IAUF vs. GFI
Compare and contrast key facts about iShares Gold Strategy ETF (IAUF) and Gold Fields Limited (GFI).
IAUF is a passively managed fund by iShares that tracks the performance of the Bloomberg Composite Gold Index. It was launched on Jun 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAUF or GFI.
Key characteristics
| IAUF | GFI | |
|---|---|---|
| YTD Return | 12.06% | 18.97% |
| 1Y Return | 15.25% | 13.51% |
| 3Y Return (Ann) | 8.48% | 23.71% |
| 5Y Return (Ann) | 11.18% | 37.73% |
| Sharpe Ratio | 1.28 | 0.28 |
| Daily Std Dev | 12.10% | 47.32% |
| Max Drawdown | -23.35% | -89.39% |
| Current Drawdown | -3.01% | -6.76% |
Correlation
The correlation between IAUF and GFI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IAUF vs. GFI - Performance Comparison
In the year-to-date period, IAUF achieves a 12.06% return, which is significantly lower than GFI's 18.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAUF vs. GFI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Strategy ETF (IAUF) and Gold Fields Limited (GFI). 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.
Dividends
IAUF vs. GFI - Dividend Comparison
IAUF's dividend yield for the trailing twelve months is around 11.77%, more than GFI's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAUF iShares Gold Strategy ETF | 11.77% | 13.18% | 0.88% | 0.00% | 7.61% | 10.04% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GFI Gold Fields Limited | 2.32% | 2.85% | 3.29% | 3.30% | 1.68% | 0.82% | 1.57% | 1.78% | 1.58% | 0.70% | 0.85% | 2.55% |
Drawdowns
IAUF vs. GFI - Drawdown Comparison
The maximum IAUF drawdown since its inception was -23.35%, smaller than the maximum GFI drawdown of -89.39%. Use the drawdown chart below to compare losses from any high point for IAUF and GFI. For additional features, visit the drawdowns tool.
Volatility
IAUF vs. GFI - Volatility Comparison
The current volatility for iShares Gold Strategy ETF (IAUF) is 5.02%, while Gold Fields Limited (GFI) has a volatility of 12.30%. This indicates that IAUF experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.