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BILD vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILD vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macquarie Global Listed Infrastructure ETF (BILD) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BILD having a 10.25% return and IGF slightly higher at 10.74%.


BILD

1D
0.30%
1M
1.37%
6M
9.53%
YTD
10.25%
1Y
18.39%
3Y*
5Y*
10Y*

IGF

1D
0.15%
1M
0.97%
6M
9.87%
YTD
10.74%
1Y
17.66%
3Y*
15.89%
5Y*
11.06%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILD vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023
BILD
Macquarie Global Listed Infrastructure ETF
10.25%21.08%-2.68%3.73%
IGF
iShares Global Infrastructure ETF
10.74%21.31%14.81%4.39%

Correlation

The correlation between BILD and IGF is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2023

0.80

The correlation between BILD and IGF has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

BILD vs. IGF - Sectors Allocation Comparison


Sectors
BILD
IGF

Utilities

49.7%
39.7%

Industrials

21.9%
40.6%

Energy

18.2%
19.6%

Communication Services

4.3%

-

Real Estate

2.2%
0.1%

Financial Services

1.1%

-

Basic Materials

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Healthcare

-

-

Technology

-

-

Utilities

BILD
49.7%
IGF
39.7%

Industrials

BILD
21.9%
IGF
40.6%

Energy

BILD
18.2%
IGF
19.6%

Communication Services

BILD
4.3%
IGF

-

Real Estate

BILD
2.2%
IGF
0.1%

Financial Services

BILD
1.1%
IGF

-

Basic Materials

BILD

-

IGF

-

Consumer Cyclical

BILD

-

IGF

-

Consumer Defensive

BILD

-

IGF

-

Healthcare

BILD

-

IGF

-

Technology

BILD

-

IGF

-

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Return for Risk

BILD vs. IGF — Risk / Return Rank

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

BILD
BILD Risk / Return Rank: 6464
Overall Rank
BILD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BILD Sortino Ratio Rank: 6161
Sortino Ratio Rank
BILD Omega Ratio Rank: 6363
Omega Ratio Rank
BILD Calmar Ratio Rank: 7575
Calmar Ratio Rank
BILD Martin Ratio Rank: 5454
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 6464
Overall Rank
IGF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 6464
Sortino Ratio Rank
IGF Omega Ratio Rank: 6262
Omega Ratio Rank
IGF Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGF Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BILD vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Macquarie Global Listed Infrastructure ETF (BILD) and iShares Global Infrastructure ETF (IGF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BILDIGFDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.30

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

3.05

3.02

+0.03

Martin ratioReturn relative to average drawdown

7.45

8.32

-0.87

BILD vs. IGF - Sharpe Ratio Comparison

The current BILD Sharpe Ratio is 1.68, which is comparable to the IGF Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BILD and IGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BILD vs. IGF - Drawdown Comparison

The maximum BILD drawdown since its inception was -14.78%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for BILD and IGF.


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Drawdown Indicators


BILDIGFDifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-58.33%

+43.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-5.87%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

Current Drawdown

Current decline from peak

-2.38%

-2.04%

-0.34%

Average Drawdown

Average peak-to-trough decline

-3.71%

-11.82%

+8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.13%

+0.34%

Volatility

BILD vs. IGF - Volatility Comparison

Macquarie Global Listed Infrastructure ETF (BILD) and iShares Global Infrastructure ETF (IGF) have volatilities of 3.42% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILDIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.32%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

8.95%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.00%

10.73%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

13.97%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

16.71%

-3.57%

BILD vs. IGF - Expense Ratio Comparison

BILD has a 0.49% expense ratio, which is higher than IGF's 0.39% expense ratio.


Dividends

BILD vs. IGF - Dividend Comparison

BILD's dividend yield for the trailing twelve months is around 4.68%, more than IGF's 2.88% yield.


PositionTTM20252024202320222021202020192018201720162015
BILD
Macquarie Global Listed Infrastructure ETF
4.68%3.05%5.53%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGF
iShares Global Infrastructure ETF
2.88%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Frequently Asked Questions


BILD and IGF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILD has higher volatility (3.42%) compared to IGF (3.32%). In terms of maximum drawdown, BILD dropped -14.78% vs IGF's -58.33%.

On 1-year performance, BILD leads with 18.39% vs 17.66% for IGF. On fees, IGF is cheaper at 0.39% per year. On volatility, IGF has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BILD has performed better with a 18.39% return vs 17.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGF is cheaper with a 0.39% expense ratio, compared with 0.49% for BILD.

BILD has the higher dividend yield at 4.68%, compared with 2.88% for IGF.

BILD is categorized as Energy Equities, while IGF is Industrials Equities. They also come from different issuers: Macquarie and iShares. Their fees differ too: 0.49% for BILD and 0.39% for IGF.

BILD currently has the higher Sharpe Ratio (1.68 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BILD and IGF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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