GLDA.L vs. GFI
Compare and contrast key facts about Amundi Physical Gold ETC (C) (GLDA.L) and Gold Fields Limited (GFI).
GLDA.L is a passively managed fund by Amundi that tracks the performance of the Gold. It was launched on May 21, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLDA.L or GFI.
Performance
GLDA.L vs. GFI - Performance Comparison
Returns By Period
In the year-to-date period, GLDA.L achieves a 27.21% return, which is significantly higher than GFI's 3.26% return.
GLDA.L
27.21%
-0.88%
8.12%
29.37%
N/A
N/A
GFI
3.26%
-19.31%
-12.39%
15.66%
25.44%
15.14%
Key characteristics
| GLDA.L | GFI | |
|---|---|---|
| Sharpe Ratio | 0.87 | 0.31 |
| Sortino Ratio | 1.48 | 0.74 |
| Omega Ratio | 1.39 | 1.10 |
| Calmar Ratio | 1.50 | 0.55 |
| Martin Ratio | 4.05 | 1.09 |
| Ulcer Index | 7.57% | 14.05% |
| Daily Std Dev | 35.17% | 49.91% |
| Max Drawdown | -21.57% | -86.06% |
| Current Drawdown | -3.55% | -23.11% |
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Correlation
The correlation between GLDA.L and GFI is 0.48, 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.
Risk-Adjusted Performance
GLDA.L vs. GFI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.L) and Gold Fields Limited (GFI). 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
GLDA.L vs. GFI - Dividend Comparison
GLDA.L has not paid dividends to shareholders, while GFI's dividend yield for the trailing twelve months is around 2.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDA.L Amundi Physical Gold ETC (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GFI Gold Fields Limited | 2.67% | 2.86% | 3.40% | 3.24% | 1.73% | 0.80% | 1.62% | 1.77% | 1.69% | 0.72% | 0.86% | 2.66% |
Drawdowns
GLDA.L vs. GFI - Drawdown Comparison
The maximum GLDA.L drawdown since its inception was -21.57%, smaller than the maximum GFI drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for GLDA.L and GFI. For additional features, visit the drawdowns tool.
Volatility
GLDA.L vs. GFI - Volatility Comparison
The current volatility for Amundi Physical Gold ETC (C) (GLDA.L) is 5.39%, while Gold Fields Limited (GFI) has a volatility of 14.67%. This indicates that GLDA.L experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.