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GFI vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFI vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Fields Limited (GFI) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFI achieves a -10.57% return, which is significantly lower than EWP's 5.49% return. Over the past 10 years, GFI has outperformed EWP with an annualized return of 27.88%, while EWP has yielded a comparatively lower 10.99% annualized return.


GFI

1D
-1.61%
1M
-9.21%
YTD
-10.57%
6M
-4.40%
1Y
58.92%
3Y*
38.59%
5Y*
31.37%
10Y*
27.88%

EWP

1D
-1.06%
1M
3.64%
YTD
5.49%
6M
10.02%
1Y
34.73%
3Y*
30.89%
5Y*
17.03%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFI vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFI
Gold Fields Limited
-10.57%240.42%-6.27%44.90%-2.61%23.33%43.02%89.47%-16.75%45.29%
EWP
iShares MSCI Spain ETF
5.49%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Correlation

The correlation between GFI and EWP is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.22

The correlation between GFI and EWP shifts across timeframes, from 0.17 (10 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GFI vs. EWP — Risk / Return Rank

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

GFI
GFI Risk / Return Rank: 6969
Overall Rank
GFI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GFI Sortino Ratio Rank: 6666
Sortino Ratio Rank
GFI Omega Ratio Rank: 6666
Omega Ratio Rank
GFI Calmar Ratio Rank: 7070
Calmar Ratio Rank
GFI Martin Ratio Rank: 7070
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 5555
Overall Rank
EWP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 5151
Sortino Ratio Rank
EWP Omega Ratio Rank: 5151
Omega Ratio Rank
EWP Calmar Ratio Rank: 6161
Calmar Ratio Rank
EWP Martin Ratio Rank: 6060
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.

GFI vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and iShares MSCI Spain ETF (EWP). 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.


GFIEWPDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.62

3.07

-1.44

Martin ratioReturn relative to average drawdown

3.90

10.91

-7.01

GFI vs. EWP - Sharpe Ratio Comparison

The current GFI Sharpe Ratio is 1.01, which is lower than the EWP Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of GFI and EWP, 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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Sharpe Ratios by Period


GFIEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.87

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.85

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.50

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.31

-0.18

Drawdowns

GFI vs. EWP - Drawdown Comparison

The maximum GFI drawdown since its inception was -88.05%, which is greater than EWP's maximum drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for GFI and EWP.


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Drawdown Indicators


GFIEWPDifference

Max Drawdown

Largest peak-to-trough decline

-88.05%

-61.19%

-26.86%

Max Drawdown (1Y)

Largest decline over 1 year

-36.52%

-11.38%

-25.14%

Max Drawdown (3Y)

Largest decline over 3 years

-36.52%

-12.19%

-24.33%

Max Drawdown (5Y)

Largest decline over 5 years

-56.22%

-33.91%

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-63.09%

-46.36%

-16.73%

Current Drawdown

Current decline from peak

-36.52%

-2.60%

-33.92%

Average Drawdown

Average peak-to-trough decline

-44.27%

-21.43%

-22.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.14%

3.19%

+11.95%

Volatility

GFI vs. EWP - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 17.66% compared to iShares MSCI Spain ETF (EWP) at 6.12%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFIEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.66%

6.12%

+11.54%

Volatility (6M)

Calculated over the trailing 6-month period

45.36%

15.64%

+29.72%

Volatility (1Y)

Calculated over the trailing 1-year period

58.92%

18.76%

+40.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.17%

20.24%

+31.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.85%

22.23%

+32.62%

Dividends

GFI vs. EWP - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 4.85%, more than EWP's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
EWP
iShares MSCI Spain ETF
2.15%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
GFI
Gold Fields Limited
4.85%1.77%2.94%2.87%3.40%3.24%1.72%0.81%1.61%1.41%1.35%0.60%

Frequently Asked Questions


GFI and EWP have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFI has higher volatility (17.66%) compared to EWP (6.12%). In terms of maximum drawdown, GFI dropped -88.05% vs EWP's -61.19%.

EWP currently has the higher Sharpe Ratio (1.87 vs 1.01), 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 GFI and EWP

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