GPRF vs. IYE
GPRF (Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF) and IYE (iShares U.S. Energy ETF) are both exchange-traded funds - GPRF is a Preferred Stock fund tracking the FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while IYE is a Energy Equities fund tracking the Dow Jones U.S. Oil & Gas Index. Both are passively managed. Over the past year, GPRF returned 3.60% vs 37.19% for IYE. Their 0.03 correlation means their historical movements had little consistent relationship. GPRF charges 0.45%/yr vs 0.42%/yr for IYE.
Performance
GPRF vs. IYE - Performance Comparison
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Returns By Period
In the year-to-date period, GPRF achieves a 1.22% return, which is significantly lower than IYE's 29.45% return.
GPRF
- 1D
- -0.05%
- 1M
- -0.46%
- 6M
- 0.09%
- YTD
- 1.22%
- 1Y
- 3.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.92%
IYE
- 1D
- -2.15%
- 1M
- 7.48%
- 6M
- 10.21%
- YTD
- 29.45%
- 1Y
- 37.19%
- 3Y*
- 12.91%
- 5Y*
- 21.45%
- 10Y*
- 8.66%
- ALL TIME*
- 7.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $166.19K | $1.37M | $843.05K | |
| $47.63M | $49.12M | $74.11M |
GPRF vs. IYE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF | 1.22% | 6.17% | 2.49% |
IYE iShares U.S. Energy ETF | 29.45% | 7.33% | -5.70% |
Correlation
The correlation between GPRF and IYE is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024 | 0.03 |
The correlation between GPRF and IYE shifts across timeframes, from -0.23 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GPRF vs. IYE — Risk / Return Rank
GPRF
IYE
GPRF vs. IYE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and iShares U.S. Energy ETF (IYE). 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.
| GPRF | IYE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.57 | -1.71 |
| Martin ratioReturn relative to average drawdown | 3.86 | 6.77 | -2.91 |
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Drawdowns
GPRF vs. IYE - Drawdown Comparison
The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for GPRF and IYE.
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Drawdown Indicators
| GPRF | IYE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.36% | -73.74% | +69.38% |
Max Drawdown (1Y)Largest decline over 1 year | -4.20% | -14.54% | +10.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -68.59% | — |
Current DrawdownCurrent decline from peak | -0.89% | -7.52% | +6.63% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -19.29% | +18.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 5.51% | -4.57% |
Volatility
GPRF vs. IYE - Volatility Comparison
The current volatility for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) is 0.95%, while iShares U.S. Energy ETF (IYE) has a volatility of 6.02%. This indicates that GPRF experiences smaller price fluctuations and is considered to be less risky than IYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPRF | IYE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 6.02% | -5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.09% | 16.13% | -13.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.68% | 20.58% | -16.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.85% | 25.43% | -21.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.85% | 29.50% | -25.65% |
GPRF vs. IYE - Expense Ratio Comparison
GPRF has a 0.45% expense ratio, which is higher than IYE's 0.42% expense ratio.
Dividends
GPRF vs. IYE - Dividend Comparison
GPRF's dividend yield for the trailing twelve months is around 5.67%, more than IYE's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF | 5.67% | 5.38% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYE iShares U.S. Energy ETF | 2.20% | 2.85% | 2.75% | 2.99% | 3.37% | 2.98% | 4.75% | 6.60% | 3.16% | 2.66% | 2.11% | 3.39% |
Frequently Asked Questions
GPRF and IYE have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYE has higher volatility (6.02%) compared to GPRF (0.95%). In terms of maximum drawdown, GPRF dropped -4.36% vs IYE's -73.74%.
On 1-year performance, IYE leads with 37.19% vs 3.60% for GPRF. On fees, IYE is cheaper at 0.42% per year. On volatility, GPRF has been the lower-risk option at 0.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IYE has performed better with a 37.19% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IYE is cheaper with a 0.42% expense ratio, compared with 0.45% for GPRF.
GPRF has the higher dividend yield at 5.67%, compared with 2.20% for IYE.
GPRF is categorized as Preferred Stock, while IYE is Energy Equities. GPRF tracks FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while IYE tracks Dow Jones U.S. Oil & Gas Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.45% for GPRF and 0.42% for IYE.
IYE currently has the higher Sharpe Ratio (1.82 vs 0.98), 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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