WZRD vs. GXLC
WZRD (Opportunistic Trader ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. At a correlation of -0.01, they often move in opposite directions. WZRD charges 1.07%/yr vs 0.02%/yr for GXLC.
Performance
WZRD vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, WZRD achieves a -89.20% return, which is significantly lower than GXLC's 11.30% return.
WZRD
- 1D
- -6.30%
- 1M
- -58.43%
- 6M
- -88.82%
- YTD
- -89.20%
- 1Y
- -90.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GXLC
- 1D
- 0.44%
- 1M
- 2.11%
- 6M
- 9.40%
- YTD
- 11.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WZRD vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WZRD Opportunistic Trader ETF | -89.20% | -6.50% |
GXLC Global X U.S. 500 ETF | 11.30% | 3.22% |
Correlation
The correlation between WZRD and GXLC is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | -0.01 |
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Return for Risk
WZRD vs. GXLC — Risk / Return Rank
WZRD
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WZRD vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Opportunistic Trader ETF (WZRD) 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.
| WZRD | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.55 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | — | — |
| Martin ratioReturn relative to average drawdown | -2.24 | — | — |
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Drawdowns
WZRD vs. GXLC - Drawdown Comparison
The maximum WZRD drawdown since its inception was -91.23%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for WZRD and GXLC.
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Drawdown Indicators
| WZRD | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.23% | -9.08% | -82.15% |
Max Drawdown (1Y)Largest decline over 1 year | -91.23% | — | — |
Current DrawdownCurrent decline from peak | -91.23% | -0.37% | -90.86% |
Average DrawdownAverage peak-to-trough decline | -29.79% | -1.56% | -28.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.28% | — | — |
Volatility
WZRD vs. GXLC - Volatility Comparison
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Volatility by Period
| WZRD | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 55.27% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 71.03% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 71.62% | 13.61% | +58.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.67% | 13.61% | +57.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.67% | 13.61% | +57.06% |
WZRD vs. GXLC - Expense Ratio Comparison
WZRD has a 1.07% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
WZRD vs. GXLC - Dividend Comparison
WZRD's dividend yield for the trailing twelve months is around 11.92%, more than GXLC's 0.63% yield.
| Position | TTM | 2025 |
|---|---|---|
GXLC Global X U.S. 500 ETF | 0.63% | 0.30% |
WZRD Opportunistic Trader ETF | 11.92% | 1.29% |
Frequently Asked Questions
WZRD and GXLC have a correlation of -0.01, 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 1.07% for WZRD.
WZRD has the higher dividend yield at 11.92%, compared with 0.63% for GXLC.
They also come from different issuers: Opportunistic Trader and Global X. Their fees differ too: 1.07% for WZRD and 0.02% for GXLC.
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