GURU vs. ALFA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Guru Index ETF (GURU) and Alfa Financial Software Holdings plc (ALFA.L).

GURU is a passively managed fund by Global X that tracks the performance of the Solactive Guru Index. It was launched on Jun 4, 2012.

Performance

GURU vs. ALFA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Guru Index ETF (GURU) and Alfa Financial Software Holdings plc (ALFA.L). The values are adjusted to include any dividend payments, if applicable.

GURU vs. ALFA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GURU Global X Guru Index ETF	-4.73%	25.43%	23.76%	19.28%	-27.94%	8.19%	25.27%	30.99%	-6.56%	11.19%
ALFA.L Alfa Financial Software Holdings plc	-31.63%	10.39%	56.77%	-7.25%	-18.27%	52.01%	27.66%	7.97%	-79.62%	31.28%

Different Trading Currencies

GURU is traded in USD, while ALFA.L is traded in GBp. To make them comparable, the ALFA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GURU achieves a -4.73% return, which is significantly higher than ALFA.L's -31.63% return.

GURU

• 1D: 1.18%
• 1M: -3.90%
• YTD: -4.73%
• 6M: -0.37%
• 1Y: 22.26%
• 3Y*: 19.55%
• 5Y*: 5.18%
• 10Y*: 11.03%

ALFA.L

• 1D: 1.77%
• 1M: -23.90%
• YTD: -31.63%
• 6M: -37.48%
• 1Y: -27.93%
• 3Y*: 9.37%
• 5Y*: 4.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GURU vs. ALFA.L — Risk / Return Rank

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

GURU

GURU Risk / Return Rank: 60
GURU Sharpe Ratio Rank: 60
GURU Sortino Ratio Rank: 62
GURU Omega Ratio Rank: 60
GURU Calmar Ratio Rank: 60
GURU Martin Ratio Rank: 60

ALFA.L

ALFA.L Risk / Return Rank: 7
ALFA.L Sharpe Ratio Rank: 5
ALFA.L Sortino Ratio Rank: 6
ALFA.L Omega Ratio Rank: 7
ALFA.L Calmar Ratio Rank: 15
ALFA.L Martin Ratio Rank: 1

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.

GURU vs. ALFA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) and Alfa Financial Software Holdings plc (ALFA.L). 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.

	GURU	ALFA.L	Difference
Sharpe ratio Return per unit of total volatility	1.10	-0.87	+1.98
Sortino ratio Return per unit of downside risk	1.64	-1.17	+2.81
Omega ratio Gain probability vs. loss probability	1.23	0.86	+0.37
Calmar ratio Return relative to maximum drawdown	1.64	-0.67	+2.30
Martin ratio Return relative to average drawdown	6.33	-1.99	+8.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GURU vs. ALFA.L - Sharpe Ratio Comparison

The current GURU Sharpe Ratio is 1.10, which is higher than the ALFA.L Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of GURU and ALFA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GURU	ALFA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	-0.87	+1.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.12	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	-0.15	+0.75

Correlation

The correlation between GURU and ALFA.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GURU vs. ALFA.L - Dividend Comparison

GURU's dividend yield for the trailing twelve months is around 0.12%, less than ALFA.L's 6.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GURU Global X Guru Index ETF	0.12%	0.11%	0.17%	0.57%	0.22%	0.09%	2.75%	0.35%	0.54%	0.54%	0.22%	0.47%
ALFA.L Alfa Financial Software Holdings plc	6.00%	4.15%	3.50%	4.79%	4.58%	5.80%	11.36%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GURU vs. ALFA.L - Drawdown Comparison

The maximum GURU drawdown since its inception was -38.50%, smaller than the maximum ALFA.L drawdown of -91.57%. Use the drawdown chart below to compare losses from any high point for GURU and ALFA.L.

Drawdown Indicators

	GURU	ALFA.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.50%	-90.36%	+51.86%
Max Drawdown (1Y) Largest decline over 1 year	-13.33%	-41.47%	+28.14%
Max Drawdown (5Y) Largest decline over 5 years	-38.50%	-41.47%	+2.97%
Max Drawdown (10Y) Largest decline over 10 years	-38.50%	—	—
Current Drawdown Current decline from peak	-7.19%	-62.04%	+54.85%
Average Drawdown Average peak-to-trough decline	-8.75%	-58.95%	+50.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	13.75%	-10.30%

Volatility

GURU vs. ALFA.L - Volatility Comparison

The current volatility for Global X Guru Index ETF (GURU) is 6.75%, while Alfa Financial Software Holdings plc (ALFA.L) has a volatility of 13.38%. This indicates that GURU experiences smaller price fluctuations and is considered to be less risky than ALFA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GURU	ALFA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	13.38%	-6.63%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	21.22%	-9.51%
Volatility (1Y) Calculated over the trailing 1-year period	20.27%	31.87%	-11.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.27%	40.29%	-20.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	49.58%	-29.50%