GII vs. BILT
GII (SPDR S&P Global Infrastructure ETF) and BILT (iShares Infrastructure Active ETF) are both Utilities Equities funds. GII is passively managed, while BILT is actively managed. Their correlation of 0.82 suggests significant overlap in exposure. GII charges 0.40%/yr vs 0.60%/yr for BILT.
Performance
GII vs. BILT - Performance Comparison
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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*
- —
GII vs. BILT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GII SPDR S&P Global Infrastructure ETF | 8.32% | 5.63% |
BILT iShares Infrastructure Active ETF | 12.84% | 3.99% |
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
GII
BILT
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.
| GII | BILT | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GII | BILT | Difference | |
|---|---|---|---|
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
| GII | BILT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.03% | -1.97% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -1.44% | -10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
Volatility
GII vs. BILT - Volatility Comparison
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Volatility by Period
| GII | BILT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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