VGT vs. GXPT
VGT (Vanguard Information Technology ETF) and GXPT (Global X PureCap MSCI Information Technology ETF) are both Technology Equities funds - VGT tracks the MSCI USA IMI Information Technology 25/50 Index while GXPT tracks the MSCI USA Information Technology PureCap Index. Both are passively managed. With a 0.97 correlation, they move nearly in lockstep. VGT charges 0.09%/yr vs 0.15%/yr for GXPT.
Performance
VGT vs. GXPT - Performance Comparison
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Returns By Period
In the year-to-date period, VGT achieves a 22.48% return, which is significantly higher than GXPT's 17.19% return.
VGT
- 1D
- -6.14%
- 1M
- 5.22%
- YTD
- 22.48%
- 6M
- 20.33%
- 1Y
- 49.26%
- 3Y*
- 30.47%
- 5Y*
- 20.48%
- 10Y*
- 24.81%
GXPT
- 1D
- -5.67%
- 1M
- 4.62%
- YTD
- 17.19%
- 6M
- 15.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGT vs. GXPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGT Vanguard Information Technology ETF | 22.48% | 10.25% |
GXPT Global X PureCap MSCI Information Technology ETF | 17.19% | 10.78% |
Correlation
The correlation between VGT and GXPT is 0.97 - 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 Jul 24, 2025 | 0.97 |
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Return for Risk
VGT vs. GXPT — Risk / Return Rank
VGT
GXPT
VGT vs. GXPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) 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.
| VGT | GXPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | — | — |
| Martin ratioReturn relative to average drawdown | 9.59 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGT | GXPT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.59 | -0.93 |
Drawdowns
VGT vs. GXPT - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for VGT and GXPT.
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Drawdown Indicators
| VGT | GXPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -18.74% | -35.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | — | — |
Current DrawdownCurrent decline from peak | -8.34% | -8.46% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -4.93% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | — | — |
Volatility
VGT vs. GXPT - Volatility Comparison
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Volatility by Period
| VGT | GXPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 22.09% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.31% | 22.09% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.68% | 22.09% | +2.59% |
VGT vs. GXPT - Expense Ratio Comparison
VGT has a 0.09% expense ratio, which is lower than GXPT's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGT vs. GXPT - Dividend Comparison
VGT's dividend yield for the trailing twelve months is around 0.33%, 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% |
VGT Vanguard Information Technology ETF | 0.33% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
With a correlation of 0.97, VGT and GXPT 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, VGT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGT is cheaper with a 0.09% expense ratio, compared with 0.15% for GXPT.
VGT has the higher dividend yield at 0.33%, compared with 0.12% for GXPT.
VGT tracks MSCI USA IMI Information Technology 25/50 Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.09% for VGT and 0.15% for GXPT.
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