USSE vs. GXLC

Last updated Jun 23, 2026

USSE (Segall Bryant & Hamill Select Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. USSE is actively managed, while GXLC is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. USSE charges 0.65%/yr vs 0.02%/yr for GXLC.

Performance

USSE vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Select Equity ETF (USSE) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USSE achieves a 20.03% return, which is significantly higher than GXLC's 9.76% return.

USSE

• 1D: -0.38%
• 1M: 2.75%
• YTD: 20.03%
• 6M: 19.33%
• 1Y: 30.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -0.47%
• 1M: 0.20%
• YTD: 9.76%
• 6M: 9.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

USSE vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
USSE Segall Bryant & Hamill Select Equity ETF	20.03%	1.11%
GXLC Global X U.S. 500 ETF	9.76%	3.22%

Correlation

The correlation between USSE and GXLC is 0.90, 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 Sep 24, 2025	0.90

Return for Risk

USSE vs. GXLC — Risk / Return Rank

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

USSE

USSE Risk / Return Rank: 63
USSE Sharpe Ratio Rank: 61
USSE Sortino Ratio Rank: 59
USSE Omega Ratio Rank: 57
USSE Calmar Ratio Rank: 70
USSE Martin Ratio Rank: 66

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.

USSE vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Select Equity ETF (USSE) 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.

	USSE	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.97	—	—
Sortino ratio: Return per unit of downside risk	2.68	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.38	—	—
Martin ratio: Return relative to average drawdown	11.73	—	—

Drawdowns

USSE vs. GXLC - Drawdown Comparison

The maximum USSE drawdown since its inception was -22.36%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for USSE and GXLC.

Drawdown Indicators

	USSE	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-9.08%	-13.28%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	—	—
Current Drawdown Current decline from peak	-1.22%	-1.76%	+0.54%
Average Drawdown Average peak-to-trough decline	-3.59%	-1.53%	-2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	—	—

Volatility

Volatility by Period

	USSE	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	13.79%	+1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.51%	13.79%	+2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	13.79%	+2.72%

USSE vs. GXLC - Expense Ratio Comparison

USSE has a 0.65% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

USSE vs. GXLC - Dividend Comparison

USSE has not paid dividends to shareholders, while GXLC's dividend yield for the trailing twelve months is around 0.64%.

Position	TTM	2025	2024	2023
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%
USSE Segall Bryant & Hamill Select Equity ETF	0.00%	0.00%	0.11%	0.13%

Frequently Asked Questions

Can I hold both USSE and GXLC in my portfolio?

With a correlation of 0.90, USSE 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.

Which ETF is better, USSE or GXLC?

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.

Which ETF is cheaper, USSE or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.65% for USSE.

Which ETF pays a higher dividend yield, USSE or GXLC?

GXLC has the higher dividend yield at 0.64%, compared with 0.00% for USSE.

What is the main difference between USSE and GXLC?

They also come from different issuers: Segall Bryant & Hamill and Global X. Their fees differ too: 0.65% for USSE and 0.02% for GXLC.