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MOTI vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

MOTI vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar International Moat ETF (MOTI) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%SeptemberOctoberNovemberDecember2025February
51.62%
137.74%
MOTI
GLD

Key characteristics

Sharpe Ratio

MOTI:

0.82

GLD:

2.59

Sortino Ratio

MOTI:

1.22

GLD:

3.31

Omega Ratio

MOTI:

1.15

GLD:

1.44

Calmar Ratio

MOTI:

0.92

GLD:

4.93

Martin Ratio

MOTI:

2.10

GLD:

13.40

Ulcer Index

MOTI:

6.49%

GLD:

2.99%

Daily Std Dev

MOTI:

16.64%

GLD:

15.51%

Max Drawdown

MOTI:

-36.70%

GLD:

-45.56%

Current Drawdown

MOTI:

-3.00%

GLD:

-3.28%

Returns By Period

In the year-to-date period, MOTI achieves a 10.27% return, which is significantly higher than GLD's 8.73% return.


MOTI

YTD

10.27%

1M

3.13%

6M

6.91%

1Y

14.16%

5Y*

6.74%

10Y*

N/A

GLD

YTD

8.73%

1M

2.02%

6M

13.83%

1Y

36.49%

5Y*

12.07%

10Y*

8.65%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MOTI vs. GLD - Expense Ratio Comparison

MOTI has a 0.57% expense ratio, which is higher than GLD's 0.40% expense ratio.


MOTI
VanEck Vectors Morningstar International Moat ETF
Expense ratio chart for MOTI: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

MOTI vs. GLD — Risk-Adjusted Performance Rank

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

MOTI
The Risk-Adjusted Performance Rank of MOTI is 3838
Overall Rank
The Sharpe Ratio Rank of MOTI is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of MOTI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of MOTI is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MOTI is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MOTI is 2929
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9292
Overall Rank
The Sharpe Ratio Rank of GLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for MOTI, currently valued at 0.82, compared to the broader market0.002.004.000.822.59
The chart of Sortino ratio for MOTI, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.0012.001.223.31
The chart of Omega ratio for MOTI, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.44
The chart of Calmar ratio for MOTI, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.000.924.93
The chart of Martin ratio for MOTI, currently valued at 2.10, compared to the broader market0.0020.0040.0060.0080.00100.002.1013.40
MOTI
GLD

The current MOTI Sharpe Ratio is 0.82, which is lower than the GLD Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of MOTI and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.82
2.59
MOTI
GLD

Dividends

MOTI vs. GLD - Dividend Comparison

MOTI's dividend yield for the trailing twelve months is around 4.34%, while GLD has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
MOTI
VanEck Vectors Morningstar International Moat ETF
4.34%4.79%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%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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.00%
-3.28%
MOTI
GLD

Volatility

MOTI vs. GLD - Volatility Comparison

VanEck Vectors Morningstar International Moat ETF (MOTI) has a higher volatility of 4.78% compared to SPDR Gold Trust (GLD) at 4.24%. This indicates that MOTI's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.78%
4.24%
MOTI
GLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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