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GFS vs. IYW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GFS and IYW is 0.62, 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.

GFS vs. IYW

Last updated Jun 1, 2025

Compare and contrast key facts about GLOBALFOUNDRIES Inc. (GFS) and iShares U.S. Technology ETF (IYW).

IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFS or IYW.

Performance

GFS vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GLOBALFOUNDRIES Inc. (GFS) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GFS:

-0.54

IYW:

0.48

Sortino Ratio

GFS:

-0.65

IYW:

0.71

Omega Ratio

GFS:

0.93

IYW:

1.10

Calmar Ratio

GFS:

-0.46

IYW:

0.41

Martin Ratio

GFS:

-0.99

IYW:

1.29

Ulcer Index

GFS:

28.67%

IYW:

8.42%

Daily Std Dev

GFS:

50.68%

IYW:

30.22%

Max Drawdown

GFS:

-61.53%

IYW:

-81.89%

Current Drawdown

GFS:

-54.65%

IYW:

-5.07%

Returns By Period

In the year-to-date period, GFS achieves a -16.57% return, which is significantly lower than IYW's -0.75% return.

GFS

YTD

-16.57%

1M

1.76%

6M

-17.23%

1Y

-26.94%

3Y*

-15.67%

5Y*

N/A

10Y*

N/A

IYW

YTD

-0.75%

1M

8.56%

6M

-0.59%

1Y

14.40%

3Y*

21.93%

5Y*

20.70%

10Y*

19.98%

*Annualized

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GLOBALFOUNDRIES Inc.

iShares U.S. Technology ETF

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

Risk-Adjusted Performance

GFS vs. IYW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GFS
The Risk-Adjusted Performance Rank of GFS is 2121
Overall Rank
The Sharpe Ratio Rank of GFS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GFS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GFS is 2020
Omega Ratio Rank
The Calmar Ratio Rank of GFS is 2121
Calmar Ratio Rank
The Martin Ratio Rank of GFS is 2626
Martin Ratio Rank
IYW
The Risk-Adjusted Performance Rank of IYW is 4040
Overall Rank
The Sharpe Ratio Rank of IYW is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IYW is 3838
Sortino Ratio Rank
The Omega Ratio Rank of IYW is 3838
Omega Ratio Rank
The Calmar Ratio Rank of IYW is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IYW is 3939
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.

GFS vs. IYW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and iShares U.S. Technology ETF (IYW). 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 GFS Sharpe Ratio is -0.54, which is lower than the IYW Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GFS and IYW, 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

GFS vs. IYW - Dividend Comparison

GFS has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.21%.

TTM20242023202220212020201920182017201620152014
GFS
GLOBALFOUNDRIES Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF		0.21%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%

Drawdowns

GFS vs. IYW - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for GFS and IYW.

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

Volatility

GFS vs. IYW - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 11.01% compared to iShares U.S. Technology ETF (IYW) at 6.60%. This indicates that GFS's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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