WCAP vs. GXLC
WCAP (WarCap Unconstrained Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. WCAP is actively managed, while GXLC is passively managed. Their correlation of 0.82 means they have usually moved in the same direction. WCAP charges 1.00%/yr vs 0.02%/yr for GXLC.
Performance
WCAP vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, WCAP achieves a -10.09% return, which is significantly lower than GXLC's 7.35% return.
WCAP
- 1D
- -1.71%
- 1M
- -6.43%
- 6M
- -8.96%
- YTD
- -10.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GXLC
- 1D
- -1.54%
- 1M
- -1.80%
- 6M
- 5.33%
- YTD
- 7.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.20K | $20.33K | $17.65K | |
| $192.07K | $142.51K | $80.15K |
WCAP vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WCAP WarCap Unconstrained Equity ETF | -10.09% | -2.60% |
GXLC Global X U.S. 500 ETF | 7.35% | 3.22% |
Correlation
The correlation between WCAP and GXLC is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.82 |
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Return for Risk
WCAP vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WarCap Unconstrained Equity ETF (WCAP) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
WCAP vs. GXLC - Drawdown Comparison
The maximum WCAP drawdown since its inception was -15.90%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for WCAP and GXLC.
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Drawdown Indicators
| WCAP | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.90% | -9.08% | -6.82% |
Current DrawdownCurrent decline from peak | -13.15% | -3.91% | -9.24% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -1.58% | -5.61% |
Volatility
WCAP vs. GXLC - Volatility Comparison
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Volatility by Period
| WCAP | GXLC | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 13.52% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 13.52% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 13.52% | +2.48% |
WCAP vs. GXLC - Expense Ratio Comparison
WCAP has a 1.00% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
WCAP vs. GXLC - Dividend Comparison
WCAP's dividend yield for the trailing twelve months is around 0.04%, less than GXLC's 0.65% yield.
| Position | TTM | 2025 |
|---|---|---|
GXLC Global X U.S. 500 ETF | 0.65% | 0.30% |
WCAP WarCap Unconstrained Equity ETF | 0.04% | 0.04% |
Frequently Asked Questions
WCAP and GXLC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 1.00% for WCAP.
GXLC has the higher dividend yield at 0.65%, compared with 0.04% for WCAP.
They also come from different issuers: WarCap and Global X. Their fees differ too: 1.00% for WCAP and 0.02% for GXLC.
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