YOKE vs. GXLC

Last updated Jun 6, 2026

YOKE (Yoke Core ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. YOKE is actively managed, while GXLC is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. YOKE charges 0.30%/yr vs 0.02%/yr for GXLC.

Performance

YOKE vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yoke Core ETF (YOKE) 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, YOKE achieves a 15.00% return, which is significantly higher than GXLC's 8.50% return.

YOKE

• 1D: -2.62%
• 1M: 0.79%
• YTD: 15.00%
• 6M: 14.85%
• 1Y: 23.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -2.61%
• 1M: 0.60%
• YTD: 8.50%
• 6M: 8.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YOKE vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
YOKE Yoke Core ETF	15.00%	-0.42%
GXLC Global X U.S. 500 ETF	8.50%	3.22%

Correlation

The correlation between YOKE and GXLC is 0.87, 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 25, 2025	0.87

Return for Risk

YOKE vs. GXLC — Risk / Return Rank

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

YOKE

YOKE Risk / Return Rank: 62
YOKE Sharpe Ratio Rank: 59
YOKE Sortino Ratio Rank: 62
YOKE Omega Ratio Rank: 58
YOKE Calmar Ratio Rank: 62
YOKE Martin Ratio Rank: 71

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.

YOKE vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) 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.

	YOKE	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.84	—	—
Sortino ratio: Return per unit of downside risk	2.66	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.85	—	—
Martin ratio: Return relative to average drawdown	12.40	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YOKE	GXLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	1.30	-0.12

Drawdowns

YOKE vs. GXLC - Drawdown Comparison

The maximum YOKE drawdown since its inception was -14.35%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for YOKE and GXLC.

Drawdown Indicators

	YOKE	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-14.35%	-9.08%	-5.27%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	—	—
Current Drawdown Current decline from peak	-2.62%	-2.88%	+0.26%
Average Drawdown Average peak-to-trough decline	-1.79%	-1.50%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	—	—

Volatility

Volatility by Period

	YOKE	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	13.63%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.10%	13.63%	+3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.10%	13.63%	+3.47%

YOKE vs. GXLC - Expense Ratio Comparison

YOKE has a 0.30% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

YOKE vs. GXLC - Dividend Comparison

YOKE's dividend yield for the trailing twelve months is around 0.81%, more than GXLC's 0.64% yield.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.64%	0.30%
YOKE Yoke Core ETF	0.81%	0.76%

Frequently Asked Questions

Can I hold both YOKE and GXLC in my portfolio?

YOKE and GXLC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YOKE 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, YOKE or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.30% for YOKE.

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

YOKE has the higher dividend yield at 0.81%, compared with 0.64% for GXLC.

What is the main difference between YOKE and GXLC?

They also come from different issuers: Yoke and Global X. Their fees differ too: 0.30% for YOKE and 0.02% for GXLC.