GII vs. TOLZ
Compare and contrast key facts about SPDR S&P Global Infrastructure ETF (GII) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ).
GII and TOLZ 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. TOLZ is a passively managed fund by ProShares that tracks the performance of the Dow Jones Brookfield Global Infrastructure Composite Index. It was launched on Mar 25, 2014. Both GII and TOLZ 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 TOLZ.
Key characteristics
| GII | TOLZ | |
|---|---|---|
| YTD Return | 14.98% | 13.62% |
| 1Y Return | 23.32% | 24.17% |
| 3Y Return (Ann) | 7.36% | 5.89% |
| 5Y Return (Ann) | 5.80% | 5.86% |
| 10Y Return (Ann) | 5.54% | 4.86% |
| Sharpe Ratio | 2.23 | 2.08 |
| Sortino Ratio | 3.10 | 2.97 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 2.57 | 1.76 |
| Martin Ratio | 12.46 | 10.72 |
| Ulcer Index | 2.15% | 2.25% |
| Daily Std Dev | 12.02% | 11.60% |
| Max Drawdown | -50.97% | -39.33% |
| Current Drawdown | -3.77% | -1.87% |
Correlation
The correlation between GII and TOLZ is 0.85, 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. TOLZ - Performance Comparison
In the year-to-date period, GII achieves a 14.98% return, which is significantly higher than TOLZ's 13.62% return. Over the past 10 years, GII has outperformed TOLZ with an annualized return of 5.54%, while TOLZ has yielded a comparatively lower 4.86% annualized 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. TOLZ - Expense Ratio Comparison
GII has a 0.40% expense ratio, which is lower than TOLZ's 0.46% expense ratio.
Risk-Adjusted Performance
GII vs. TOLZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Infrastructure ETF (GII) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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. TOLZ - Dividend Comparison
GII's dividend yield for the trailing twelve months is around 3.41%, which matches TOLZ's 3.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GII SPDR S&P Global Infrastructure ETF | 3.41% | 3.70% | 3.07% | 3.88% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% | 3.12% | 4.12% |
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 3.44% | 3.34% | 3.00% | 3.28% | 3.17% | 2.96% | 3.63% | 3.30% | 2.96% | 4.52% | 2.03% | 0.00% |
Drawdowns
GII vs. TOLZ - Drawdown Comparison
The maximum GII drawdown since its inception was -50.97%, which is greater than TOLZ's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for GII and TOLZ. For additional features, visit the drawdowns tool.
Volatility
GII vs. TOLZ - Volatility Comparison
SPDR S&P Global Infrastructure ETF (GII) has a higher volatility of 3.70% compared to ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) at 3.32%. This indicates that GII's price experiences larger fluctuations and is considered to be riskier than TOLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.