GGTL vs. IDGT

Last updated Jun 27, 2026

GGTL (Gabelli Global Technology Leaders ETF) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both Technology Equities funds. GGTL is actively managed, while IDGT is passively managed. Over the past 3 years, GGTL returned 20.48%/yr vs 21.94%/yr for IDGT. A 0.75 correlation means they provide meaningful diversification when combined. GGTL charges 0.90%/yr vs 0.41%/yr for IDGT.

Performance

GGTL vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Technology Leaders ETF (GGTL) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GGTL achieves a 22.19% return, which is significantly lower than IDGT's 41.24% return.

GGTL

• 1D: -2.11%
• 1M: -0.57%
• YTD: 22.19%
• 6M: 21.73%
• 1Y: 36.33%
• 3Y*: 20.48%
• 5Y*: —
• 10Y*: —

IDGT

• 1D: -1.16%
• 1M: -4.53%
• YTD: 41.24%
• 6M: 40.03%
• 1Y: 48.31%
• 3Y*: 21.94%
• 5Y*: 11.09%
• 10Y*: 14.33%

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

GGTL vs. IDGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GGTL Gabelli Global Technology Leaders ETF	22.19%	19.78%	11.07%	18.17%	-16.10%
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	41.24%	6.79%	26.71%	-6.09%	-17.06%

Correlation

The correlation between GGTL and IDGT is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jan 5, 2022	0.75

The correlation between GGTL and IDGT has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

GGTL vs. IDGT - Sectors Allocation Comparison

Sectors	GGTL	IDGT
Technology	55.5%	56.9%
Communication Services	2.9%	6.7%
Consumer Cyclical	0.9%	-
Industrials	0.1%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	35.5%
Utilities	-	-

Return for Risk

GGTL vs. IDGT — Risk / Return Rank

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

GGTL

GGTL Risk / Return Rank: 72
GGTL Sharpe Ratio Rank: 67
GGTL Sortino Ratio Rank: 62
GGTL Omega Ratio Rank: 68
GGTL Calmar Ratio Rank: 84
GGTL Martin Ratio Rank: 80

IDGT

IDGT Risk / Return Rank: 81
IDGT Sharpe Ratio Rank: 81
IDGT Sortino Ratio Rank: 75
IDGT Omega Ratio Rank: 75
IDGT Calmar Ratio Rank: 91
IDGT Martin Ratio Rank: 83

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.

GGTL vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Technology Leaders ETF (GGTL) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.

	GGTL	IDGT	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.27	-0.40
Sortino ratio: Return per unit of downside risk	2.48	2.94	-0.46
Omega ratio: Gain probability vs. loss probability	1.35	1.39	-0.04
Calmar ratio: Return relative to maximum drawdown	3.97	5.02	-1.05
Martin ratio: Return relative to average drawdown	13.25	14.73	-1.48

GGTL vs. IDGT - Sharpe Ratio Comparison

The current GGTL Sharpe Ratio is 1.87, which is comparable to the IDGT Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of GGTL and IDGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGTL vs. IDGT - Drawdown Comparison

The maximum GGTL drawdown since its inception was -23.65%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for GGTL and IDGT.

Drawdown Indicators

	GGTL	IDGT	Difference
Max Drawdown Largest peak-to-trough decline	-23.65%	-77.95%	+54.30%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	-9.67%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-21.46%	-23.74%	+2.28%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.88%	—
Current Drawdown Current decline from peak	-5.91%	-9.67%	+3.76%
Average Drawdown Average peak-to-trough decline	-7.39%	-19.88%	+12.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	3.29%	-0.54%

Volatility

GGTL vs. IDGT - Volatility Comparison

Gabelli Global Technology Leaders ETF (GGTL) has a higher volatility of 10.93% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 8.48%. This indicates that GGTL's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGTL	IDGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.93%	8.48%	+2.45%
Volatility (6M) Calculated over the trailing 6-month period	17.05%	17.76%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	19.59%	21.39%	-1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.21%	23.36%	-5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	23.28%	-5.07%

GGTL vs. IDGT - Expense Ratio Comparison

GGTL has a 0.90% expense ratio, which is higher than IDGT's 0.41% expense ratio.

Dividends

GGTL vs. IDGT - Dividend Comparison

GGTL's dividend yield for the trailing twelve months is around 0.85%, more than IDGT's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGTL Gabelli Global Technology Leaders ETF	0.85%	1.04%	0.75%	0.84%	0.78%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	0.76%	1.17%	1.64%	0.37%	0.30%	0.28%	0.60%	0.42%	0.65%	0.57%	0.75%	0.72%

Frequently Asked Questions

Can I hold both GGTL and IDGT in my portfolio?

GGTL and IDGT have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGTL or IDGT?

GGTL has higher volatility (10.93%) compared to IDGT (8.48%). In terms of maximum drawdown, GGTL dropped -23.65% vs IDGT's -77.95%.

Which ETF is better, GGTL or IDGT?

On 3-year performance, IDGT leads with 21.94% vs 20.48% for GGTL. On fees, IDGT is cheaper at 0.41% per year. On volatility, IDGT has been the lower-risk option at 8.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GGTL or IDGT?

Over the 3-year period, IDGT has performed better with a 21.94% return vs 20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GGTL or IDGT?

IDGT is cheaper with a 0.41% expense ratio, compared with 0.90% for GGTL.

Which ETF pays a higher dividend yield, GGTL or IDGT?

GGTL has the higher dividend yield at 0.85%, compared with 0.76% for IDGT.

What is the main difference between GGTL and IDGT?

They also come from different issuers: Gabelli and iShares. Their fees differ too: 0.90% for GGTL and 0.41% for IDGT.

Which has better risk-adjusted returns?

IDGT currently has the higher Sharpe Ratio (2.27 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.