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EVX vs. IGF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVX vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Environmental Services ETF (EVX) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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EVX vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVX
VanEck Vectors Environmental Services ETF
1.28%11.72%12.99%12.97%-10.58%27.47%13.28%28.41%-3.82%16.05%
IGF
iShares Global Infrastructure ETF
9.19%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

Returns By Period

In the year-to-date period, EVX achieves a 1.28% return, which is significantly lower than IGF's 9.19% return. Over the past 10 years, EVX has outperformed IGF with an annualized return of 12.14%, while IGF has yielded a comparatively lower 8.80% annualized return.


EVX

1D
1.92%
1M
-8.00%
YTD
1.28%
6M
-0.39%
1Y
9.47%
3Y*
10.57%
5Y*
7.99%
10Y*
12.14%

IGF

1D
0.80%
1M
-3.42%
YTD
9.19%
6M
11.40%
1Y
26.64%
3Y*
15.76%
5Y*
11.38%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVX vs. IGF - Expense Ratio Comparison

EVX has a 0.55% expense ratio, which is higher than IGF's 0.39% expense ratio.


Return for Risk

EVX vs. IGF — Risk / Return Rank

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

EVX
EVX Risk / Return Rank: 3232
Overall Rank
EVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EVX Omega Ratio Rank: 3030
Omega Ratio Rank
EVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVX Martin Ratio Rank: 3131
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 9393
Overall Rank
IGF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9393
Sortino Ratio Rank
IGF Omega Ratio Rank: 9494
Omega Ratio Rank
IGF Calmar Ratio Rank: 9191
Calmar Ratio Rank
IGF Martin Ratio Rank: 9595
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.

EVX vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and iShares Global Infrastructure ETF (IGF). 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.


EVXIGFDifference

Sharpe ratio

Return per unit of total volatility

0.57

2.10

-1.53

Sortino ratio

Return per unit of downside risk

0.90

2.77

-1.88

Omega ratio

Gain probability vs. loss probability

1.12

1.42

-0.31

Calmar ratio

Return relative to maximum drawdown

0.87

3.10

-2.23

Martin ratio

Return relative to average drawdown

2.52

15.62

-13.10

EVX vs. IGF - Sharpe Ratio Comparison

The current EVX Sharpe Ratio is 0.57, which is lower than the IGF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EVX and IGF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EVXIGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.10

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.82

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.53

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.24

+0.19

Correlation

The correlation between EVX and IGF is 0.57, 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

EVX vs. IGF - Dividend Comparison

EVX's dividend yield for the trailing twelve months is around 0.18%, less than IGF's 2.95% yield.


TTM20252024202320222021202020192018201720162015
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%
IGF
iShares Global Infrastructure ETF
2.95%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Drawdowns

EVX vs. IGF - Drawdown Comparison

The maximum EVX drawdown since its inception was -55.91%, roughly equal to the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for EVX and IGF.


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Drawdown Indicators


EVXIGFDifference

Max Drawdown

Largest peak-to-trough decline

-55.91%

-58.33%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-8.74%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-20.83%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-42.11%

+1.10%

Current Drawdown

Current decline from peak

-8.50%

-3.42%

-5.08%

Average Drawdown

Average peak-to-trough decline

-8.78%

-11.96%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

1.74%

+2.25%

Volatility

EVX vs. IGF - Volatility Comparison

VanEck Vectors Environmental Services ETF (EVX) has a higher volatility of 5.00% compared to iShares Global Infrastructure ETF (IGF) at 4.25%. This indicates that EVX's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVXIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.25%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

7.33%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

12.73%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

13.89%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

16.81%

+3.42%