GII vs. IFRA
Compare and contrast key facts about SPDR S&P Global Infrastructure ETF (GII) and iShares U.S. Infrastructure ETF (IFRA).
GII and IFRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GII is a passively managed fund by State Street that tracks the performance of the S&P Global Infrastructure. It was launched on Jan 25, 2007. IFRA is a passively managed fund by iShares that tracks the performance of the NYSE FactSet U.S. Infrastructure Index. It was launched on Apr 3, 2018. Both GII and IFRA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GII or IFRA.
Key characteristics
| GII | IFRA | |
|---|---|---|
| YTD Return | 16.99% | 25.96% |
| 1Y Return | 29.73% | 43.19% |
| 3Y Return (Ann) | 7.55% | 12.22% |
| 5Y Return (Ann) | 6.34% | 14.64% |
| Sharpe Ratio | 2.42 | 2.61 |
| Sortino Ratio | 3.35 | 3.75 |
| Omega Ratio | 1.43 | 1.46 |
| Calmar Ratio | 2.18 | 3.74 |
| Martin Ratio | 13.59 | 14.54 |
| Ulcer Index | 2.13% | 2.93% |
| Daily Std Dev | 11.95% | 16.33% |
| Max Drawdown | -50.97% | -41.06% |
| Current Drawdown | -2.08% | 0.00% |
Correlation
The correlation between GII and IFRA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GII vs. IFRA - Performance Comparison
In the year-to-date period, GII achieves a 16.99% return, which is significantly lower than IFRA's 25.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GII vs. IFRA - Expense Ratio Comparison
Both GII and IFRA have an expense ratio of 0.40%.
Risk-Adjusted Performance
GII vs. IFRA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Infrastructure ETF (GII) and iShares U.S. Infrastructure ETF (IFRA). 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.
Dividends
GII vs. IFRA - Dividend Comparison
GII's dividend yield for the trailing twelve months is around 3.35%, more than IFRA's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GII SPDR S&P Global Infrastructure ETF | 3.35% | 3.70% | 3.07% | 3.88% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% | 3.12% | 4.12% |
IFRA iShares U.S. Infrastructure ETF | 1.63% | 1.98% | 1.98% | 1.63% | 2.07% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GII vs. IFRA - Drawdown Comparison
The maximum GII drawdown since its inception was -50.97%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for GII and IFRA. For additional features, visit the drawdowns tool.
Volatility
GII vs. IFRA - Volatility Comparison
The current volatility for SPDR S&P Global Infrastructure ETF (GII) is 3.59%, while iShares U.S. Infrastructure ETF (IFRA) has a volatility of 5.80%. This indicates that GII experiences smaller price fluctuations and is considered to be less risky than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.