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GPRF vs. SPFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPRF vs. SPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and Global X SuperIncome Preferred ETF (SPFF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPRF achieves a 1.29% return, which is significantly lower than SPFF's 4.37% return.


GPRF

1D
0.12%
1M
0.33%
YTD
1.29%
6M
1.49%
1Y
5.45%
3Y*
5Y*
10Y*

SPFF

1D
-0.84%
1M
0.81%
YTD
4.37%
6M
3.21%
1Y
15.54%
3Y*
8.72%
5Y*
1.64%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPRF vs. SPFF - Yearly Performance Comparison


Correlation

The correlation between GPRF and SPFF is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2024

0.58

The correlation between GPRF and SPFF shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GPRF vs. SPFF — Risk / Return Rank

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

GPRF
GPRF Risk / Return Rank: 4343
Overall Rank
GPRF Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 4545
Sortino Ratio Rank
GPRF Omega Ratio Rank: 5454
Omega Ratio Rank
GPRF Calmar Ratio Rank: 2828
Calmar Ratio Rank
GPRF Martin Ratio Rank: 4141
Martin Ratio Rank

SPFF
SPFF Risk / Return Rank: 4545
Overall Rank
SPFF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPFF Omega Ratio Rank: 4444
Omega Ratio Rank
SPFF Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPFF Martin Ratio Rank: 4141
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.

GPRF vs. SPFF - 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 Global X SuperIncome Preferred ETF (SPFF). 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.


GPRFSPFFDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

1.30

2.06

-0.76

Martin ratioReturn relative to average drawdown

6.08

6.19

-0.11

GPRF vs. SPFF - Sharpe Ratio Comparison

The current GPRF Sharpe Ratio is 1.47, which is comparable to the SPFF Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of GPRF and SPFF, 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

GPRF vs. SPFF - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum SPFF drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for GPRF and SPFF.


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Drawdown Indicators


GPRFSPFFDifference

Max Drawdown

Largest peak-to-trough decline

-4.36%

-35.92%

+31.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-7.58%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

Current Drawdown

Current decline from peak

-0.82%

-2.57%

+1.75%

Average Drawdown

Average peak-to-trough decline

-0.89%

-4.05%

+3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

2.52%

-1.62%

Volatility

GPRF vs. SPFF - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) is 0.67%, while Global X SuperIncome Preferred ETF (SPFF) has a volatility of 3.72%. This indicates that GPRF experiences smaller price fluctuations and is considered to be less risky than SPFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPRFSPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

3.72%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

7.74%

-4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

9.98%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.91%

11.02%

-7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.91%

13.53%

-9.62%

GPRF vs. SPFF - Expense Ratio Comparison

GPRF has a 0.45% expense ratio, which is lower than SPFF's 0.58% expense ratio.


Dividends

GPRF vs. SPFF - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.65%, less than SPFF's 6.49% yield.


PositionTTM20252024202320222021202020192018201720162015
GPRF
Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF
5.65%5.38%2.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPFF
Global X SuperIncome Preferred ETF
6.49%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Frequently Asked Questions


GPRF and SPFF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPFF has higher volatility (3.72%) compared to GPRF (0.67%). In terms of maximum drawdown, GPRF dropped -4.36% vs SPFF's -35.92%.

On 1-year performance, SPFF leads with 15.54% vs 5.45% for GPRF. On fees, GPRF is cheaper at 0.45% per year. On volatility, GPRF has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPFF has performed better with a 15.54% return vs 5.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GPRF is cheaper with a 0.45% expense ratio, compared with 0.58% for SPFF.

SPFF has the higher dividend yield at 6.49%, compared with 5.65% for GPRF.

GPRF tracks FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while SPFF tracks S&P Enhanced Yield North American Preferred Stock Index. They also come from different issuers: Goldman Sachs and Global X. Their fees differ too: 0.45% for GPRF and 0.58% for SPFF.

SPFF currently has the higher Sharpe Ratio (1.56 vs 1.47), 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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