GLDW.L vs. GFI
Compare and contrast key facts about WisdomTree Core Physical Gold (GLDW.L) and Gold Fields Limited (GFI).
GLDW.L is a passively managed fund by WisdomTree that tracks the performance of the Gold. It was launched on Nov 30, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLDW.L or GFI.
Key characteristics
| GLDW.L | GFI | |
|---|---|---|
| YTD Return | 15.13% | 17.85% |
| 1Y Return | 15.87% | 9.24% |
| 3Y Return (Ann) | 12.60% | 18.37% |
| Sharpe Ratio | 1.42 | 0.22 |
| Daily Std Dev | 11.57% | 47.54% |
| Max Drawdown | -9.93% | -89.39% |
| Current Drawdown | -3.09% | -7.64% |
Correlation
The correlation between GLDW.L and GFI is 0.55, 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
GLDW.L vs. GFI - Performance Comparison
In the year-to-date period, GLDW.L achieves a 15.13% return, which is significantly lower than GFI's 17.85% 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
GLDW.L vs. GFI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (GLDW.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
GLDW.L vs. GFI - Dividend Comparison
GLDW.L has not paid dividends to shareholders, while GFI's dividend yield for the trailing twelve months is around 2.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDW.L WisdomTree Core Physical Gold | 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 | 2.34% | 2.85% | 3.29% | 3.30% | 1.68% | 0.82% | 1.57% | 1.78% | 1.58% | 0.70% | 0.85% | 2.55% |
Drawdowns
GLDW.L vs. GFI - Drawdown Comparison
The maximum GLDW.L drawdown since its inception was -9.93%, smaller than the maximum GFI drawdown of -89.39%. Use the drawdown chart below to compare losses from any high point for GLDW.L and GFI. For additional features, visit the drawdowns tool.
Volatility
GLDW.L vs. GFI - Volatility Comparison
The current volatility for WisdomTree Core Physical Gold (GLDW.L) is 4.74%, while Gold Fields Limited (GFI) has a volatility of 14.04%. This indicates that GLDW.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.