YALL vs. GXLC

Last updated Jun 24, 2026

YALL (God Bless America ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. YALL is actively managed, while GXLC is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. YALL charges 0.65%/yr vs 0.02%/yr for GXLC.

Performance

YALL vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) 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, YALL achieves a -3.05% return, which is significantly lower than GXLC's 8.31% return.

YALL

• 1D: -0.52%
• 1M: -3.97%
• YTD: -3.05%
• 6M: -4.79%
• 1Y: 3.12%
• 3Y*: 18.82%
• 5Y*: —
• 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)

YALL vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
YALL God Bless America ETF	-3.05%	-1.80%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between YALL and GXLC 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 Sep 24, 2025	0.84

Return for Risk

YALL vs. GXLC — Risk / Return Rank

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

YALL

YALL Risk / Return Rank: 12
YALL Sharpe Ratio Rank: 12
YALL Sortino Ratio Rank: 11
YALL Omega Ratio Rank: 11
YALL Calmar Ratio Rank: 12
YALL Martin Ratio Rank: 13

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.

YALL vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) 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.

	YALL	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.23	—	—
Sortino ratio: Return per unit of downside risk	0.41	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	0.33	—	—
Martin ratio: Return relative to average drawdown	0.90	—	—

Drawdowns

YALL vs. GXLC - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for YALL and GXLC.

Drawdown Indicators

	YALL	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-9.08%	-10.64%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.72%	—	—
Current Drawdown Current decline from peak	-7.39%	-3.05%	-4.34%
Average Drawdown Average peak-to-trough decline	-2.97%	-1.54%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	—	—

Volatility

Volatility by Period

	YALL	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.81%	13.85%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.46%	13.85%	+3.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.46%	13.85%	+3.61%

YALL vs. GXLC - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

YALL vs. GXLC - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.51%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%

Frequently Asked Questions

Can I hold both YALL and GXLC in my portfolio?

YALL and GXLC 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.

Which ETF is better, YALL 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, YALL or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.65% for YALL.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.51% for YALL.

What is the main difference between YALL and GXLC?

They also come from different issuers: Tidal ETFs and Global X. Their fees differ too: 0.65% for YALL and 0.02% for GXLC.