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FlexShares STOXX Global Broad Infrastructure Index...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33939L7955

CUSIP

00033939L795

Issuer

FlexShares

Inception Date

Oct 8, 2013

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

STOXX Global Broad Infrastructure Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

NFRA features an expense ratio of 0.47%, falling within the medium range.


Expense ratio chart for NFRA: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
NFRA vs. IGF NFRA vs. GII NFRA vs. VOO NFRA vs. PAVE NFRA vs. IFRA NFRA vs. SWPPX NFRA vs. ASET NFRA vs. GRID
Popular comparisons:
NFRA vs. IGF NFRA vs. GII NFRA vs. VOO NFRA vs. PAVE NFRA vs. IFRA NFRA vs. SWPPX NFRA vs. ASET NFRA vs. GRID

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares STOXX Global Broad Infrastructure Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
8.53%
NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund)
Benchmark (^GSPC)

Returns By Period

FlexShares STOXX Global Broad Infrastructure Index Fund had a return of 4.54% year-to-date (YTD) and 5.62% in the last 12 months. Over the past 10 years, FlexShares STOXX Global Broad Infrastructure Index Fund had an annualized return of 4.51%, while the S&P 500 had an annualized return of 11.06%, indicating that FlexShares STOXX Global Broad Infrastructure Index Fund did not perform as well as the benchmark.


NFRA

YTD

4.54%

1M

-4.62%

6M

4.34%

1Y

5.62%

5Y*

2.84%

10Y*

4.51%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of NFRA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.45%0.62%2.11%-4.50%4.81%-1.65%5.32%3.78%2.81%-2.89%2.27%4.54%
20235.14%-4.77%3.20%2.68%-5.02%4.45%1.10%-3.57%-4.54%-1.16%7.65%4.55%8.96%
2022-2.09%-0.87%3.47%-5.26%2.32%-6.29%4.12%-3.88%-11.20%5.80%8.61%-3.50%-10.11%
2021-1.58%1.17%5.20%3.12%1.73%-1.75%0.73%1.82%-4.69%3.50%-3.93%4.47%9.61%
20200.84%-7.31%-13.73%5.92%5.20%-0.20%3.47%2.81%-1.21%-3.25%9.58%2.33%2.25%
20198.13%2.79%2.32%1.54%-1.95%4.32%-0.71%0.87%1.89%1.62%-0.14%3.23%26.27%
20181.43%-6.51%0.21%1.04%-1.05%0.46%3.08%-0.96%0.32%-3.69%4.07%-5.85%-7.74%
20172.29%1.76%1.73%0.88%3.65%-0.75%2.13%1.23%-0.37%-0.32%2.22%0.52%15.93%
2016-0.95%0.05%6.98%1.59%-0.18%3.35%2.04%-2.72%1.51%-3.48%-2.09%2.40%8.35%
2015-0.16%2.66%-2.81%3.32%-0.99%-2.60%1.83%-5.96%-2.86%5.77%-2.14%-2.42%-6.75%
2014-2.78%3.78%1.44%1.78%2.87%2.66%-0.94%2.56%-2.65%2.40%0.20%-1.76%9.67%
20133.99%0.48%1.39%5.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NFRA is 38, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NFRA is 3838
Overall Rank
The Sharpe Ratio Rank of NFRA is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of NFRA is 3434
Sortino Ratio Rank
The Omega Ratio Rank of NFRA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of NFRA is 4545
Calmar Ratio Rank
The Martin Ratio Rank of NFRA is 4040
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NFRA, currently valued at 0.66, compared to the broader market0.002.004.000.662.10
The chart of Sortino ratio for NFRA, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.80
The chart of Omega ratio for NFRA, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.39
The chart of Calmar ratio for NFRA, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.803.09
The chart of Martin ratio for NFRA, currently valued at 3.08, compared to the broader market0.0020.0040.0060.0080.00100.003.0813.49
NFRA
^GSPC

The current FlexShares STOXX Global Broad Infrastructure Index Fund Sharpe ratio is 0.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FlexShares STOXX Global Broad Infrastructure Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.66
2.10
NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares STOXX Global Broad Infrastructure Index Fund provided a 3.34% dividend yield over the last twelve months, with an annual payout of $1.81 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.81$1.38$1.15$1.56$1.19$1.22$1.34$1.37$1.29$1.02$1.36$0.06

Dividend yield

3.34%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%3.01%0.14%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares STOXX Global Broad Infrastructure Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.13$0.00$0.00$0.55$0.00$0.00$0.35$0.00$0.00$0.78$1.81
2023$0.00$0.00$0.13$0.00$0.00$0.55$0.00$0.00$0.32$0.00$0.00$0.38$1.38
2022$0.00$0.00$0.17$0.00$0.00$0.46$0.00$0.00$0.29$0.00$0.00$0.23$1.15
2021$0.00$0.00$0.18$0.00$0.00$0.39$0.00$0.00$0.41$0.00$0.00$0.58$1.56
2020$0.00$0.00$0.22$0.00$0.00$0.26$0.00$0.00$0.38$0.00$0.00$0.34$1.19
2019$0.00$0.00$0.19$0.00$0.00$0.40$0.00$0.00$0.31$0.00$0.00$0.32$1.22
2018$0.00$0.00$0.19$0.00$0.00$0.44$0.00$0.00$0.39$0.00$0.00$0.32$1.34
2017$0.00$0.00$0.14$0.00$0.00$0.49$0.00$0.00$0.35$0.00$0.00$0.39$1.37
2016$0.00$0.00$0.15$0.00$0.00$0.40$0.00$0.00$0.30$0.00$0.00$0.44$1.29
2015$0.00$0.00$0.12$0.00$0.00$0.39$0.00$0.00$0.23$0.00$0.00$0.28$1.02
2014$0.00$0.00$0.22$0.00$0.00$0.64$0.00$0.00$0.23$0.00$0.00$0.26$1.36
2013$0.06$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.89%
-2.62%
NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares STOXX Global Broad Infrastructure Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FlexShares STOXX Global Broad Infrastructure Index Fund was 32.49%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current FlexShares STOXX Global Broad Infrastructure Index Fund drawdown is 7.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.49%Feb 20, 202023Mar 23, 2020202Jan 8, 2021225
-22.75%Sep 3, 2021279Oct 12, 2022438Jul 12, 2024717
-18.01%Apr 29, 2015184Jan 20, 2016122Jul 14, 2016306
-13.26%Jan 29, 2018229Dec 24, 201840Feb 22, 2019269
-9.1%Aug 1, 201675Nov 14, 201682Mar 15, 2017157

Volatility

Volatility Chart

The current FlexShares STOXX Global Broad Infrastructure Index Fund volatility is 3.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.61%
3.79%
NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund)
Benchmark (^GSPC)
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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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