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GABF vs. IYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GABF vs. IYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and iShares U.S. Financial Services ETF (IYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GABF achieves a -4.42% return, which is significantly lower than IYG's -0.54% return.


GABF

1D
-0.39%
1M
0.90%
YTD
-4.42%
6M
-5.68%
1Y
-1.50%
3Y*
21.50%
5Y*
10Y*

IYG

1D
0.08%
1M
4.46%
YTD
-0.54%
6M
-1.92%
1Y
11.95%
3Y*
23.13%
5Y*
9.83%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GABF vs. IYG - Yearly Performance Comparison


2026 (YTD)2025202420232022
GABF
Gabelli Financial Services Opportunities ETF
-4.42%3.60%44.38%38.92%-0.04%
IYG
iShares U.S. Financial Services ETF
-0.54%19.85%31.94%16.07%1.60%

Correlation

The correlation between GABF and IYG is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.91

The correlation between GABF and IYG has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

GABF vs. IYG - Sectors Allocation Comparison


Sectors
GABF
IYG

Financial Services

85.6%
100.0%

Technology

5.2%

-

Industrials

4.9%

-

Real Estate

4.3%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Utilities

-

-

Financial Services

GABF
85.6%
IYG
100.0%

Technology

GABF
5.2%
IYG

-

Industrials

GABF
4.9%
IYG

-

Real Estate

GABF
4.3%
IYG

-

Basic Materials

GABF

-

IYG

-

Communication Services

GABF

-

IYG

-

Consumer Cyclical

GABF

-

IYG

-

Consumer Defensive

GABF

-

IYG

-

Energy

GABF

-

IYG

-

Healthcare

GABF

-

IYG

-

Utilities

GABF

-

IYG

-

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Return for Risk

GABF vs. IYG — Risk / Return Rank

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

GABF
GABF Risk / Return Rank: 88
Overall Rank
GABF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GABF Sortino Ratio Rank: 77
Sortino Ratio Rank
GABF Omega Ratio Rank: 77
Omega Ratio Rank
GABF Calmar Ratio Rank: 88
Calmar Ratio Rank
GABF Martin Ratio Rank: 88
Martin Ratio Rank

IYG
IYG Risk / Return Rank: 2020
Overall Rank
IYG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IYG Sortino Ratio Rank: 2121
Sortino Ratio Rank
IYG Omega Ratio Rank: 2121
Omega Ratio Rank
IYG Calmar Ratio Rank: 1818
Calmar Ratio Rank
IYG Martin Ratio Rank: 1818
Martin Ratio Rank
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.

GABF vs. IYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and iShares U.S. Financial Services ETF (IYG). 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.


GABFIYGDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.00

1.14

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.09

0.75

-0.84

Martin ratioReturn relative to average drawdown

-0.20

1.92

-2.12

GABF vs. IYG - Sharpe Ratio Comparison

The current GABF Sharpe Ratio is -0.09, which is lower than the IYG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GABF and IYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GABF vs. IYG - Drawdown Comparison

The maximum GABF drawdown since its inception was -20.86%, smaller than the maximum IYG drawdown of -81.84%. Use the drawdown chart below to compare losses from any high point for GABF and IYG.


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Drawdown Indicators


GABFIYGDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-81.84%

+60.98%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-15.90%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-18.54%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-9.12%

-4.01%

-5.11%

Average Drawdown

Average peak-to-trough decline

-4.90%

-20.71%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

6.23%

+1.32%

Volatility

GABF vs. IYG - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) and iShares U.S. Financial Services ETF (IYG) have volatilities of 4.38% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABFIYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.40%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

12.15%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

15.61%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

20.42%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

23.45%

-2.97%

GABF vs. IYG - Expense Ratio Comparison

GABF has a 0.10% expense ratio, which is lower than IYG's 0.42% expense ratio.


Dividends

GABF vs. IYG - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 2.05%, more than IYG's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
GABF
Gabelli Financial Services Opportunities ETF
2.05%1.96%4.19%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYG
iShares U.S. Financial Services ETF
1.08%1.00%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%

Frequently Asked Questions


GABF and IYG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYG has higher volatility (4.40%) compared to GABF (4.38%). In terms of maximum drawdown, GABF dropped -20.86% vs IYG's -81.84%.

On 3-year performance, IYG leads with 23.13% vs 21.50% for GABF. On fees, GABF is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IYG has performed better with a 23.13% return vs 21.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GABF is cheaper with a 0.10% expense ratio, compared with 0.42% for IYG.

GABF has the higher dividend yield at 2.05%, compared with 1.08% for IYG.

They also come from different issuers: Gabelli and iShares. Their fees differ too: 0.10% for GABF and 0.42% for IYG.

IYG currently has the higher Sharpe Ratio (0.77 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GABF and IYG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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