PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IDGT vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDGT and BXSL is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
1.80%
47.58%
IDGT
BXSL

Key characteristics

Sharpe Ratio

IDGT:

0.29

BXSL:

0.12

Sortino Ratio

IDGT:

0.53

BXSL:

0.30

Omega Ratio

IDGT:

1.07

BXSL:

1.04

Calmar Ratio

IDGT:

0.28

BXSL:

0.13

Martin Ratio

IDGT:

1.08

BXSL:

0.54

Ulcer Index

IDGT:

5.87%

BXSL:

4.75%

Daily Std Dev

IDGT:

21.48%

BXSL:

20.68%

Max Drawdown

IDGT:

-77.95%

BXSL:

-36.80%

Current Drawdown

IDGT:

-17.39%

BXSL:

-15.92%

Returns By Period

In the year-to-date period, IDGT achieves a -12.30% return, which is significantly lower than BXSL's -10.22% return.


IDGT

YTD

-12.30%

1M

-8.12%

6M

-12.24%

1Y

6.90%

5Y*

8.75%

10Y*

7.19%

BXSL

YTD

-10.22%

1M

-11.10%

6M

-2.34%

1Y

1.63%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IDGT vs. BXSL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDGT
The Risk-Adjusted Performance Rank of IDGT is 5454
Overall Rank
The Sharpe Ratio Rank of IDGT is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of IDGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of IDGT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IDGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of IDGT is 5353
Martin Ratio Rank

BXSL
The Risk-Adjusted Performance Rank of BXSL is 5656
Overall Rank
The Sharpe Ratio Rank of BXSL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.29, compared to the broader market-1.000.001.002.003.004.00
IDGT: 0.29
BXSL: 0.12
The chart of Sortino ratio for IDGT, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.00
IDGT: 0.53
BXSL: 0.30
The chart of Omega ratio for IDGT, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
IDGT: 1.07
BXSL: 1.04
The chart of Calmar ratio for IDGT, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
IDGT: 0.28
BXSL: 0.13
The chart of Martin ratio for IDGT, currently valued at 1.07, compared to the broader market0.0020.0040.0060.00
IDGT: 1.08
BXSL: 0.54

The current IDGT Sharpe Ratio is 0.29, which is higher than the BXSL Sharpe Ratio of 0.12. 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.29
0.12
IDGT
BXSL

Dividends

IDGT vs. BXSL - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 1.95%, less than BXSL's 10.87% yield.


TTM20242023202220212020201920182017201620152014
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.95%1.64%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.76%0.72%0.50%
BXSL
Blackstone Secured Lending Fund
10.87%9.53%10.64%13.02%1.56%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%NovemberDecember2025FebruaryMarchApril
-17.39%
-15.92%
IDGT
BXSL

Volatility

IDGT vs. BXSL - Volatility Comparison

The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 11.99%, while Blackstone Secured Lending Fund (BXSL) has a volatility of 14.58%. This indicates that IDGT experiences smaller price fluctuations and is considered to be less risky than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.99%
14.58%
IDGT
BXSL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab