GLO vs. GLOF
Compare and contrast key facts about Clough Global Opportunities Fund (GLO) and iShares Global Equity Factor ETF (GLOF).
GLOF is a passively managed fund by iShares that tracks the performance of the STOXX Global Equity Factor Index. It was launched on Apr 28, 2005.
Performance
GLO vs. GLOF - Performance Comparison
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GLO vs. GLOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLO Clough Global Opportunities Fund | 1.12% | 23.76% | 21.83% | 4.69% | -44.50% | 6.31% | 32.98% | 28.24% | -15.41% | 34.87% |
GLOF iShares Global Equity Factor ETF | -1.25% | 23.92% | 17.49% | 22.38% | -16.97% | 18.68% | 10.00% | 23.21% | -13.70% | 29.86% |
Returns By Period
In the year-to-date period, GLO achieves a 1.12% return, which is significantly higher than GLOF's -1.25% return. Over the past 10 years, GLO has underperformed GLOF with an annualized return of 6.50%, while GLOF has yielded a comparatively higher 10.98% annualized return.
GLO
- 1D
- 3.34%
- 1M
- -6.91%
- YTD
- 1.12%
- 6M
- 3.12%
- 1Y
- 27.28%
- 3Y*
- 17.12%
- 5Y*
- -3.83%
- 10Y*
- 6.50%
GLOF
- 1D
- 2.86%
- 1M
- -5.68%
- YTD
- -1.25%
- 6M
- 1.91%
- 1Y
- 23.93%
- 3Y*
- 18.44%
- 5Y*
- 9.66%
- 10Y*
- 10.98%
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Return for Risk
GLO vs. GLOF — Risk / Return Rank
GLO
GLOF
GLO vs. GLOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clough Global Opportunities Fund (GLO) and iShares Global Equity Factor ETF (GLOF). 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.
| GLO | GLOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.41 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.06 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.10 | +0.48 |
Martin ratioReturn relative to average drawdown | 10.08 | 9.99 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLO | GLOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.41 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.62 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.64 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.53 | -0.34 |
Correlation
The correlation between GLO and GLOF 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.
Dividends
GLO vs. GLOF - Dividend Comparison
GLO's dividend yield for the trailing twelve months is around 10.99%, more than GLOF's 1.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLO Clough Global Opportunities Fund | 10.99% | 10.62% | 11.25% | 12.33% | 22.32% | 12.26% | 9.69% | 11.12% | 14.48% | 10.11% | 12.63% | 11.49% |
GLOF iShares Global Equity Factor ETF | 1.72% | 1.70% | 2.59% | 2.51% | 2.53% | 1.90% | 1.73% | 2.41% | 2.03% | 1.94% | 1.94% | 0.92% |
Drawdowns
GLO vs. GLOF - Drawdown Comparison
The maximum GLO drawdown since its inception was -60.53%, which is greater than GLOF's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for GLO and GLOF.
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Drawdown Indicators
| GLO | GLOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.53% | -34.12% | -26.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -11.32% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -58.59% | -25.15% | -33.44% |
Max Drawdown (10Y)Largest decline over 10 years | -58.59% | -34.12% | -24.47% |
Current DrawdownCurrent decline from peak | -26.62% | -6.45% | -20.17% |
Average DrawdownAverage peak-to-trough decline | -17.09% | -6.20% | -10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.38% | +0.27% |
Volatility
GLO vs. GLOF - Volatility Comparison
Clough Global Opportunities Fund (GLO) has a higher volatility of 6.81% compared to iShares Global Equity Factor ETF (GLOF) at 6.12%. This indicates that GLO's price experiences larger fluctuations and is considered to be riskier than GLOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLO | GLOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 6.12% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 9.81% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 17.01% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 15.63% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 17.12% | +4.14% |