ZIG vs. GXLC

Last updated Jun 25, 2026

ZIG (Acquirers Fund) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - ZIG tracks the Acquirer's Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. At a 0.46 correlation, their price movements are largely independent. ZIG charges 1.85%/yr vs 0.02%/yr for GXLC.

Performance

ZIG vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acquirers Fund (ZIG) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ZIG having a 7.73% return and GXLC slightly higher at 7.95%.

ZIG

• 1D: 0.83%
• 1M: -1.03%
• YTD: 7.73%
• 6M: 6.09%
• 1Y: 13.49%
• 3Y*: 12.73%
• 5Y*: 9.46%
• 10Y*: —

GXLC

• 1D: -0.33%
• 1M: -1.44%
• YTD: 7.95%
• 6M: 6.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ZIG vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
ZIG Acquirers Fund	7.73%	-2.61%
GXLC Global X U.S. 500 ETF	7.95%	3.22%

Correlation

The correlation between ZIG and GXLC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.46

Return for Risk

ZIG vs. GXLC — Risk / Return Rank

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

ZIG

ZIG Risk / Return Rank: 24
ZIG Sharpe Ratio Rank: 23
ZIG Sortino Ratio Rank: 25
ZIG Omega Ratio Rank: 22
ZIG Calmar Ratio Rank: 24
ZIG Martin Ratio Rank: 26

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.

ZIG vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acquirers Fund (ZIG) 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.

	ZIG	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.75	—	—
Sortino ratio: Return per unit of downside risk	1.30	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	1.09	—	—
Martin ratio: Return relative to average drawdown	3.25	—	—

Drawdowns

ZIG vs. GXLC - Drawdown Comparison

The maximum ZIG drawdown since its inception was -37.14%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for ZIG and GXLC.

Drawdown Indicators

	ZIG	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-37.14%	-9.08%	-28.06%
Max Drawdown (1Y) Largest decline over 1 year	-12.38%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-29.75%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.75%	—	—
Current Drawdown Current decline from peak	-6.45%	-3.37%	-3.08%
Average Drawdown Average peak-to-trough decline	-9.71%	-1.55%	-8.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	—	—

Volatility

Volatility by Period

	ZIG	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	13.82%	+4.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	13.82%	+6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.08%	13.82%	+8.26%

ZIG vs. GXLC - Expense Ratio Comparison

ZIG has a 1.85% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

ZIG vs. GXLC - Dividend Comparison

ZIG's dividend yield for the trailing twelve months is around 1.77%, more than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%
ZIG Acquirers Fund	1.77%	1.91%	1.96%	1.07%	1.26%	0.18%	0.18%

Frequently Asked Questions

Can I hold both ZIG and GXLC in my portfolio?

ZIG and GXLC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ZIG 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, ZIG or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 1.85% for ZIG.

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

ZIG has the higher dividend yield at 1.77%, compared with 0.65% for GXLC.

What is the main difference between ZIG and GXLC?

ZIG tracks Acquirer's Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Acquirers Funds and Global X. Their fees differ too: 1.85% for ZIG and 0.02% for GXLC.