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IFGL vs. IDEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFGL and IDEV is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

IFGL vs. IDEV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IFGL:

0.36

IDEV:

0.74

Sortino Ratio

IFGL:

0.55

IDEV:

1.18

Omega Ratio

IFGL:

1.07

IDEV:

1.16

Calmar Ratio

IFGL:

0.15

IDEV:

0.98

Martin Ratio

IFGL:

0.51

IDEV:

3.10

Ulcer Index

IFGL:

9.73%

IDEV:

4.23%

Daily Std Dev

IFGL:

15.95%

IDEV:

17.14%

Max Drawdown

IFGL:

-70.14%

IDEV:

-34.77%

Current Drawdown

IFGL:

-21.57%

IDEV:

0.00%

Returns By Period

In the year-to-date period, IFGL achieves a 12.12% return, which is significantly lower than IDEV's 16.04% return.


IFGL

YTD

12.12%

1M

4.06%

6M

8.18%

1Y

5.72%

3Y*

-1.51%

5Y*

2.38%

10Y*

0.17%

IDEV

YTD

16.04%

1M

9.07%

6M

14.53%

1Y

12.59%

3Y*

11.87%

5Y*

12.43%

10Y*

N/A

*Annualized

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IFGL vs. IDEV - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Risk-Adjusted Performance

IFGL vs. IDEV — Risk-Adjusted Performance Rank

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

IFGL
The Risk-Adjusted Performance Rank of IFGL is 3030
Overall Rank
The Sharpe Ratio Rank of IFGL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IFGL is 3232
Sortino Ratio Rank
The Omega Ratio Rank of IFGL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of IFGL is 2626
Calmar Ratio Rank
The Martin Ratio Rank of IFGL is 2525
Martin Ratio Rank

IDEV
The Risk-Adjusted Performance Rank of IDEV is 7373
Overall Rank
The Sharpe Ratio Rank of IDEV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of IDEV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of IDEV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of IDEV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IDEV is 7474
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.

IFGL vs. IDEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and iShares Core MSCI International Developed Markets ETF (IDEV). 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 IFGL Sharpe Ratio is 0.36, which is lower than the IDEV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IFGL and IDEV, 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

IFGL vs. IDEV - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.28%, more than IDEV's 2.85% yield.


TTM20242023202220212020201920182017201620152014
IFGL
iShares International Developed Real Estate ETF
4.28%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%3.56%
IDEV
iShares Core MSCI International Developed Markets ETF
2.85%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%0.00%0.00%

Drawdowns

IFGL vs. IDEV - Drawdown Comparison

The maximum IFGL drawdown since its inception was -70.14%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for IFGL and IDEV. For additional features, visit the drawdowns tool.


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Volatility

IFGL vs. IDEV - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 3.14% compared to iShares Core MSCI International Developed Markets ETF (IDEV) at 2.96%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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