PortfoliosLab logoPortfoliosLab logo
IFGL vs. HAUZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFGL vs. HAUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Real Estate ETF (IFGL) and Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IFGL vs. HAUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%20.00%
HAUZ
Xtrackers International Real Estate ETF
-2.65%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%

Returns By Period

The year-to-date returns for both investments are quite close, with IFGL having a -2.67% return and HAUZ slightly higher at -2.65%. Over the past 10 years, IFGL has underperformed HAUZ with an annualized return of 1.66%, while HAUZ has yielded a comparatively higher 3.79% annualized return.


IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%

HAUZ

1D
2.68%
1M
-11.73%
YTD
-2.65%
6M
-1.65%
1Y
16.33%
3Y*
6.84%
5Y*
-0.15%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IFGL vs. HAUZ - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than HAUZ's 0.10% expense ratio.


Return for Risk

IFGL vs. HAUZ — Risk / Return Rank

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

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 5757
Overall Rank
HAUZ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 5959
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 4646
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 5252
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.

IFGL vs. HAUZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and Xtrackers International Real Estate ETF (HAUZ). 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.


IFGLHAUZDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.11

+0.13

Sortino ratio

Return per unit of downside risk

1.76

1.57

+0.18

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.17

1.14

+0.03

Martin ratio

Return relative to average drawdown

5.14

4.84

+0.29

IFGL vs. HAUZ - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 1.24, which is comparable to the HAUZ Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IFGL and HAUZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IFGLHAUZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.11

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.01

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.22

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.18

-0.14

Correlation

The correlation between IFGL and HAUZ is 0.72, 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.


Dividends

IFGL vs. HAUZ - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.92%, less than HAUZ's 4.58% yield.


TTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
HAUZ
Xtrackers International Real Estate ETF
4.58%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%

Drawdowns

IFGL vs. HAUZ - Drawdown Comparison

The maximum IFGL drawdown since its inception was -67.94%, which is greater than HAUZ's maximum drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for IFGL and HAUZ.


Loading graphics...

Drawdown Indicators


IFGLHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-67.94%

-39.51%

-28.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-14.08%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

-34.52%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

-39.51%

-0.87%

Current Drawdown

Current decline from peak

-15.36%

-11.73%

-3.63%

Average Drawdown

Average peak-to-trough decline

-16.73%

-11.81%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.31%

-0.03%

Volatility

IFGL vs. HAUZ - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) and Xtrackers International Real Estate ETF (HAUZ) have volatilities of 6.49% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IFGLHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

6.82%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

9.93%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

14.85%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

15.75%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

16.92%

-0.43%