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BRIP.L vs. PAVE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIP.L vs. PAVE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Global X U.S. Infrastructure Development UCITS ETF USD Accumulating (PAVE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BRIP.L is traded in GBP, while PAVE.L is traded in USD. To make them comparable, the PAVE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRIP.L achieves a 8.17% return, which is significantly lower than PAVE.L's 26.03% return.


BRIP.L

1D
0.00%
1M
-0.14%
YTD
8.17%
6M
8.42%
1Y
16.20%
3Y*
5Y*
10Y*

PAVE.L

1D
1.29%
1M
8.98%
YTD
26.03%
6M
25.18%
1Y
45.84%
3Y*
24.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIP.L vs. PAVE.L - Yearly Performance Comparison


Correlation

The correlation between BRIP.L and PAVE.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2024

0.43

The correlation between BRIP.L and PAVE.L has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.

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Return for Risk

BRIP.L vs. PAVE.L — Risk / Return Rank

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

BRIP.L
BRIP.L Risk / Return Rank: 3232
Overall Rank
BRIP.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BRIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRIP.L Omega Ratio Rank: 3232
Omega Ratio Rank
BRIP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
BRIP.L Martin Ratio Rank: 3232
Martin Ratio Rank

PAVE.L
PAVE.L Risk / Return Rank: 7676
Overall Rank
PAVE.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PAVE.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
PAVE.L Omega Ratio Rank: 7070
Omega Ratio Rank
PAVE.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
PAVE.L Martin Ratio Rank: 7474
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.

BRIP.L vs. PAVE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Global X U.S. Infrastructure Development UCITS ETF USD Accumulating (PAVE.L). 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.


BRIP.LPAVE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.21

1.42

-0.21

Calmar ratioReturn relative to maximum drawdown

1.57

4.56

-2.99

Martin ratioReturn relative to average drawdown

4.34

16.30

-11.96

BRIP.L vs. PAVE.L - Sharpe Ratio Comparison

The current BRIP.L Sharpe Ratio is 1.10, which is lower than the PAVE.L Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of BRIP.L and PAVE.L, 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

BRIP.L vs. PAVE.L - Drawdown Comparison

The maximum BRIP.L drawdown since its inception was -10.38%, smaller than the maximum PAVE.L drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for BRIP.L and PAVE.L.


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Drawdown Indicators


BRIP.LPAVE.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.38%

-28.27%

+17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-10.00%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-28.27%

Current Drawdown

Current decline from peak

-4.41%

0.00%

-4.41%

Average Drawdown

Average peak-to-trough decline

-2.60%

-5.43%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.81%

+0.93%

Volatility

BRIP.L vs. PAVE.L - Volatility Comparison

The current volatility for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) is 3.93%, while Global X U.S. Infrastructure Development UCITS ETF USD Accumulating (PAVE.L) has a volatility of 5.50%. This indicates that BRIP.L experiences smaller price fluctuations and is considered to be less risky than PAVE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRIP.LPAVE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

5.50%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

14.44%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

18.06%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

20.86%

-5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

20.86%

-5.87%

BRIP.L vs. PAVE.L - Expense Ratio Comparison

Both BRIP.L and PAVE.L have an expense ratio of 0.47%.


Dividends

BRIP.L vs. PAVE.L - Dividend Comparison

Neither BRIP.L nor PAVE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRIP.L and PAVE.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.47% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BRIP.L and PAVE.L have the same expense ratio: 0.47% per year.

BRIP.L tracks Mirae Asset European Infrastructure Development Index, while PAVE.L tracks Indxx U.S. Infrastructure Development v2 Index.

Portfolio Optimizer

Find the right allocation for BRIP.L and PAVE.L

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