also come from different issuers: T. Rowe Price and Global X. Their fees differ too: 0.34% for TSPA and 0.02% for GXLC.

Portfolio Optimizer

Find the right allocation for TSPA 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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