GFI vs. IAUF
Compare and contrast key facts about Gold Fields Limited (GFI) and iShares Gold Strategy ETF (IAUF).
IAUF is a passively managed fund by iShares that tracks the performance of the Bloomberg Composite Gold Index. It was launched on Jun 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFI or IAUF.
Key characteristics
| GFI | IAUF | |
|---|---|---|
| YTD Return | 25.50% | 12.83% |
| 1Y Return | 18.28% | 16.58% |
| 3Y Return (Ann) | 28.41% | 8.92% |
| 5Y Return (Ann) | 41.33% | 11.53% |
| Sharpe Ratio | 0.40 | 1.37 |
| Daily Std Dev | 47.51% | 12.12% |
| Max Drawdown | -89.39% | -23.35% |
| Current Drawdown | -1.65% | -2.34% |
Correlation
The correlation between GFI and IAUF is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GFI vs. IAUF - Performance Comparison
In the year-to-date period, GFI achieves a 25.50% return, which is significantly higher than IAUF's 12.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GFI vs. IAUF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and iShares Gold Strategy ETF (IAUF). 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.
Dividends
GFI vs. IAUF - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 2.20%, less than IAUF's 11.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 2.20% | 2.85% | 3.29% | 3.30% | 1.68% | 0.82% | 1.57% | 1.78% | 1.58% | 0.70% | 0.85% | 2.55% |
IAUF iShares Gold Strategy ETF | 11.69% | 13.18% | 0.88% | 0.00% | 7.61% | 10.04% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GFI vs. IAUF - Drawdown Comparison
The maximum GFI drawdown since its inception was -89.39%, which is greater than IAUF's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for GFI and IAUF. For additional features, visit the drawdowns tool.
Volatility
GFI vs. IAUF - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 12.42% compared to iShares Gold Strategy ETF (IAUF) at 4.93%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than IAUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.