MOTI vs. GLD
Compare and contrast key facts about VanEck Vectors Morningstar International Moat ETF (MOTI) and SPDR Gold Trust (GLD).
MOTI and GLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MOTI is a passively managed fund by VanEck that tracks the performance of the Morningstar Global ex-US Moat Focus Index. It was launched on Jul 13, 2015. GLD is a passively managed fund by State Street that tracks the performance of the Gold Bullion. It was launched on Nov 18, 2004. Both MOTI and GLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MOTI or GLD.
Performance
MOTI vs. GLD - Performance Comparison
Returns By Period
In the year-to-date period, MOTI achieves a 1.97% return, which is significantly lower than GLD's 29.03% return.
MOTI
1.97%
-6.10%
-3.10%
5.97%
3.22%
N/A
GLD
29.03%
-2.86%
14.34%
33.65%
12.39%
7.94%
Key characteristics
| MOTI | GLD | |
|---|---|---|
| Sharpe Ratio | 0.36 | 2.23 |
| Sortino Ratio | 0.61 | 2.97 |
| Omega Ratio | 1.07 | 1.39 |
| Calmar Ratio | 0.42 | 4.07 |
| Martin Ratio | 1.31 | 13.12 |
| Ulcer Index | 4.52% | 2.52% |
| Daily Std Dev | 16.47% | 14.86% |
| Max Drawdown | -36.70% | -45.56% |
| Current Drawdown | -12.00% | -4.21% |
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MOTI vs. GLD - Expense Ratio Comparison
MOTI has a 0.57% expense ratio, which is higher than GLD's 0.40% expense ratio.
Correlation
The correlation between MOTI and GLD is 0.15, 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.
Risk-Adjusted Performance
MOTI vs. GLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar International Moat ETF (MOTI) and SPDR Gold Trust (GLD). 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
MOTI vs. GLD - Dividend Comparison
MOTI's dividend yield for the trailing twelve months is around 2.30%, while GLD has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOTI VanEck Vectors Morningstar International Moat ETF | 2.30% | 2.34% | 3.27% | 4.67% | 2.14% | 3.90% | 3.73% | 5.86% | 1.33% | 0.84% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MOTI vs. GLD - Drawdown Comparison
The maximum MOTI drawdown since its inception was -36.70%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for MOTI and GLD. For additional features, visit the drawdowns tool.
Volatility
MOTI vs. GLD - Volatility Comparison
The current volatility for VanEck Vectors Morningstar International Moat ETF (MOTI) is 5.33%, while SPDR Gold Trust (GLD) has a volatility of 5.62%. This indicates that MOTI experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.