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GLDY vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDY vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Gold Enhanced Options Income ETF (GLDY) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDY achieves a -7.57% return, which is significantly lower than IYW's 22.66% return.


GLDY

1D
10.92%
1M
-7.14%
YTD
-7.57%
6M
-7.59%
1Y
5.56%
3Y*
5Y*
10Y*

IYW

1D
0.61%
1M
2.53%
YTD
22.66%
6M
23.40%
1Y
50.17%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDY vs. IYW - Yearly Performance Comparison


Correlation

The correlation between GLDY and IYW is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2025

0.08

The correlation between GLDY and IYW shifts across timeframes, from 0.08 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLDY vs. IYW — Risk / Return Rank

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

GLDY
GLDY Risk / Return Rank: 1414
Overall Rank
GLDY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GLDY Sortino Ratio Rank: 1313
Sortino Ratio Rank
GLDY Omega Ratio Rank: 1515
Omega Ratio Rank
GLDY Calmar Ratio Rank: 1313
Calmar Ratio Rank
GLDY Martin Ratio Rank: 1515
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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.

GLDY vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Gold Enhanced Options Income ETF (GLDY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLDYIYWDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

1.08

1.38

-0.29

Calmar ratioReturn relative to maximum drawdown

0.25

2.70

-2.46

Martin ratioReturn relative to average drawdown

1.01

8.68

-7.67

GLDY vs. IYW - Sharpe Ratio Comparison

The current GLDY Sharpe Ratio is 0.26, which is lower than the IYW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of GLDY and IYW, 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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Drawdowns

GLDY vs. IYW - Drawdown Comparison

The maximum GLDY drawdown since its inception was -25.90%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for GLDY and IYW.


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Drawdown Indicators


GLDYIYWDifference

Max Drawdown

Largest peak-to-trough decline

-25.90%

-81.90%

+56.00%

Max Drawdown (1Y)

Largest decline over 1 year

-25.90%

-17.81%

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

Current Drawdown

Current decline from peak

-17.80%

-5.81%

-11.99%

Average Drawdown

Average peak-to-trough decline

-4.22%

-34.62%

+30.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

5.54%

+0.83%

Volatility

GLDY vs. IYW - Volatility Comparison

Defiance Gold Enhanced Options Income ETF (GLDY) has a higher volatility of 14.74% compared to iShares U.S. Technology ETF (IYW) at 9.41%. This indicates that GLDY'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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Volatility by Period


GLDYIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.74%

9.41%

+5.33%

Volatility (6M)

Calculated over the trailing 6-month period

23.06%

17.67%

+5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.44%

21.47%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

26.07%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

25.20%

-1.87%

GLDY vs. IYW - Expense Ratio Comparison

GLDY has a 0.99% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

GLDY vs. IYW - Dividend Comparison

GLDY's dividend yield for the trailing twelve months is around 50.86%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDY
Defiance Gold Enhanced Options Income ETF
50.86%37.38%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
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


GLDY and IYW have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDY has higher volatility (14.74%) compared to IYW (9.41%). In terms of maximum drawdown, GLDY dropped -25.90% vs IYW's -81.90%.

On 1-year performance, IYW leads with 50.17% vs 5.56% for GLDY. On fees, IYW is cheaper at 0.38% per year. On volatility, IYW has been the lower-risk option at 9.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYW has performed better with a 50.17% return vs 5.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYW is cheaper with a 0.38% expense ratio, compared with 0.99% for GLDY.

GLDY has the higher dividend yield at 50.86%, compared with 0.11% for IYW.

GLDY is categorized as Derivative Income, while IYW is Technology Equities. They also come from different issuers: Defiance and iShares. Their fees differ too: 0.99% for GLDY and 0.38% for IYW.

IYW currently has the higher Sharpe Ratio (2.24 vs 0.26), 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.

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