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WSGE vs. GXTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSGE vs. GXTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warren Street Global Equity ETF (WSGE) and Global X Thematic Growth ETF (GXTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSGE achieves a 11.68% return, which is significantly higher than GXTG's 9.50% return.


WSGE

1D
-0.72%
1M
-0.63%
6M
11.68%
YTD
11.68%
1Y
3Y*
5Y*
10Y*

GXTG

1D
-1.98%
1M
-13.92%
6M
9.50%
YTD
9.50%
1Y
3.51%
3Y*
0.81%
5Y*
-11.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSGE vs. GXTG - Yearly Performance Comparison


2026 (YTD)2025
WSGE
Warren Street Global Equity ETF
11.68%0.11%
GXTG
Global X Thematic Growth ETF
9.50%-4.89%

Correlation

The correlation between WSGE and GXTG is 0.84, 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 Dec 9, 2025

0.84

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Return for Risk

WSGE vs. GXTG — Risk / Return Rank

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

WSGE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GXTG
GXTG Risk / Return Rank: 1111
Overall Rank
GXTG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GXTG Sortino Ratio Rank: 1111
Sortino Ratio Rank
GXTG Omega Ratio Rank: 1111
Omega Ratio Rank
GXTG Calmar Ratio Rank: 1111
Calmar Ratio Rank
GXTG Martin Ratio Rank: 1111
Martin Ratio Rank
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.

WSGE vs. GXTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Global X Thematic Growth ETF (GXTG). 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.


WSGEGXTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.14

Martin ratioReturn relative to average drawdown

0.32

WSGE vs. GXTG - Sharpe Ratio Comparison


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Drawdowns

WSGE vs. GXTG - Drawdown Comparison

The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum GXTG drawdown of -67.81%. Use the drawdown chart below to compare losses from any high point for WSGE and GXTG.


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Drawdown Indicators


WSGEGXTGDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-67.81%

+58.56%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

Current Drawdown

Current decline from peak

-1.09%

-56.72%

+55.63%

Average Drawdown

Average peak-to-trough decline

-1.63%

-43.20%

+41.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.82%

Volatility

WSGE vs. GXTG - Volatility Comparison


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Volatility by Period


WSGEGXTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.69%

Volatility (6M)

Calculated over the trailing 6-month period

22.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

28.58%

-12.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

28.22%

-12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

29.86%

-14.19%

WSGE vs. GXTG - Expense Ratio Comparison

WSGE has a 0.80% expense ratio, which is higher than GXTG's 0.50% expense ratio.


Dividends

WSGE vs. GXTG - Dividend Comparison

WSGE's dividend yield for the trailing twelve months is around 0.24%, less than GXTG's 1.37% yield.


PositionTTM2025202420232022202120202019
GXTG
Global X Thematic Growth ETF
1.37%1.40%1.08%1.99%1.48%1.56%0.48%0.31%
WSGE
Warren Street Global Equity ETF
0.24%0.27%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WSGE and GXTG have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXTG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXTG is cheaper with a 0.50% expense ratio, compared with 0.80% for WSGE.

GXTG has the higher dividend yield at 1.37%, compared with 0.24% for WSGE.

They also come from different issuers: Warren Street and Global X. Their fees differ too: 0.80% for WSGE and 0.50% for GXTG.

Portfolio Optimizer

Find the right allocation for WSGE and GXTG

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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