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

Correlation

The correlation between IDGT and CLOU is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

IDGT vs. CLOU - 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 Global X Cloud Computing ETF (CLOU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IDGT:

0.76

CLOU:

0.40

Sortino Ratio

IDGT:

1.21

CLOU:

0.62

Omega Ratio

IDGT:

1.17

CLOU:

1.08

Calmar Ratio

IDGT:

0.81

CLOU:

0.20

Martin Ratio

IDGT:

2.75

CLOU:

0.86

Ulcer Index

IDGT:

6.68%

CLOU:

9.79%

Daily Std Dev

IDGT:

21.80%

CLOU:

27.97%

Max Drawdown

IDGT:

-77.95%

CLOU:

-52.92%

Current Drawdown

IDGT:

-9.17%

CLOU:

-28.74%

Returns By Period

In the year-to-date period, IDGT achieves a -3.57% return, which is significantly higher than CLOU's -7.72% return.


IDGT

YTD

-3.57%

1M

13.00%

6M

-2.66%

1Y

16.17%

5Y*

9.93%

10Y*

7.89%

CLOU

YTD

-7.72%

1M

12.92%

6M

-2.43%

1Y

11.39%

5Y*

3.68%

10Y*

N/A

*Annualized

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IDGT vs. CLOU - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than CLOU's 0.68% expense ratio.


Risk-Adjusted Performance

IDGT vs. CLOU — 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 7676
Overall Rank
The Sharpe Ratio Rank of IDGT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of IDGT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IDGT is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IDGT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IDGT is 7373
Martin Ratio Rank

CLOU
The Risk-Adjusted Performance Rank of CLOU is 4242
Overall Rank
The Sharpe Ratio Rank of CLOU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CLOU is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CLOU is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CLOU is 3636
Calmar Ratio Rank
The Martin Ratio Rank of CLOU is 3838
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. CLOU - 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 Global X Cloud Computing ETF (CLOU). 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.


The current IDGT Sharpe Ratio is 0.76, which is higher than the CLOU Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IDGT and CLOU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IDGT vs. CLOU - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 1.77%, while CLOU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.77%1.64%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.76%0.72%0.50%
CLOU
Global X Cloud Computing ETF
0.00%0.00%0.00%0.00%1.76%0.00%0.10%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDGT vs. CLOU - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than CLOU's maximum drawdown of -52.92%. Use the drawdown chart below to compare losses from any high point for IDGT and CLOU. For additional features, visit the drawdowns tool.


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Volatility

IDGT vs. CLOU - Volatility Comparison

The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 6.13%, while Global X Cloud Computing ETF (CLOU) has a volatility of 9.45%. This indicates that IDGT experiences smaller price fluctuations and is considered to be less risky than CLOU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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