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GLOF vs. NZAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLOF vs. NZAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Equity Factor ETF (GLOF) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). 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 10.82% return, which is significantly higher than NZAC's 6.02% return. Both investments have delivered pretty close results over the past 10 years, with GLOF having a 12.32% annualized return and NZAC not far behind at 12.17%.


GLOF

1D
-2.29%
1M
-0.01%
YTD
10.82%
6M
10.20%
1Y
26.49%
3Y*
21.52%
5Y*
11.36%
10Y*
12.32%

NZAC

1D
-1.70%
1M
-1.26%
YTD
6.02%
6M
5.37%
1Y
20.66%
3Y*
17.81%
5Y*
9.25%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLOF vs. NZAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLOF
iShares Global Equity Factor ETF
10.82%23.92%17.49%22.38%-16.97%18.68%10.00%23.21%-13.70%29.86%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
6.02%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%

Correlation

The correlation between GLOF and NZAC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.85

The correlation between GLOF and NZAC shifts across timeframes, from 0.85 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLOF vs. NZAC — Risk / Return Rank

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

GLOF
GLOF Risk / Return Rank: 6565
Overall Rank
GLOF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GLOF Sortino Ratio Rank: 6363
Sortino Ratio Rank
GLOF Omega Ratio Rank: 6262
Omega Ratio Rank
GLOF Calmar Ratio Rank: 6363
Calmar Ratio Rank
GLOF Martin Ratio Rank: 7272
Martin Ratio Rank

NZAC
NZAC Risk / Return Rank: 4747
Overall Rank
NZAC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 4646
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4545
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4444
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5454
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.

GLOF vs. NZAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). 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.


GLOFNZACDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

2.94

2.05

+0.89

Martin ratioReturn relative to average drawdown

12.72

8.63

+4.10

GLOF vs. NZAC - Sharpe Ratio Comparison

The current GLOF Sharpe Ratio is 1.99, which is higher than the NZAC Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of GLOF and NZAC, 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

GLOF vs. NZAC - Drawdown Comparison

The maximum GLOF drawdown since its inception was -34.12%, roughly equal to the maximum NZAC drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for GLOF and NZAC.


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Drawdown Indicators


GLOFNZACDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-33.72%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-10.10%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-16.19%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-28.31%

+3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-33.72%

-0.40%

Current Drawdown

Current decline from peak

-2.85%

-3.38%

+0.53%

Average Drawdown

Average peak-to-trough decline

-6.09%

-5.31%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.40%

-0.31%

Volatility

GLOF vs. NZAC - Volatility Comparison

iShares Global Equity Factor ETF (GLOF) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) have volatilities of 5.42% and 5.41%, 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


GLOFNZACDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.41%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

11.34%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

13.73%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

16.94%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

17.13%

-0.01%

GLOF vs. NZAC - Expense Ratio Comparison

GLOF has a 0.20% expense ratio, which is higher than NZAC's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GLOF vs. NZAC - Dividend Comparison

GLOF's dividend yield for the trailing twelve months is around 1.61%, less than NZAC's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
GLOF
iShares Global Equity Factor ETF
1.61%1.70%2.59%2.51%2.53%1.90%1.73%2.41%2.03%1.94%1.94%0.92%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.09%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%

Frequently Asked Questions


With a correlation of 0.96, GLOF and NZAC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GLOF has higher volatility (5.42%) compared to NZAC (5.41%). In terms of maximum drawdown, GLOF dropped -34.12% vs NZAC's -33.72%.

On 10-year performance, GLOF leads with 12.32% vs 12.17% for NZAC. On fees, NZAC is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLOF has performed better with a 12.32% return vs 12.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NZAC is cheaper with a 0.12% expense ratio, compared with 0.20% for GLOF.

NZAC has the higher dividend yield at 2.09%, compared with 1.61% for GLOF.

GLOF tracks STOXX Global Equity Factor Index, while NZAC tracks MSCI ACWI Climate Paris Aligned Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for GLOF and 0.12% for NZAC.

GLOF currently has the higher Sharpe Ratio (1.99 vs 1.52), 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.

Portfolio Optimizer

Find the right allocation for GLOF and NZAC

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