YALL vs. GXLC
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 0.83 means they have usually moved in the same direction. YALL charges 0.65%/yr vs 0.02%/yr for GXLC.
Performance
YALL vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, YALL achieves a -3.72% return, which is significantly lower than GXLC's 10.06% return.
YALL
- 1D
- -0.10%
- 1M
- -2.18%
- 6M
- -5.10%
- YTD
- -3.72%
- 1Y
- 0.47%
- 3Y*
- 15.42%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.69%
GXLC
- 1D
- 0.86%
- 1M
- 0.20%
- 6M
- 8.81%
- YTD
- 10.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.98K | $20.23K | $17.31K | |
| $426.58K | $379.61K | $374.40K |
YALL vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YALL God Bless America ETF | -3.72% | -1.80% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between YALL and GXLC is 0.83, 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 | 0.83 |
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Return for Risk
YALL vs. GXLC — Risk / Return Rank
YALL
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.01 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | — | — |
| Martin ratioReturn relative to average drawdown | -0.12 | — | — |
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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.
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Drawdown Indicators
| YALL | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.03% | -1.48% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -1.58% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | — | — |
Volatility
YALL vs. GXLC - Volatility Comparison
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Volatility by Period
| YALL | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 13.60% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 13.60% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 13.60% | +3.70% |
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 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 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
YALL and GXLC have a correlation of 0.83, 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 0.65% for YALL.
GXLC has the higher dividend yield at 0.64%, compared with 0.51% for YALL.
They also come from different issuers: Tidal and Global X. Their fees differ too: 0.65% for YALL and 0.02% for GXLC.
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