GBLD vs. PFFR

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI Green Building ETF (GBLD) and InfraCap REIT Preferred ETF (PFFR).

GBLD and PFFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GBLD is a passively managed fund by Invesco that tracks the performance of the MSCI Global Green Building Index. It was launched on Apr 22, 2021. PFFR is a passively managed fund by Virtus Investment Partners that tracks the performance of the Indxx REIT Preferred Stock Index. It was launched on Feb 7, 2017. Both GBLD and PFFR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GBLD vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Green Building ETF (GBLD) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

GBLD vs. PFFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GBLD Invesco MSCI Green Building ETF	4.52%	17.95%	-5.63%	6.39%	-21.69%	-2.45%
PFFR InfraCap REIT Preferred ETF	-2.40%	5.36%	7.12%	21.04%	-23.90%	1.37%

Returns By Period

GBLD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PFFR

• 1D: -0.17%
• 1M: -2.57%
• YTD: -2.40%
• 6M: -5.09%
• 1Y: 2.74%
• 3Y*: 9.17%
• 5Y*: 0.66%
• 10Y*: —

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

GBLD vs. PFFR - Expense Ratio Comparison

GBLD has a 0.39% expense ratio, which is lower than PFFR's 0.45% expense ratio.

PFFR

InfraCap REIT Preferred ETF

GBLD

Invesco MSCI Green Building ETF

Return for Risk

GBLD vs. PFFR — Risk / Return Rank

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

PFFR

PFFR Risk / Return Rank: 19
PFFR Sharpe Ratio Rank: 20
PFFR Sortino Ratio Rank: 18
PFFR Omega Ratio Rank: 17
PFFR Calmar Ratio Rank: 22
PFFR Martin Ratio Rank: 19

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.

GBLD vs. PFFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Green Building ETF (GBLD) and InfraCap REIT Preferred ETF (PFFR). 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.

Sharpe Ratios by Period

	GBLD	PFFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.32	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.14	—

Correlation

The correlation between GBLD and PFFR is 0.45, 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

GBLD vs. PFFR - Dividend Comparison

GBLD's dividend yield for the trailing twelve months is around 3.45%, less than PFFR's 8.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GBLD Invesco MSCI Green Building ETF	3.45%	3.27%	5.34%	6.60%	3.79%	3.16%	0.00%	0.00%	0.00%	0.00%
PFFR InfraCap REIT Preferred ETF	8.41%	7.99%	7.78%	7.72%	8.60%	6.08%	6.11%	5.77%	6.48%	6.59%

Drawdowns

Drawdown Indicators

	GBLD	PFFR	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.02%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-6.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.80%	—
Current Drawdown Current decline from peak	—	-6.14%	—
Average Drawdown Average peak-to-trough decline	—	-7.07%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.68%	—

Volatility

Volatility by Period

	GBLD	PFFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	8.57%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	10.38%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.69%	—