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IDGT vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

IDGT vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Blackstone Secured Lending Fund (BXSL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.16%
6.84%
IDGT
BXSL

Key characteristics

Sharpe Ratio

IDGT:

1.41

BXSL:

1.81

Sortino Ratio

IDGT:

1.99

BXSL:

2.45

Omega Ratio

IDGT:

1.26

BXSL:

1.32

Calmar Ratio

IDGT:

1.03

BXSL:

2.66

Martin Ratio

IDGT:

4.98

BXSL:

7.77

Ulcer Index

IDGT:

5.22%

BXSL:

3.19%

Daily Std Dev

IDGT:

18.39%

BXSL:

13.75%

Max Drawdown

IDGT:

-77.95%

BXSL:

-36.80%

Current Drawdown

IDGT:

-6.44%

BXSL:

-2.27%

Returns By Period

In the year-to-date period, IDGT achieves a 25.72% return, which is significantly higher than BXSL's 24.18% return.


IDGT

YTD

25.72%

1M

2.66%

6M

15.16%

1Y

27.94%

5Y*

8.50%

10Y*

8.60%

BXSL

YTD

24.18%

1M

1.18%

6M

6.84%

1Y

25.93%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for IDGT, currently valued at 1.41, compared to the broader market0.002.004.001.411.81
The chart of Sortino ratio for IDGT, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.992.45
The chart of Omega ratio for IDGT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.32
The chart of Calmar ratio for IDGT, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.032.66
The chart of Martin ratio for IDGT, currently valued at 4.98, compared to the broader market0.0020.0040.0060.0080.00100.004.987.77
IDGT
BXSL

The current IDGT Sharpe Ratio is 1.41, which is comparable to the BXSL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IDGT and BXSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.41
1.81
IDGT
BXSL

Dividends

IDGT vs. BXSL - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 1.29%, less than BXSL's 9.67% yield.


TTM20232022202120202019201820172016201520142013
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.29%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
9.67%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 -36.80%. Use the drawdown chart below to compare losses from any high point for IDGT and BXSL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.44%
-2.27%
IDGT
BXSL

Volatility

IDGT vs. BXSL - Volatility Comparison

iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) has a higher volatility of 6.71% compared to Blackstone Secured Lending Fund (BXSL) at 4.40%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
4.40%
IDGT
BXSL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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