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BRWM.L vs. INFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRWM.L vs. INFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Blackrock World Mining Trust plc (BRWM.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRWM.L achieves a 10.35% return, which is significantly lower than INFR.L's 13.17% return. Over the past 10 years, BRWM.L has outperformed INFR.L with an annualized return of 17.57%, while INFR.L has yielded a comparatively lower 7.01% annualized return.


BRWM.L

1D
-1.24%
1M
-9.87%
6M
-5.41%
YTD
10.35%
1Y
61.75%
3Y*
18.05%
5Y*
12.91%
10Y*
17.57%

INFR.L

1D
0.66%
1M
1.24%
6M
14.75%
YTD
13.17%
1Y
19.01%
3Y*
10.96%
5Y*
7.46%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRWM.L vs. INFR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRWM.L
Blackrock World Mining Trust plc
10.35%74.19%-12.62%-10.48%26.00%17.51%46.41%19.43%-10.72%24.34%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
13.17%5.13%10.76%-5.53%5.25%18.61%-5.27%20.12%3.61%4.58%

Correlation

The correlation between BRWM.L and INFR.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2006

0.35

The correlation between BRWM.L and INFR.L shifts across timeframes, from -0.07 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRWM.L vs. INFR.L — Risk / Return Rank

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

BRWM.L
BRWM.L Risk / Return Rank: 8585
Overall Rank
BRWM.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BRWM.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
BRWM.L Omega Ratio Rank: 8282
Omega Ratio Rank
BRWM.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
BRWM.L Martin Ratio Rank: 8888
Martin Ratio Rank

INFR.L
INFR.L Risk / Return Rank: 6868
Overall Rank
INFR.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 6161
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 6262
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.

BRWM.L vs. INFR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock World Mining Trust plc (BRWM.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.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.


BRWM.LINFR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.27

1.30

-0.02

Calmar ratioReturn relative to maximum drawdown

2.88

3.65

-0.76

Martin ratioReturn relative to average drawdown

8.63

8.65

-0.02

BRWM.L vs. INFR.L - Sharpe Ratio Comparison

The current BRWM.L Sharpe Ratio is 1.65, which is comparable to the INFR.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BRWM.L and INFR.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

BRWM.L vs. INFR.L - Drawdown Comparison

The maximum BRWM.L drawdown since its inception was -77.45%, which is greater than INFR.L's maximum drawdown of -64.87%. Use the drawdown chart below to compare losses from any high point for BRWM.L and INFR.L.


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Drawdown Indicators


BRWM.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.45%

-64.87%

-12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-5.19%

-16.12%

Max Drawdown (3Y)

Largest decline over 3 years

-32.66%

-11.19%

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-39.58%

-23.29%

-16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-26.75%

-15.24%

Current Drawdown

Current decline from peak

-15.90%

-1.36%

-14.54%

Average Drawdown

Average peak-to-trough decline

-27.94%

-24.37%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

2.19%

+4.94%

Volatility

BRWM.L vs. INFR.L - Volatility Comparison

Blackrock World Mining Trust plc (BRWM.L) has a higher volatility of 9.94% compared to iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) at 3.29%. This indicates that BRWM.L's price experiences larger fluctuations and is considered to be riskier than INFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRWM.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

3.29%

+6.65%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

9.07%

+22.39%

Volatility (1Y)

Calculated over the trailing 1-year period

37.39%

10.96%

+26.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.97%

12.32%

+17.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.31%

13.96%

+14.35%

Dividends

BRWM.L vs. INFR.L - Dividend Comparison

BRWM.L's dividend yield for the trailing twelve months is around 2.74%, more than INFR.L's 2.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BRWM.L
Blackrock World Mining Trust plc
2.74%2.86%6.96%6.81%6.24%4.04%4.21%5.48%4.58%4.53%5.35%11.60%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.02%2.25%2.32%2.43%2.05%1.89%2.21%2.15%2.27%2.72%2.57%3.09%

Frequently Asked Questions


BRWM.L and INFR.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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