PortfoliosLab logoPortfoliosLab logo
IDGT vs. WFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDGT vs. WFH - 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 Direxion Work From Home ETF (WFH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IDGT

1D
0.48%
1M
7.28%
YTD
54.64%
6M
51.00%
1Y
62.97%
3Y*
26.10%
5Y*
13.41%
10Y*
14.39%

WFH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDGT vs. WFH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
54.64%6.79%26.71%-6.09%-17.90%42.14%23.47%
WFH
Direxion Work From Home ETF
0.00%15.47%18.55%35.75%-45.26%10.77%34.26%

Correlation

The correlation between IDGT and WFH is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.57

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

0.67

Over the past year, the correlation between IDGT and WFH has dropped to 0.33 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

IDGT vs. WFH - Sectors Allocation Comparison


Sectors
IDGT
WFH

Technology

60.7%
86.2%

Real Estate

34.3%

-

Communication Services

4.8%
9.4%

Basic Materials

-

-

Consumer Cyclical

-

2.3%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

2.2%

Utilities

-

-

Technology

IDGT
60.7%
WFH
86.2%

Real Estate

IDGT
34.3%
WFH

-

Communication Services

IDGT
4.8%
WFH
9.4%

Basic Materials

IDGT

-

WFH

-

Consumer Cyclical

IDGT

-

WFH
2.3%

Consumer Defensive

IDGT

-

WFH

-

Energy

IDGT

-

WFH

-

Financial Services

IDGT

-

WFH

-

Healthcare

IDGT

-

WFH

-

Industrials

IDGT

-

WFH
2.2%

Utilities

IDGT

-

WFH

-

Compare stocks, funds, or ETFs

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


Return for Risk

IDGT vs. WFH — Risk / Return Rank

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

IDGT
IDGT Risk / Return Rank: 9090
Overall Rank
IDGT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8686
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9292
Martin Ratio Rank

WFH
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. WFH - 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 Direxion Work From Home ETF (WFH). 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.


IDGTWFHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

7.49

Martin ratioReturn relative to average drawdown

22.44

IDGT vs. WFH - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IDGTWFHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

Drawdowns

IDGT vs. WFH - Drawdown Comparison


Loading charts...

Drawdown Indicators


IDGTWFHDifference

Max Drawdown

Largest peak-to-trough decline

-77.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-1.10%

Average Drawdown

Average peak-to-trough decline

-19.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

IDGT vs. WFH - Volatility Comparison


Loading charts...

Volatility by Period


IDGTWFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

IDGT vs. WFH - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than WFH's 0.45% expense ratio.


Dividends

IDGT vs. WFH - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.72%, less than WFH's 0.91% 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%
WFH
Direxion Work From Home ETF
0.91%0.94%0.50%0.67%0.42%0.79%0.86%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDGT and WFH have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDGT is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDGT is cheaper with a 0.41% expense ratio, compared with 0.45% for WFH.

WFH has the higher dividend yield at 0.91%, compared with 0.72% for IDGT.

IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while WFH tracks Solactive Remote Work Index. They also come from different issuers: iShares and Direxion. Their fees differ too: 0.41% for IDGT and 0.45% for WFH.

Portfolio Optimizer

Find the right allocation for IDGT and WFH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer