GLOF vs WIA

Comparison between ISHARES GLOBAL EQUITY FACTOR ETF (GLOF, ETF) and Western Asset Inflation-Linked Income Fund (WIA, ETF).

5-Year PerformanceGLOF has outperformed WIA, delivering a return of +12.3% compared to -0.5%

GLOF vs WIA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOF(ETF)	WIA(ETF)
Net Assets	$212M	$212M
Expense Ratio	0.20%	N/A
Max Drawdown	36.73%	51.47%
Sharpe Ratio	1.75	0.34
5Y Beta	0.88	0.09
P/E Ratio	26.42	N/A
Forward P/E	19.68	N/A
PEG Ratio	0.28	N/A
5Y Dividends CAGR	8.06%	-2.32%
5Y EPS CAGR	26.16%	N/A
Debt to Equity	-187.14%	N/A

Net Assets

Winner

GLOF

$212M

WIA

$212M

Expense Ratio

GLOF

0.20%

WIA

N/A

Max Drawdown

Winner

GLOF

36.73%

WIA

51.47%

Sharpe Ratio

Winner

GLOF

1.75

WIA

0.34

5Y Beta

GLOF

0.88

Winner

WIA

0.09

P/E Ratio

GLOF

26.42

WIA

N/A

Forward P/E

GLOF

19.68

WIA

N/A

PEG Ratio

GLOF

0.28

WIA

N/A

5Y Dividends CAGR

Winner

GLOF

8.06%

WIA

-2.32%

5Y EPS CAGR

GLOF

26.16%

WIA

N/A

Debt to Equity

GLOF

-187.14%

WIA

N/A

GLOF vs WIA - Historical Returns

Returns include dividend reinvestment.

Period	GLOF	WIA
1 month	+2.88%	+0.52%
3 months	+13.34%	+1.57%
6 months	+14.19%	+1.63%
1 year	+29.38%	+5.11%
5 years(CAGR)	+12.29%	-0.49%
10 years(CAGR)	+12.51%	+3.87%
Max(CAGR)	+10.24%	+3.07%

Winner

GLOF

+2.88%

WIA

+0.52%

Winner

GLOF

+13.34%

WIA

+1.57%

Winner

GLOF

+14.19%

WIA

+1.63%

Winner

GLOF

+29.38%

WIA

+5.11%

5Y(CAGR)

Winner

GLOF

+12.29%

WIA

-0.49%

10Y(CAGR)

Winner

GLOF

+12.51%

WIA

+3.87%

Max(CAGR)

Winner

GLOF

+10.24%

WIA

+3.07%

GLOF vs WIA - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	GLOF	WIA
2026	+12.55%	+1.60%
2025	+23.93%	+11.55%
2024	+18.47%	+5.68%
2023	+22.63%	+5.13%
2022	-17.06%	-25.44%
2021	+18.81%	+10.46%
2020	+9.17%	+18.63%
2019	+23.24%	+19.20%
2018	-14.23%	-8.16%
2017	+28.64%	+7.15%
2016	+7.66%	+11.86%
2015	-6.46%	-6.41%
2014	N/A	+4.69%
2013	N/A	-10.54%
2012	N/A	+6.06%
2011	N/A	+2.67%
2010	N/A	+7.68%
2009	N/A	+15.75%
2008	N/A	-2.58%
2007	N/A	+8.94%
2006	N/A	-1.43%
2005	N/A	-3.72%
2004	N/A	-6.93%
2003	N/A	+1.67%

GLOF vs WIA Drawdown Comparison

The maximum drawdown for GLOF was -34.12%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The maximum drawdown for WIA was -30.29%, occurring on Oct 21, 2022. This drawdown has not yet recovered.

The current GLOF drawdown is -1.00%. The current WIA drawdown is -7.67%.

Rank	GLOF	WIA
#1	-34.12% Jan 17, 2020 - Nov 11, 2020	-30.29% Dec 8, 2021 - Oct 21, 2022
#2	-25.14% Jan 4, 2022 - Dec 19, 2023	-28.56% Jul 10, 2008 - Jun 29, 2009
#3	-23.82% Jan 26, 2018 - Jan 17, 2020	-26.35% Feb 21, 2020 - Jul 23, 2020
#4	-19.94% May 21, 2015 - Jan 10, 2017	-18.35% Apr 1, 2004 - Feb 1, 2008
#5	-16.12% Feb 18, 2025 - May 15, 2025	-17.35% Apr 8, 2013 - Dec 13, 2017
#6	-9.05% Feb 25, 2026 - Apr 14, 2026	-9.75% Jan 12, 2018 - Jun 20, 2019
#7	-8.72% Jul 16, 2024 - Aug 23, 2024	-8.00% Aug 27, 2020 - Nov 24, 2020
#8	-7.20% Sep 3, 2021 - Dec 27, 2021	-7.74% Nov 9, 2010 - Apr 27, 2011
#9	-5.16% Feb 16, 2021 - Mar 17, 2021	-6.68% Dec 31, 2020 - May 10, 2021
#10	-4.80% Mar 21, 2024 - May 10, 2024	-6.17% May 6, 2011 - Feb 15, 2012
#11	-4.80% Jan 21, 2021 - Feb 11, 2021	-4.69% Jul 29, 2021 - Nov 29, 2021
#12	-4.72% Oct 29, 2025 - Dec 10, 2025	-4.46% May 12, 2010 - Aug 27, 2010
#13	-4.53% Jun 2, 2026 - Jun 10, 2026	-4.30% Feb 4, 2008 - May 9, 2008
#14	-4.40% Dec 6, 2024 - Jan 23, 2025	-3.76% Feb 3, 2010 - Apr 15, 2010
#15	-4.25% Aug 23, 2024 - Sep 19, 2024	-3.55% Dec 22, 2003 - Jan 21, 2004

Correlation

Correlation between GLOF and WIA is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2003 - 2026)

GLOF vs WIA dividend yield comparison.

Year	GLOF	WIA
2026	0.76%	3.21%
2025	1.70%	7.50%
2024	2.59%	7.50%
2023	2.51%	11.08%
2022	2.53%	15.23%
2021	1.90%	10.65%
2020	1.73%	5.71%
2019	2.41%	3.41%
2018	2.03%	3.91%
2017	1.94%	3.43%
2016	1.94%	3.34%
2015	0.92%	3.63%
2014	0.00%	3.59%
2013	0.00%	3.17%
2012	0.00%	2.68%
2011	0.00%	3.99%
2010	0.00%	3.53%
2009	0.00%	3.84%
2008	0.00%	7.82%
2007	0.00%	5.90%
2006	0.00%	5.12%
2005	0.00%	7.75%
2004	0.00%	6.44%
2003	0.00%	1.07%