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.
Performance
IDGT vs. BXSL - Performance Comparison
Returns By Period
In the year-to-date period, IDGT achieves a 26.49% return, which is significantly higher than BXSL's 23.91% return.
IDGT
26.49%
0.86%
17.92%
39.02%
9.07%
9.00%
BXSL
23.91%
0.67%
8.09%
22.93%
N/A
N/A
Key characteristics
| IDGT | BXSL | |
|---|---|---|
| Sharpe Ratio | 2.17 | 1.82 |
| Sortino Ratio | 2.96 | 2.48 |
| Omega Ratio | 1.38 | 1.32 |
| Calmar Ratio | 1.27 | 2.43 |
| Martin Ratio | 7.53 | 7.64 |
| Ulcer Index | 5.18% | 3.23% |
| Daily Std Dev | 17.97% | 13.56% |
| Max Drawdown | -77.95% | -36.85% |
| Current Drawdown | -3.47% | 0.00% |
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Correlation
The correlation between IDGT and BXSL is 0.23, 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.
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 1.34%, less than BXSL's 9.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 1.34% | 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 | 9.69% | 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) has a higher volatility of 5.54% compared to Blackstone Secured Lending Fund (BXSL) at 4.21%. This indicates that IDGT's price experiences larger fluctuations and is considered to be riskier than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.