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BKGI vs. BILT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKGI vs. BILT - Performance Comparison

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

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Returns By Period

In the year-to-date period, BKGI achieves a 12.30% return, which is significantly lower than BILT's 13.47% return.


BKGI

1D
0.51%
1M
-2.97%
YTD
12.30%
6M
12.73%
1Y
20.53%
3Y*
22.11%
5Y*
10Y*

BILT

1D
0.43%
1M
-0.78%
YTD
13.47%
6M
13.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKGI vs. BILT - Yearly Performance Comparison


Correlation

The correlation between BKGI and BILT 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

BKGI vs. BILT — Risk / Return Rank

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

BKGI
BKGI Risk / Return Rank: 5959
Overall Rank
BKGI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 5454
Sortino Ratio Rank
BKGI Omega Ratio Rank: 5555
Omega Ratio Rank
BKGI Calmar Ratio Rank: 7070
Calmar Ratio Rank
BKGI Martin Ratio Rank: 6262
Martin Ratio Rank

BILT

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

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.

BKGI vs. BILT - Risk-Adjusted Trends Comparison

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


BKGIBILTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.35

Martin ratioReturn relative to average drawdown

10.49

BKGI vs. BILT - Sharpe Ratio Comparison


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Drawdowns

BKGI vs. BILT - Drawdown Comparison

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


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Drawdown Indicators


BKGIBILTDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-5.38%

-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

-3.05%

-1.42%

-1.63%

Average Drawdown

Average peak-to-trough decline

-2.56%

-1.44%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

Volatility

BKGI vs. BILT - Volatility Comparison


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Volatility by Period


BKGIBILTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

10.28%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

10.28%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

10.28%

+3.74%

BKGI vs. BILT - Expense Ratio Comparison

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


Dividends

BKGI vs. BILT - Dividend Comparison

BKGI's dividend yield for the trailing twelve months is around 2.69%, less than BILT's 5.74% yield.


PositionTTM2025202420232022
BILT
iShares Infrastructure Active ETF
5.74%0.99%0.00%0.00%0.00%
BKGI
Bny Mellon Global Infrastructure Income ETF
2.69%2.65%4.55%4.55%0.53%

Frequently Asked Questions


BKGI and BILT 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 5.74%, compared with 2.69% for BKGI.

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

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