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IDGT vs. KMLM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDGT vs. KMLM - 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 KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDGT achieves a 48.60% return, which is significantly higher than KMLM's 7.82% return.


IDGT

1D
1.64%
1M
1.10%
YTD
48.60%
6M
47.03%
1Y
58.23%
3Y*
24.83%
5Y*
12.59%
10Y*
14.61%

KMLM

1D
0.58%
1M
-4.23%
YTD
7.82%
6M
7.66%
1Y
15.91%
3Y*
-0.44%
5Y*
4.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDGT vs. KMLM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
48.60%6.79%26.71%-6.09%-17.90%42.14%7.94%
KMLM
KFA Mount Lucas Index Strategy ETF
7.82%-2.98%-1.69%-5.66%30.61%7.04%5.74%

Correlation

The correlation between IDGT and KMLM is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

-0.08

The correlation between IDGT and KMLM shifts across timeframes, from -0.09 (5 years) to 0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDGT vs. KMLM — Risk / Return Rank

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

IDGT
IDGT Risk / Return Rank: 8686
Overall Rank
IDGT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8181
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8989
Martin Ratio Rank

KMLM
KMLM Risk / Return Rank: 4141
Overall Rank
KMLM Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 3939
Sortino Ratio Rank
KMLM Omega Ratio Rank: 3939
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4141
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDGT vs. KMLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDGTKMLMDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.46

1.25

+0.21

Calmar ratioReturn relative to maximum drawdown

6.49

1.99

+4.50

Martin ratioReturn relative to average drawdown

18.73

6.87

+11.86

IDGT vs. KMLM - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 2.75, which is higher than the KMLM Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IDGT and KMLM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDGT vs. KMLM - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than KMLM's maximum drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for IDGT and KMLM.


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Drawdown Indicators


IDGTKMLMDifference

Max Drawdown

Largest peak-to-trough decline

-77.95%

-27.47%

-50.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-8.04%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-22.28%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

-27.47%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-4.96%

-15.93%

+10.97%

Average Drawdown

Average peak-to-trough decline

-19.88%

-12.75%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.32%

+0.80%

Volatility

IDGT vs. KMLM - Volatility Comparison

iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) has a higher volatility of 9.03% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 2.95%. This indicates that IDGT's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDGTKMLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

2.95%

+6.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.48%

9.80%

+7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

11.38%

+9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.34%

14.58%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.38%

14.69%

+8.69%

IDGT vs. KMLM - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than KMLM's 0.90% expense ratio.


Dividends

IDGT vs. KMLM - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.72%, less than KMLM's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
KMLM
KFA Mount Lucas Index Strategy ETF
4.66%5.02%0.82%0.00%13.22%6.94%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDGT and KMLM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDGT has higher volatility (9.03%) compared to KMLM (2.95%). In terms of maximum drawdown, IDGT dropped -77.95% vs KMLM's -27.47%.

On 5-year performance, IDGT leads with 12.59% vs 4.70% for KMLM. On fees, IDGT is cheaper at 0.41% per year. On volatility, KMLM has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDGT has performed better with a 12.59% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDGT is cheaper with a 0.41% expense ratio, compared with 0.90% for KMLM.

KMLM has the higher dividend yield at 4.66%, compared with 0.72% for IDGT.

IDGT is categorized as Technology Equities, while KMLM is Systematic Trend. IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while KMLM tracks KFA MLM Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.41% for IDGT and 0.90% for KMLM.

IDGT currently has the higher Sharpe Ratio (2.75 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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