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GII vs. NFRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GII and NFRA is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

GII vs. NFRA - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
118.99%
97.56%
GII
NFRA

Key characteristics

Sharpe Ratio

GII:

1.59

NFRA:

1.18

Sortino Ratio

GII:

2.14

NFRA:

1.68

Omega Ratio

GII:

1.31

NFRA:

1.23

Calmar Ratio

GII:

2.67

NFRA:

1.67

Martin Ratio

GII:

9.89

NFRA:

4.58

Ulcer Index

GII:

2.37%

NFRA:

3.34%

Daily Std Dev

GII:

14.78%

NFRA:

13.00%

Max Drawdown

GII:

-50.98%

NFRA:

-32.49%

Current Drawdown

GII:

0.00%

NFRA:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with GII having a 8.62% return and NFRA slightly lower at 8.38%. Over the past 10 years, GII has outperformed NFRA with an annualized return of 6.13%, while NFRA has yielded a comparatively lower 5.09% annualized return.


GII

YTD

8.62%

1M

4.06%

6M

5.20%

1Y

22.93%

5Y*

12.68%

10Y*

6.13%

NFRA

YTD

8.38%

1M

2.02%

6M

2.33%

1Y

15.48%

5Y*

7.38%

10Y*

5.09%

*Annualized

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GII vs. NFRA - Expense Ratio Comparison

GII has a 0.40% expense ratio, which is lower than NFRA's 0.47% expense ratio.


Expense ratio chart for NFRA: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NFRA: 0.47%
Expense ratio chart for GII: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GII: 0.40%

Risk-Adjusted Performance

GII vs. NFRA — Risk-Adjusted Performance Rank

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

GII
The Risk-Adjusted Performance Rank of GII is 9292
Overall Rank
The Sharpe Ratio Rank of GII is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of GII is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GII is 9090
Omega Ratio Rank
The Calmar Ratio Rank of GII is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GII is 9393
Martin Ratio Rank

NFRA
The Risk-Adjusted Performance Rank of NFRA is 8585
Overall Rank
The Sharpe Ratio Rank of NFRA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NFRA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of NFRA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of NFRA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NFRA is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GII vs. NFRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Infrastructure ETF (GII) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). 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.


The chart of Sharpe ratio for GII, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.00
GII: 1.59
NFRA: 1.18
The chart of Sortino ratio for GII, currently valued at 2.14, compared to the broader market-2.000.002.004.006.008.00
GII: 2.14
NFRA: 1.68
The chart of Omega ratio for GII, currently valued at 1.31, compared to the broader market0.501.001.502.002.50
GII: 1.31
NFRA: 1.23
The chart of Calmar ratio for GII, currently valued at 2.67, compared to the broader market0.002.004.006.008.0010.0012.00
GII: 2.67
NFRA: 1.67
The chart of Martin ratio for GII, currently valued at 9.89, compared to the broader market0.0020.0040.0060.00
GII: 9.89
NFRA: 4.58

The current GII Sharpe Ratio is 1.59, which is higher than the NFRA Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GII and NFRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.59
1.18
GII
NFRA

Dividends

GII vs. NFRA - Dividend Comparison

GII's dividend yield for the trailing twelve months is around 2.97%, less than NFRA's 3.10% yield.


TTM20242023202220212020201920182017201620152014
GII
SPDR S&P Global Infrastructure ETF
2.97%3.23%5.94%3.07%3.88%2.66%3.39%3.31%3.38%3.11%3.54%3.12%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
3.10%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%3.01%

Drawdowns

GII vs. NFRA - Drawdown Comparison

The maximum GII drawdown since its inception was -50.98%, which is greater than NFRA's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for GII and NFRA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril00
GII
NFRA

Volatility

GII vs. NFRA - Volatility Comparison

SPDR S&P Global Infrastructure ETF (GII) has a higher volatility of 9.13% compared to FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) at 8.29%. This indicates that GII's price experiences larger fluctuations and is considered to be riskier than NFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.13%
8.29%
GII
NFRA