WZRD vs. GXLC

Last updated Aug 1, 2026

WZRD (Opportunistic Trader ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. WZRD is actively managed, while GXLC is passively managed. Their -0.02 correlation means they have often moved in opposite directions in the past. WZRD charges 1.07%/yr vs 0.02%/yr for GXLC.

Performance

WZRD vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opportunistic Trader ETF (WZRD) 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, WZRD achieves a -95.64% return, which is significantly lower than GXLC's 10.06% return.

WZRD

• 1D: -24.11%
• 1M: -66.67%
• 6M: -94.79%
• YTD: -95.64%
• 1Y: -96.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -95.20%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GXLC Global X U.S. 500 ETF	$27.98K	$20.23K	$17.31K
WZRD Opportunistic Trader ETF	$53.22K	$31.27K	$34.05K

WZRD vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
WZRD Opportunistic Trader ETF	-95.64%	-6.50%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between WZRD and GXLC is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	-0.02

Return for Risk

WZRD vs. GXLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WZRD

WZRD Risk / Return Rank: 0
WZRD Sharpe Ratio Rank: 2
WZRD Sortino Ratio Rank: 0
WZRD Omega Ratio Rank: 0
WZRD Calmar Ratio Rank: 0
WZRD Martin Ratio Rank: 0

GXLC

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	-1.00	—	—
Sortino ratio: Return per unit of downside risk	-3.21	—	—
Omega ratio: Gain probability vs. loss probability	0.54	—	—
Calmar ratio: Return relative to maximum drawdown	-1.00	—	—
Martin ratio: Return relative to average drawdown	-2.09	—	—

Drawdowns

WZRD vs. GXLC - Drawdown Comparison

The maximum WZRD drawdown since its inception was -96.46%, 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.

Drawdown Indicators

	WZRD	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-96.46%	-9.08%	-87.38%
Max Drawdown (1Y) Largest decline over 1 year	-96.46%	—	—
Current Drawdown Current decline from peak	-96.46%	-1.48%	-94.98%
Average Drawdown Average peak-to-trough decline	-33.13%	-1.58%	-31.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.06%	—	—

Volatility

Volatility by Period

	WZRD	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	70.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	99.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	96.72%	13.60%	+83.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.69%	13.60%	+79.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.69%	13.60%	+79.09%

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 29.54%, more than GXLC's 0.64% yield.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.64%	0.30%
WZRD Opportunistic Trader ETF	29.54%	1.29%

Frequently Asked Questions

Can I hold both WZRD and GXLC in my portfolio?

WZRD and GXLC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WZRD 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, WZRD or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 1.07% for WZRD.

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

WZRD has the higher dividend yield at 29.54%, compared with 0.64% for GXLC.

What is the main difference between WZRD and GXLC?

They also come from different issuers: Tuttle and Global X. Their fees differ too: 1.07% for WZRD and 0.02% for GXLC.