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BILT vs. BKGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILT vs. BKGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Infrastructure Active ETF (BILT) and Bny Mellon Global Infrastructure Income ETF (BKGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BILT achieves a 12.98% return, which is significantly higher than BKGI's 11.73% return.


BILT

1D
0.41%
1M
-1.21%
YTD
12.98%
6M
13.89%
1Y
3Y*
5Y*
10Y*

BKGI

1D
0.25%
1M
-3.46%
YTD
11.73%
6M
12.71%
1Y
21.46%
3Y*
21.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILT vs. BKGI - Yearly Performance Comparison


Correlation

The correlation between BILT and BKGI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 31, 2025

0.73

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Return for Risk

BILT vs. BKGI — Risk / Return Rank

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

BILT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BKGI
BKGI Risk / Return Rank: 6060
Overall Rank
BKGI Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 5555
Sortino Ratio Rank
BKGI Omega Ratio Rank: 5656
Omega Ratio Rank
BKGI Calmar Ratio Rank: 7272
Calmar Ratio Rank
BKGI Martin Ratio Rank: 6363
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.

BILT vs. BKGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Infrastructure Active ETF (BILT) and Bny Mellon Global Infrastructure Income ETF (BKGI). 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.


BILTBKGIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.50

Martin ratioReturn relative to average drawdown

11.02

BILT vs. BKGI - Sharpe Ratio Comparison


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Drawdowns

BILT vs. BKGI - Drawdown Comparison

The maximum BILT drawdown since its inception was -5.38%, smaller than the maximum BKGI drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for BILT and BKGI.


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Drawdown Indicators


BILTBKGIDifference

Max Drawdown

Largest peak-to-trough decline

-5.38%

-14.79%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

Current Drawdown

Current decline from peak

-1.85%

-3.55%

+1.70%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.56%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

Volatility

BILT vs. BKGI - Volatility Comparison


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Volatility by Period


BILTBKGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

11.65%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

14.03%

-3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.29%

14.03%

-3.74%

BILT vs. BKGI - Expense Ratio Comparison

BILT has a 0.60% expense ratio, which is lower than BKGI's 0.65% expense ratio.


Dividends

BILT vs. BKGI - Dividend Comparison

BILT's dividend yield for the trailing twelve months is around 5.77%, more than BKGI's 2.70% yield.


PositionTTM2025202420232022
BILT
iShares Infrastructure Active ETF
5.77%0.99%0.00%0.00%0.00%
BKGI
Bny Mellon Global Infrastructure Income ETF
2.70%2.65%4.55%4.55%0.53%

Frequently Asked Questions


BILT and BKGI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BILT is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BILT is cheaper with a 0.60% expense ratio, compared with 0.65% for BKGI.

BILT has the higher dividend yield at 5.77%, compared with 2.70% for BKGI.

BILT is categorized as Utilities Equities, while BKGI is Energy Equities. They also come from different issuers: iShares and BNY Mellon. Their fees differ too: 0.60% for BILT and 0.65% for BKGI.

Portfolio Optimizer

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