GLOF vs. FEGE
Compare and contrast key facts about iShares Global Equity Factor ETF (GLOF) and First Eagle Global Equity ETF (FEGE).
GLOF and FEGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FEGE is an actively managed fund by First Eagle. It was launched on Dec 19, 2024.
Performance
GLOF vs. FEGE - Performance Comparison
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GLOF vs. FEGE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GLOF iShares Global Equity Factor ETF | -1.25% | 23.92% | -0.46% |
FEGE First Eagle Global Equity ETF | 2.11% | 34.19% | -1.12% |
Returns By Period
In the year-to-date period, GLOF achieves a -1.25% return, which is significantly lower than FEGE's 2.11% return.
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%
FEGE
- 1D
- 2.20%
- 1M
- -8.68%
- YTD
- 2.11%
- 6M
- 7.62%
- 1Y
- 26.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GLOF vs. FEGE - Expense Ratio Comparison
GLOF has a 0.20% expense ratio, which is lower than FEGE's 0.50% expense ratio.
Return for Risk
GLOF vs. FEGE — Risk / Return Rank
GLOF
FEGE
GLOF vs. FEGE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) and First Eagle Global Equity ETF (FEGE). 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.
| GLOF | FEGE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 1.71 | -0.30 |
Sortino ratioReturn per unit of downside risk | 2.06 | 2.32 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.45 | -0.35 |
Martin ratioReturn relative to average drawdown | 9.99 | 9.66 | +0.34 |
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
| GLOF | FEGE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.71 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.84 | -1.31 |
Correlation
The correlation between GLOF and FEGE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GLOF vs. FEGE - Dividend Comparison
GLOF's dividend yield for the trailing twelve months is around 1.72%, more than FEGE's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FEGE First Eagle Global Equity ETF | 1.25% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GLOF vs. FEGE - Drawdown Comparison
The maximum GLOF drawdown since its inception was -34.12%, which is greater than FEGE's maximum drawdown of -11.13%. Use the drawdown chart below to compare losses from any high point for GLOF and FEGE.
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Drawdown Indicators
| GLOF | FEGE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -11.13% | -22.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -10.96% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | — | — |
Current DrawdownCurrent decline from peak | -6.45% | -8.68% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -1.35% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.78% | -0.40% |
Volatility
GLOF vs. FEGE - Volatility Comparison
iShares Global Equity Factor ETF (GLOF) and First Eagle Global Equity ETF (FEGE) have volatilities of 6.12% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLOF | FEGE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 6.01% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 9.88% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 15.65% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 14.88% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 14.88% | +2.24% |