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GII vs. BILT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GII vs. BILT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Infrastructure ETF (GII) and iShares Infrastructure Active ETF (BILT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GII achieves a 8.32% return, which is significantly lower than BILT's 12.84% return.


GII

1D
0.54%
1M
-2.15%
YTD
8.32%
6M
8.21%
1Y
15.99%
3Y*
16.21%
5Y*
10.23%
10Y*
8.29%

BILT

1D
0.40%
1M
-1.04%
YTD
12.84%
6M
12.40%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GII vs. BILT - Yearly Performance Comparison


Correlation

The correlation between GII and BILT is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.82

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Return for Risk

GII vs. BILT — Risk / Return Rank

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

GII
GII Risk / Return Rank: 4747
Overall Rank
GII Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GII Sortino Ratio Rank: 4242
Sortino Ratio Rank
GII Omega Ratio Rank: 4343
Omega Ratio Rank
GII Calmar Ratio Rank: 5656
Calmar Ratio Rank
GII Martin Ratio Rank: 5050
Martin Ratio Rank

BILT
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.

GII vs. BILT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Infrastructure ETF (GII) and iShares Infrastructure Active ETF (BILT). 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.


GIIBILTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.70

Martin ratioReturn relative to average drawdown

8.34

GII vs. BILT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GIIBILTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

2.05

-1.76

Drawdowns

GII vs. BILT - Drawdown Comparison

The maximum GII drawdown since its inception was -50.98%, which is greater than BILT's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for GII and BILT.


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Drawdown Indicators


GIIBILTDifference

Max Drawdown

Largest peak-to-trough decline

-50.98%

-5.38%

-45.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

Max Drawdown (10Y)

Largest decline over 10 years

-42.84%

Current Drawdown

Current decline from peak

-4.03%

-1.97%

-2.06%

Average Drawdown

Average peak-to-trough decline

-11.52%

-1.44%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

GII vs. BILT - Volatility Comparison


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Volatility by Period


GIIBILTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

10.26%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

10.26%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

10.26%

+6.88%

GII vs. BILT - Expense Ratio Comparison

GII has a 0.40% expense ratio, which is lower than BILT's 0.60% expense ratio.


Dividends

GII vs. BILT - Dividend Comparison

GII's dividend yield for the trailing twelve months is around 2.70%, more than BILT's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
BILT
iShares Infrastructure Active ETF
1.33%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GII
SPDR S&P Global Infrastructure ETF
2.70%3.17%3.23%3.70%3.07%2.37%2.66%3.39%3.31%3.38%3.11%3.54%

Frequently Asked Questions


GII and BILT have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GII is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GII is cheaper with a 0.40% expense ratio, compared with 0.60% for BILT.

GII has the higher dividend yield at 2.70%, compared with 1.33% for BILT.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for GII and 0.60% for BILT.

Portfolio Optimizer

Find the right allocation for GII and BILT

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