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

Performance

DPGC.L vs. INFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.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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Different Trading Currencies

DPGC.L is traded in GBP, while INFR.L is traded in GBp. To make them comparable, the INFR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPGC.L achieves a 10.15% return, which is significantly higher than INFR.L's 9.41% return.


DPGC.L

1D
0.33%
1M
4.67%
YTD
10.15%
6M
9.90%
1Y
3Y*
5Y*
10Y*

INFR.L

1D
0.88%
1M
-2.27%
YTD
9.41%
6M
7.19%
1Y
16.51%
3Y*
9.51%
5Y*
7.53%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DPGC.L and INFR.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.19

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Return for Risk

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

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

DPGC.L

INFR.L
INFR.L Risk / Return Rank: 4747
Overall Rank
INFR.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 4242
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.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.


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

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


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Sharpe Ratios by Period


DPGC.LINFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

3.22

0.52

+2.70

Drawdowns

DPGC.L vs. INFR.L - Drawdown Comparison

The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum INFR.L drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for DPGC.L and INFR.L.


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Drawdown Indicators


DPGC.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.24%

-34.25%

+28.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

Max Drawdown (3Y)

Largest decline over 3 years

-11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

Max Drawdown (10Y)

Largest decline over 10 years

-26.75%

Current Drawdown

Current decline from peak

0.00%

-3.80%

+3.80%

Average Drawdown

Average peak-to-trough decline

-1.26%

-6.12%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

DPGC.L vs. INFR.L - Volatility Comparison


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Volatility by Period


DPGC.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

10.34%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.15%

12.24%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

14.09%

-4.94%

DPGC.L vs. INFR.L - Expense Ratio Comparison

DPGC.L has a 0.26% expense ratio, which is lower than INFR.L's 0.65% expense ratio.


Dividends

DPGC.L vs. INFR.L - Dividend Comparison

DPGC.L has not paid dividends to shareholders, while INFR.L's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM20252024202320222021202020192018201720162015
DPGC.L
Dimensional Global Core Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.82%2.97%2.96%3.02%2.54%2.60%2.84%2.70%2.99%3.51%3.45%4.75%

Frequently Asked Questions


DPGC.L and INFR.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DPGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DPGC.L is cheaper with a 0.26% expense ratio, compared with 0.65% for INFR.L.

DPGC.L is categorized as Global Equities, while INFR.L is Utilities Equities. They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.26% for DPGC.L and 0.65% for INFR.L.

Portfolio Optimizer

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