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GLIX vs. ELFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLIX vs. ELFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Listed Infrastructure ETF (GLIX) and ALPS Electrification Infrastructure ETF (ELFY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLIX achieves a 11.10% return, which is significantly lower than ELFY's 16.38% return.


GLIX

1D
-0.46%
1M
-2.25%
6M
8.18%
YTD
11.10%
1Y
3Y*
5Y*
10Y*
ALL TIME*

ELFY

1D
0.09%
1M
-5.18%
6M
7.95%
YTD
16.38%
1Y
22.14%
3Y*
5Y*
10Y*
ALL TIME*
41.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.92M$2.39M$2.21M
$123.00K$897.80K$447.88K

GLIX vs. ELFY - Yearly Performance Comparison


Correlation

The correlation between GLIX and ELFY is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.25

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Return for Risk

GLIX vs. ELFY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ELFY
ELFY Risk / Return Rank: 4343
Overall Rank
ELFY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ELFY Sortino Ratio Rank: 4040
Sortino Ratio Rank
ELFY Omega Ratio Rank: 3939
Omega Ratio Rank
ELFY Calmar Ratio Rank: 4343
Calmar Ratio Rank
ELFY Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLIX vs. ELFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Listed Infrastructure ETF (GLIX) and ALPS Electrification Infrastructure ETF (ELFY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLIXELFYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.56

Martin ratioReturn relative to average drawdown

5.72

GLIX vs. ELFY - Sharpe Ratio Comparison


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Drawdowns

GLIX vs. ELFY - Drawdown Comparison

The maximum GLIX drawdown since its inception was -7.82%, smaller than the maximum ELFY drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for GLIX and ELFY.


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Drawdown Indicators


GLIXELFYDifference

Max Drawdown

Largest peak-to-trough decline

-7.82%

-13.61%

+5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

Current Drawdown

Current decline from peak

-2.47%

-10.44%

+7.97%

Average Drawdown

Average peak-to-trough decline

-1.92%

-2.10%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

Volatility

GLIX vs. ELFY - Volatility Comparison


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Volatility by Period


GLIXELFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

Volatility (6M)

Calculated over the trailing 6-month period

17.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

20.75%

-8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

20.06%

-8.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.87%

20.06%

-8.19%

GLIX vs. ELFY - Expense Ratio Comparison

GLIX has a 0.96% expense ratio, which is higher than ELFY's 0.50% expense ratio.


Dividends

GLIX vs. ELFY - Dividend Comparison

GLIX's dividend yield for the trailing twelve months is around 2.04%, more than ELFY's 1.05% yield.


Frequently Asked Questions


GLIX and ELFY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELFY is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELFY is cheaper with a 0.50% expense ratio, compared with 0.96% for GLIX.

GLIX has the higher dividend yield at 2.04%, compared with 1.05% for ELFY.

They also come from different issuers: Lazard and ALPS. Their fees differ too: 0.96% for GLIX and 0.50% for ELFY.

Portfolio Optimizer

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