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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

In the year-to-date period, BILD achieves a 7.50% return, which is significantly lower than IGF's 9.70% return.


BILD

1D
0.52%
1M
-2.01%
YTD
7.50%
6M
8.26%
1Y
16.87%
3Y*
5Y*
10Y*

IGF

1D
0.03%
1M
-0.13%
YTD
9.70%
6M
10.12%
1Y
18.50%
3Y*
16.79%
5Y*
10.87%
10Y*
8.80%
*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
7.50%21.08%-2.68%3.73%
IGF
iShares Global Infrastructure ETF
9.70%21.31%14.81%4.39%

Correlation

The correlation between BILD and IGF is 0.81, 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

0.81

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 0.81 - a consistent structural relationship.

BILD vs. IGF - Sectors Allocation Comparison


Sectors
BILD
IGF

Utilities

52.8%
39.7%

Industrials

22.1%
40.6%

Energy

18.2%
19.6%

Real Estate

5.4%
0.1%

Communication Services

1.5%

-

Basic Materials

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Technology

-

-

Utilities

BILD
52.8%
IGF
39.7%

Industrials

BILD
22.1%
IGF
40.6%

Energy

BILD
18.2%
IGF
19.6%

Real Estate

BILD
5.4%
IGF
0.1%

Communication Services

BILD
1.5%
IGF

-

Basic Materials

BILD

-

IGF

-

Consumer Cyclical

BILD

-

IGF

-

Consumer Defensive

BILD

-

IGF

-

Financial Services

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: 4747
Overall Rank
BILD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BILD Sortino Ratio Rank: 4343
Sortino Ratio Rank
BILD Omega Ratio Rank: 4444
Omega Ratio Rank
BILD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BILD Martin Ratio Rank: 4545
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 5555
Overall Rank
IGF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5353
Sortino Ratio Rank
IGF Omega Ratio Rank: 5151
Omega Ratio Rank
IGF Calmar Ratio Rank: 6666
Calmar Ratio Rank
IGF Martin Ratio Rank: 5454
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

-0.20

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.80

3.17

-0.36

Martin ratioReturn relative to average drawdown

7.20

8.98

-1.78

BILD vs. IGF - Sharpe Ratio Comparison

The current BILD Sharpe Ratio is 1.56, which is comparable to the IGF Sharpe Ratio of 1.76. 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

-4.82%

-2.96%

-1.86%

Average Drawdown

Average peak-to-trough decline

-3.72%

-11.85%

+8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.06%

+0.29%

Volatility

BILD vs. IGF - Volatility Comparison

The current volatility for Macquarie Global Listed Infrastructure ETF (BILD) is 2.99%, while iShares Global Infrastructure ETF (IGF) has a volatility of 3.38%. This indicates that BILD experiences smaller price fluctuations and is considered to be less risky than IGF based on this measure. 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

2.99%

3.38%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

8.73%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

10.58%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

13.97%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

16.82%

-3.66%

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 5.81%, more than IGF's 2.91% yield.


PositionTTM20252024202320222021202020192018201720162015
BILD
Macquarie Global Listed Infrastructure ETF
5.81%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
2.91%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 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGF has higher volatility (3.38%) compared to BILD (2.99%). In terms of maximum drawdown, BILD dropped -14.78% vs IGF's -58.33%.

On 1-year performance, IGF leads with 18.50% vs 16.87% for BILD. On fees, IGF is cheaper at 0.39% per year. On volatility, BILD has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGF has performed better with a 18.50% return vs 16.87%. 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 5.81%, compared with 2.91% 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.

IGF currently has the higher Sharpe Ratio (1.76 vs 1.56), 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

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