VSLU vs. GXLC

Last updated Jun 24, 2026

VSLU (Applied Finance Valuation Large Cap US ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. VSLU is actively managed, while GXLC is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. VSLU charges 0.49%/yr vs 0.02%/yr for GXLC.

Performance

VSLU vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance Valuation Large Cap US ETF (VSLU) 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, VSLU achieves a 2.77% return, which is significantly lower than GXLC's 8.31% return.

VSLU

• 1D: -0.45%
• 1M: -2.51%
• YTD: 2.77%
• 6M: 3.11%
• 1Y: 21.37%
• 3Y*: 19.85%
• 5Y*: 13.08%
• 10Y*: —

GXLC

• 1D: -1.32%
• 1M: -1.12%
• YTD: 8.31%
• 6M: 7.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VSLU vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
VSLU Applied Finance Valuation Large Cap US ETF	2.77%	4.33%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between VSLU 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

VSLU vs. GXLC — Risk / Return Rank

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

VSLU

VSLU Risk / Return Rank: 53
VSLU Sharpe Ratio Rank: 53
VSLU Sortino Ratio Rank: 52
VSLU Omega Ratio Rank: 51
VSLU Calmar Ratio Rank: 51
VSLU Martin Ratio Rank: 60

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.

VSLU vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) 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.

	VSLU	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.69	—	—
Sortino ratio: Return per unit of downside risk	2.34	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.34	—	—
Martin ratio: Return relative to average drawdown	9.97	—	—

Drawdowns

VSLU vs. GXLC - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for VSLU and GXLC.

Drawdown Indicators

	VSLU	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-23.86%	-9.08%	-14.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.86%	—	—
Current Drawdown Current decline from peak	-4.09%	-3.05%	-1.04%
Average Drawdown Average peak-to-trough decline	-4.86%	-1.54%	-3.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	—	—

Volatility

Volatility by Period

	VSLU	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	13.85%	-1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	13.85%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	13.85%	+2.27%

VSLU vs. GXLC - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

VSLU vs. GXLC - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.45%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%	0.00%
VSLU Applied Finance Valuation Large Cap US ETF	0.45%	0.46%	0.60%	0.60%	0.99%	0.57%

Frequently Asked Questions

Can I hold both VSLU and GXLC in my portfolio?

VSLU and GXLC have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VSLU 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, VSLU or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.49% for VSLU.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.45% for VSLU.

What is the main difference between VSLU and GXLC?

They also come from different issuers: Applied Finance and Global X. Their fees differ too: 0.49% for VSLU and 0.02% for GXLC.