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ELQD vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ELQD and GABF is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ELQD vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced Investment Grade Corporate Bond ETF (ELQD) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ELQD:

0.78

GABF:

1.03

Sortino Ratio

ELQD:

1.11

GABF:

1.43

Omega Ratio

ELQD:

1.14

GABF:

1.22

Calmar Ratio

ELQD:

0.41

GABF:

1.13

Martin Ratio

ELQD:

1.94

GABF:

3.82

Ulcer Index

ELQD:

2.91%

GABF:

6.18%

Daily Std Dev

ELQD:

7.34%

GABF:

24.25%

Max Drawdown

ELQD:

-23.89%

GABF:

-20.86%

Current Drawdown

ELQD:

-8.22%

GABF:

-6.74%

Returns By Period

In the year-to-date period, ELQD achieves a 2.31% return, which is significantly higher than GABF's -0.67% return.


ELQD

YTD

2.31%

1M

0.38%

6M

-0.33%

1Y

5.04%

3Y*

2.08%

5Y*

N/A

10Y*

N/A

GABF

YTD

-0.67%

1M

5.33%

6M

-6.60%

1Y

23.94%

3Y*

23.00%

5Y*

N/A

10Y*

N/A

*Annualized

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ELQD vs. GABF - Expense Ratio Comparison

ELQD has a 0.18% expense ratio, which is higher than GABF's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ELQD vs. GABF — Risk-Adjusted Performance Rank

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

ELQD
The Risk-Adjusted Performance Rank of ELQD is 5656
Overall Rank
The Sharpe Ratio Rank of ELQD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ELQD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ELQD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ELQD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ELQD is 5151
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 7979
Overall Rank
The Sharpe Ratio Rank of GABF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELQD vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Investment Grade Corporate Bond ETF (ELQD) and Gabelli Financial Services Opportunities ETF (GABF). 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.


The current ELQD Sharpe Ratio is 0.78, which is comparable to the GABF Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ELQD and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ELQD vs. GABF - Dividend Comparison

ELQD's dividend yield for the trailing twelve months is around 4.23%, which matches GABF's 4.22% yield.


TTM2024202320222021
ELQD
iShares ESG Advanced Investment Grade Corporate Bond ETF
4.23%4.21%3.66%3.05%0.29%
GABF
Gabelli Financial Services Opportunities ETF
4.22%4.19%4.95%1.31%0.00%

Drawdowns

ELQD vs. GABF - Drawdown Comparison

The maximum ELQD drawdown since its inception was -23.89%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for ELQD and GABF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ELQD vs. GABF - Volatility Comparison

The current volatility for iShares ESG Advanced Investment Grade Corporate Bond ETF (ELQD) is 2.02%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.30%. This indicates that ELQD experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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