On the modern web things people refer to as GIFs often are really just video files. Real video formats are often much smaller and more efficient than GIF files, which is a really old and pretty inefficient format from the 90s. If you really want to get a .gif file you can probably find free video-to-gif transcoders, but if you're uploading them to a social network or something, chances are they accept videos directly, and if you uploaded a .gif they'd convert it to a video for you.