BN vs. GII

Last updated Apr 1, 2026

Compare and contrast key facts about Brookfield Corp (BN) and SPDR S&P Global Infrastructure ETF (GII).

GII is a passively managed fund by State Street that tracks the performance of the S&P Global Infrastructure. It was launched on Jan 25, 2007.

Performance

BN vs. GII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Corp (BN) and SPDR S&P Global Infrastructure ETF (GII). The values are adjusted to include any dividend payments, if applicable.

BN vs. GII - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BN Brookfield Corp	-11.65%	20.54%	44.18%	28.60%	-34.80%	49.30%	8.99%	52.68%	-10.65%	33.82%
GII SPDR S&P Global Infrastructure ETF	8.96%	21.79%	14.30%	5.90%	-0.54%	11.39%	-6.81%	26.32%	-10.08%	19.07%

Returns By Period

In the year-to-date period, BN achieves a -11.65% return, which is significantly lower than GII's 8.96% return. Over the past 10 years, BN has outperformed GII with an annualized return of 13.94%, while GII has yielded a comparatively lower 8.95% annualized return.

BN

• 1D: 4.52%
• 1M: -7.52%
• YTD: -11.65%
• 6M: -11.21%
• 1Y: 16.52%
• 3Y*: 23.90%
• 5Y*: 12.06%
• 10Y*: 13.94%

GII

• 1D: 0.69%
• 1M: -3.47%
• YTD: 8.96%
• 6M: 11.19%
• 1Y: 26.64%
• 3Y*: 15.62%
• 5Y*: 11.34%
• 10Y*: 8.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BN vs. GII — Risk / Return Rank

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

BN

BN Risk / Return Rank: 59
BN Sharpe Ratio Rank: 60
BN Sortino Ratio Rank: 53
BN Omega Ratio Rank: 54
BN Calmar Ratio Rank: 61
BN Martin Ratio Rank: 65

GII

GII Risk / Return Rank: 92
GII Sharpe Ratio Rank: 91
GII Sortino Ratio Rank: 92
GII Omega Ratio Rank: 93
GII Calmar Ratio Rank: 91
GII Martin Ratio Rank: 95

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.

BN vs. GII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Corp (BN) and SPDR S&P Global Infrastructure ETF (GII). 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.

	BN	GII	Difference
Sharpe ratio Return per unit of total volatility	0.50	2.03	-1.53
Sortino ratio Return per unit of downside risk	0.89	2.66	-1.77
Omega ratio Gain probability vs. loss probability	1.12	1.41	-0.29
Calmar ratio Return relative to maximum drawdown	0.81	3.09	-2.28
Martin ratio Return relative to average drawdown	2.40	15.68	-13.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BN vs. GII - Sharpe Ratio Comparison

The current BN Sharpe Ratio is 0.50, which is lower than the GII Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BN and GII, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BN	GII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	2.03	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.82	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.52	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.29	+0.01

Correlation

The correlation between BN and GII is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BN vs. GII - Dividend Comparison

BN's dividend yield for the trailing twelve months is around 0.62%, less than GII's 2.91% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BN Brookfield Corp	0.62%	0.52%	0.56%	0.70%	1.44%	1.12%	1.55%	1.11%	1.56%	1.29%	1.58%	1.50%
GII SPDR S&P Global Infrastructure ETF	2.91%	3.17%	3.23%	3.70%	3.07%	2.37%	2.66%	3.39%	3.31%	3.38%	3.11%	3.54%

Drawdowns

BN vs. GII - Drawdown Comparison

The maximum BN drawdown since its inception was -82.22%, which is greater than GII's maximum drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for BN and GII.

Drawdown Indicators

	BN	GII	Difference
Max Drawdown Largest peak-to-trough decline	-82.22%	-50.98%	-31.24%
Max Drawdown (1Y) Largest decline over 1 year	-22.05%	-8.78%	-13.27%
Max Drawdown (5Y) Largest decline over 5 years	-41.85%	-20.67%	-21.18%
Max Drawdown (10Y) Largest decline over 10 years	-51.42%	-42.84%	-8.58%
Current Drawdown Current decline from peak	-17.55%	-3.47%	-14.08%
Average Drawdown Average peak-to-trough decline	-28.61%	-11.60%	-17.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.40%	1.73%	+5.67%

Volatility

BN vs. GII - Volatility Comparison

Brookfield Corp (BN) has a higher volatility of 9.96% compared to SPDR S&P Global Infrastructure ETF (GII) at 4.56%. This indicates that BN's price experiences larger fluctuations and is considered to be riskier than GII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BN	GII	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.96%	4.56%	+5.40%
Volatility (6M) Calculated over the trailing 6-month period	21.50%	7.61%	+13.89%
Volatility (1Y) Calculated over the trailing 1-year period	33.43%	13.22%	+20.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.94%	13.98%	+16.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.06%	17.15%	+12.91%