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GLOF vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GLOF vs. FIXT

Last updated Jun 4, 2026

GLOF (iShares Global Equity Factor ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds - GLOF tracks the STOXX Global Equity Factor Index while FIXT tracks the VettaFi Natural Disaster Response and Mitigation Index. Both are passively managed. At a 0.38 correlation, their price movements are largely independent. GLOF charges 0.20%/yr vs 0.75%/yr for FIXT.

Performance

GLOF vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Equity Factor ETF (GLOF) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLOF achieves a 13.19% return, which is significantly higher than FIXT's 0.23% return.

GLOF

1D
-0.77%
1M
5.15%
YTD
13.19%
6M
14.18%
1Y
30.42%
3Y*
22.67%
5Y*
11.56%
10Y*
12.29%

FIXT

1D
-0.24%
1M
0.27%
YTD
0.23%
6M
0.07%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLOF vs. FIXT - Yearly Performance Comparison

2026 (YTD)2025
GLOF
iShares Global Equity Factor ETF		13.19%13.46%
FIXT
Procure Disaster Recovery Strategy ETF		0.23%4.58%

Correlation

The correlation between GLOF and FIXT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.38

GLOF vs. FIXT - Sectors Allocation Comparison

Sectors
GLOF
FIXT

Technology

28.8%

-

Financial Services

16.7%

-

Consumer Cyclical

10.7%

-

Industrials

9.3%

-

Communication Services

8.7%

-

Healthcare

8.2%
100.0%

Consumer Defensive

5.7%

-

Energy

4.4%

-

Basic Materials

3.3%

-

Utilities

3.1%

-

Real Estate

1.1%

-

Technology

GLOF
28.8%
FIXT

-

Financial Services

GLOF
16.7%
FIXT

-

Consumer Cyclical

GLOF
10.7%
FIXT

-

Industrials

GLOF
9.3%
FIXT

-

Communication Services

GLOF
8.7%
FIXT

-

Healthcare

GLOF
8.2%
FIXT
100.0%

Consumer Defensive

GLOF
5.7%
FIXT

-

Energy

GLOF
4.4%
FIXT

-

Basic Materials

GLOF
3.3%
FIXT

-

Utilities

GLOF
3.1%
FIXT

-

Real Estate

GLOF
1.1%
FIXT

-

Compare stocks, funds, or ETFs

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iShares Global Equity Factor ETF

Procure Disaster Recovery Strategy ETF

Often compared with GLOF:
GLOF vs. VTGLOF vs. DYNFGLOF vs. IDMOGLOF vs. STLGGLOF vs. RODMGLOF vs. QWLDGLOF vs. VOO
Often compared with FIXT:
FIXT vs. AIRRFIXT vs. WBIFFIXT vs. VTFIXT vs. KLMTFIXT vs. WBIGFIXT vs. AVGVFIXT vs. FLXR

Return for Risk

GLOF vs. FIXT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GLOF
GLOF Risk / Return Rank: 7373
Overall Rank
GLOF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GLOF Sortino Ratio Rank: 7575
Sortino Ratio Rank
GLOF Omega Ratio Rank: 7171
Omega Ratio Rank
GLOF Calmar Ratio Rank: 6767
Calmar Ratio Rank
GLOF Martin Ratio Rank: 7777
Martin Ratio Rank
FIXT
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.

GLOF vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) and Procure Disaster Recovery Strategy ETF (FIXT). 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.

GLOFFIXTDifference
Sharpe ratioReturn per unit of total volatility
2.43

—

—

Sortino ratioReturn per unit of downside risk
3.41

—

—

Omega ratioGain probability vs. loss probability

1.43

—

—

Calmar ratioReturn relative to maximum drawdown

3.38

—

—

Martin ratioReturn relative to average drawdown

15.08

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLOF vs. FIXT - Sharpe Ratio Comparison

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Sharpe Ratios by Period

GLOFFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.34

-0.74

Drawdowns

GLOF vs. FIXT - Drawdown Comparison

The maximum GLOF drawdown since its inception was -34.12%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for GLOF and FIXT.

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Drawdown Indicators

GLOFFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-3.02%

-31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

—

—

Current Drawdown

Current decline from peak

-0.77%

-1.88%

+1.11%

Average Drawdown

Average peak-to-trough decline

-6.12%

-0.71%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

—

—

Volatility

GLOF vs. FIXT - Volatility Comparison

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Volatility by Period

GLOFFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

3.77%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

3.77%

+11.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

3.77%

+13.40%

GLOF vs. FIXT - Expense Ratio Comparison

GLOF has a 0.20% expense ratio, which is lower than FIXT's 0.75% expense ratio.

Dividends

GLOF vs. FIXT - Dividend Comparison

GLOF's dividend yield for the trailing twelve months is around 1.50%, less than FIXT's 5.55% yield.

PositionTTM20252024202320222021202020192018201720162015
FIXT
Procure Disaster Recovery Strategy ETF		5.55%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLOF
iShares Global Equity Factor ETF		1.50%1.70%2.59%2.51%2.53%1.90%1.73%2.41%2.03%1.94%1.94%0.92%

Frequently Asked Questions

GLOF and FIXT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLOF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLOF is cheaper with a 0.20% expense ratio, compared with 0.75% for FIXT.

FIXT has the higher dividend yield at 5.55%, compared with 1.50% for GLOF.

GLOF tracks STOXX Global Equity Factor Index, while FIXT tracks VettaFi Natural Disaster Response and Mitigation Index. They also come from different issuers: iShares and Procure. Their fees differ too: 0.20% for GLOF and 0.75% for FIXT.

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