IDGT vs. BXSL
Compare and contrast key facts about iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Blackstone Secured Lending Fund (BXSL).
IDGT is a passively managed fund by iShares that tracks the performance of the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDGT or BXSL.
Key characteristics
| IDGT | BXSL | |
|---|---|---|
| YTD Return | 22.77% | 20.40% |
| 1Y Return | 39.75% | 23.24% |
| 3Y Return (Ann) | 0.68% | 9.83% |
| Sharpe Ratio | 2.13 | 1.66 |
| Sortino Ratio | 2.90 | 2.30 |
| Omega Ratio | 1.38 | 1.29 |
| Calmar Ratio | 1.19 | 2.24 |
| Martin Ratio | 7.63 | 7.05 |
| Ulcer Index | 5.14% | 3.22% |
| Daily Std Dev | 18.41% | 13.65% |
| Max Drawdown | -77.95% | -36.85% |
| Current Drawdown | -6.31% | -2.19% |
Correlation
The correlation between IDGT and BXSL is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IDGT vs. BXSL - Performance Comparison
In the year-to-date period, IDGT achieves a 22.77% return, which is significantly higher than BXSL's 20.40% 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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Risk-Adjusted Performance
IDGT vs. BXSL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Blackstone Secured Lending Fund (BXSL). 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
IDGT vs. BXSL - Dividend Comparison
IDGT's dividend yield for the trailing twelve months is around 1.38%, less than BXSL's 9.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 1.38% | 0.37% | 0.30% | 0.22% | 0.60% | 0.42% | 0.65% | 0.57% | 0.76% | 0.72% | 0.50% | 0.38% |
BXSL Blackstone Secured Lending Fund | 9.98% | 10.64% | 13.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDGT vs. BXSL - Drawdown Comparison
The maximum IDGT drawdown since its inception was -77.95%, which is greater than BXSL's maximum drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for IDGT and BXSL. For additional features, visit the drawdowns tool.
Volatility
IDGT vs. BXSL - Volatility Comparison
iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Blackstone Secured Lending Fund (BXSL) have volatilities of 4.47% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.