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BILT vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILT vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Infrastructure Active ETF (BILT) 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, BILT achieves a 14.30% return, which is significantly higher than IGF's 10.41% return.


BILT

1D
0.11%
1M
-1.05%
6M
8.99%
YTD
14.30%
1Y
17.98%
3Y*
5Y*
10Y*
ALL TIME*
19.07%

IGF

1D
-0.28%
1M
-0.09%
6M
5.19%
YTD
10.41%
1Y
16.30%
3Y*
16.16%
5Y*
11.05%
10Y*
8.14%
ALL TIME*
4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.38M$1.70M$1.65M
$38.15M$37.64M$47.97M

BILT vs. IGF - Yearly Performance Comparison


Correlation

The correlation between BILT and IGF is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

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

0.79

The correlation between BILT and IGF has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

BILT vs. IGF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BILT
BILT Risk / Return Rank: 8181
Overall Rank
BILT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BILT Sortino Ratio Rank: 7979
Sortino Ratio Rank
BILT Omega Ratio Rank: 7878
Omega Ratio Rank
BILT Calmar Ratio Rank: 8888
Calmar Ratio Rank
BILT Martin Ratio Rank: 8181
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 6969
Overall Rank
IGF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 6969
Sortino Ratio Rank
IGF Omega Ratio Rank: 6666
Omega Ratio Rank
IGF Calmar Ratio Rank: 7979
Calmar Ratio Rank
IGF Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BILT vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Infrastructure Active ETF (BILT) 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.


BILTIGFDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

3.52

2.83

+0.69

Martin ratioReturn relative to average drawdown

10.60

7.59

+3.01

BILT vs. IGF - Sharpe Ratio Comparison

The current BILT Sharpe Ratio is 1.84, which is comparable to the IGF Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BILT 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

BILT vs. IGF - Drawdown Comparison

The maximum BILT drawdown since its inception was -5.38%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for BILT and IGF.


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Drawdown Indicators


BILTIGFDifference

Max Drawdown

Largest peak-to-trough decline

-5.38%

-58.33%

+52.95%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-5.87%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-11.31%

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

-2.25%

-2.34%

+0.09%

Average Drawdown

Average peak-to-trough decline

-1.36%

-11.79%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.19%

-0.41%

Volatility

BILT vs. IGF - Volatility Comparison

iShares Infrastructure Active ETF (BILT) has a higher volatility of 3.10% compared to iShares Global Infrastructure ETF (IGF) at 2.75%. This indicates that BILT's price experiences larger fluctuations and is considered to be riskier 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


BILTIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.75%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

8.92%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

10.69%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.31%

13.95%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.31%

16.71%

-6.40%

BILT vs. IGF - Expense Ratio Comparison

BILT has a 0.60% expense ratio, which is higher than IGF's 0.39% expense ratio.


Dividends

BILT vs. IGF - Dividend Comparison

BILT's dividend yield for the trailing twelve months is around 5.70%, more than IGF's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
BILT
iShares Infrastructure Active ETF
5.70%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGF
iShares Global Infrastructure ETF
2.89%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


BILT and IGF have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILT has higher volatility (3.10%) compared to IGF (2.75%). In terms of maximum drawdown, BILT dropped -5.38% vs IGF's -58.33%.

On 1-year performance, BILT leads with 17.98% vs 16.30% for IGF. On fees, IGF is cheaper at 0.39% per year. On volatility, IGF has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BILT has performed better with a 17.98% return vs 16.30%. 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 0.60% for BILT.

BILT has the higher dividend yield at 5.70%, compared with 2.89% for IGF.

Their fees differ too: 0.60% for BILT and 0.39% for IGF.

BILT currently has the higher Sharpe Ratio (1.84 vs 1.55), 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

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