GLIX vs. GII
GLIX (Lazard Listed Infrastructure ETF) and GII (SPDR S&P Global Infrastructure ETF) are both Utilities Equities funds. GLIX is actively managed, while GII is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. GLIX charges 0.96%/yr vs 0.40%/yr for GII.
Performance
GLIX vs. GII - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLIX achieves a 11.86% return, which is significantly higher than GII's 9.45% return.
GLIX
- 1D
- 0.57%
- 1M
- 1.47%
- YTD
- 11.86%
- 6M
- 12.25%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GII
- 1D
- -0.06%
- 1M
- -0.25%
- YTD
- 9.45%
- 6M
- 8.82%
- 1Y
- 17.64%
- 3Y*
- 16.77%
- 5Y*
- 10.67%
- 10Y*
- 8.70%
GLIX vs. GII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLIX Lazard Listed Infrastructure ETF | 11.86% | 0.49% |
GII SPDR S&P Global Infrastructure ETF | 9.45% | 1.28% |
Correlation
The correlation between GLIX and GII is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.67 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLIX vs. GII — Risk / Return Rank
GLIX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GII
GLIX vs. GII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Listed Infrastructure ETF (GLIX) and SPDR S&P Global Infrastructure ETF (GII). 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.
| GLIX | GII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.98 | — |
| Martin ratioReturn relative to average drawdown | — | 8.50 | — |
Loading charts...
Drawdowns
GLIX vs. GII - Drawdown Comparison
The maximum GLIX drawdown since its inception was -7.82%, smaller than the maximum GII drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for GLIX and GII.
Loading charts...
Drawdown Indicators
| GLIX | GII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.82% | -50.98% | +43.16% |
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 | -1.55% | -3.03% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -11.49% | +9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.08% | — |
Volatility
GLIX vs. GII - Volatility Comparison
Loading charts...
Volatility by Period
| GLIX | GII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 10.86% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 14.09% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.88% | 17.08% | -5.20% |
GLIX vs. GII - Expense Ratio Comparison
GLIX has a 0.96% expense ratio, which is higher than GII's 0.40% expense ratio.
Dividends
GLIX vs. GII - Dividend Comparison
GLIX's dividend yield for the trailing twelve months is around 2.03%, less than GII's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GII SPDR S&P Global Infrastructure ETF | 2.67% | 3.17% | 3.23% | 3.70% | 3.07% | 2.37% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% |
GLIX Lazard Listed Infrastructure ETF | 2.03% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GLIX and GII have a correlation of 0.67, 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 0.96% for GLIX.
GII has the higher dividend yield at 2.67%, compared with 2.03% for GLIX.
They also come from different issuers: Lazard and State Street. Their fees differ too: 0.96% for GLIX and 0.40% for GII.
Find the right allocation for GLIX and GII
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer