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IFGL vs. PFFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFGL vs. PFFR

Last updated Jun 4, 2026

IFGL (iShares International Developed Real Estate ETF) and PFFR (InfraCap REIT Preferred ETF) are both exchange-traded funds - IFGL is a REIT fund tracking the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while PFFR is a Preferred Stock/Convertible Bonds fund tracking the Indxx REIT Preferred Stock Index. Both are passively managed. Over the past 5 years, IFGL returned -2.66%/yr vs 0.97%/yr for PFFR. At a 0.40 correlation, their price movements are largely independent. IFGL charges 0.48%/yr vs 0.45%/yr for PFFR.

Performance

IFGL vs. PFFR - Performance Comparison

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

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Returns By Period

In the year-to-date period, IFGL achieves a -2.19% return, which is significantly lower than PFFR's 0.80% return.

IFGL

1D
-1.17%
1M
-4.06%
YTD
-2.19%
6M
-0.58%
1Y
6.13%
3Y*
6.59%
5Y*
-2.66%
10Y*
1.41%

PFFR

1D
-0.22%
1M
-0.75%
YTD
0.80%
6M
0.96%
1Y
6.82%
3Y*
9.27%
5Y*
0.97%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFGL vs. PFFR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IFGL
iShares International Developed Real Estate ETF		-2.19%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%15.77%
PFFR
InfraCap REIT Preferred ETF		0.80%5.36%7.12%21.04%-23.90%6.76%0.19%20.28%-7.45%7.60%

Correlation

The correlation between IFGL and PFFR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.41

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

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2017

0.40

IFGL vs. PFFR - Sectors Allocation Comparison

Sectors
IFGL
PFFR

Real Estate

98.9%
84.9%

Technology

1.1%

-

Consumer Cyclical

0.1%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

5.3%

Healthcare

-

-

Industrials

-

-

Utilities

-

-

Real Estate

IFGL
98.9%
PFFR
84.9%

Technology

IFGL
1.1%
PFFR

-

Consumer Cyclical

IFGL
0.1%
PFFR

-

Basic Materials

IFGL

-

PFFR

-

Communication Services

IFGL

-

PFFR

-

Consumer Defensive

IFGL

-

PFFR

-

Energy

IFGL

-

PFFR

-

Financial Services

IFGL

-

PFFR
5.3%

Healthcare

IFGL

-

PFFR

-

Industrials

IFGL

-

PFFR

-

Utilities

IFGL

-

PFFR

-

Compare stocks, funds, or ETFs

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iShares International Developed Real Estate ETF

InfraCap REIT Preferred ETF

Often compared with IFGL:
IFGL vs. VNQIIFGL vs. RWXIFGL vs. REETIFGL vs. WPSIFGL vs. VNQIFGL vs. IDEVIFGL vs. STAG
Often compared with PFFR:
PFFR vs. PFFPFFR vs. PFXFPFFR vs. RNPPFFR vs. VNQPFFR vs. FRIFXPFFR vs. KBWYPFFR vs. PICK

Return for Risk

IFGL vs. PFFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IFGL
IFGL Risk / Return Rank: 1515
Overall Rank
IFGL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 1515
Sortino Ratio Rank
IFGL Omega Ratio Rank: 1515
Omega Ratio Rank
IFGL Calmar Ratio Rank: 1414
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1515
Martin Ratio Rank
PFFR
PFFR Risk / Return Rank: 2323
Overall Rank
PFFR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFFR Omega Ratio Rank: 2323
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2323
Calmar Ratio Rank
PFFR Martin Ratio Rank: 2020
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. PFFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and InfraCap REIT Preferred ETF (PFFR). 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.

IFGLPFFRDifference
Sharpe ratioReturn per unit of total volatility
0.45
0.87

-0.42

Sortino ratioReturn per unit of downside risk
0.74
1.27

-0.54

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratioReturn relative to maximum drawdown

0.43

1.04

-0.61

Martin ratioReturn relative to average drawdown

1.32

2.44

-1.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFGL vs. PFFR - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 0.45, which is lower than the PFFR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IFGL and PFFR, 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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Sharpe Ratios by Period

IFGLPFFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.87

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.09

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.16

-0.12

Drawdowns

IFGL vs. PFFR - Drawdown Comparison

The maximum IFGL drawdown since its inception was -67.94%, which is greater than PFFR's maximum drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for IFGL and PFFR.

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Drawdown Indicators

IFGLPFFRDifference

Max Drawdown

Largest peak-to-trough decline

-67.94%

-53.02%

-14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-6.57%

-7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-11.16%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

-29.80%

-8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

—

—

Current Drawdown

Current decline from peak

-14.94%

-3.05%

-11.89%

Average Drawdown

Average peak-to-trough decline

-16.68%

-7.00%

-9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.80%

+1.85%

Volatility

IFGL vs. PFFR - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 4.54% compared to InfraCap REIT Preferred ETF (PFFR) at 2.81%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IFGLPFFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

2.81%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

6.14%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

7.91%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

10.47%

+5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

20.54%

-3.95%

IFGL vs. PFFR - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than PFFR's 0.45% expense ratio.

Dividends

IFGL vs. PFFR - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.90%, less than PFFR's 8.29% yield.

PositionTTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF		3.90%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
PFFR
InfraCap REIT Preferred ETF		8.29%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%0.00%0.00%

Frequently Asked Questions

IFGL and PFFR have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFGL has higher volatility (4.54%) compared to PFFR (2.81%). In terms of maximum drawdown, IFGL dropped -67.94% vs PFFR's -53.02%.

On 5-year performance, PFFR leads with 0.97% vs -2.66% for IFGL. On fees, PFFR is cheaper at 0.45% per year. On volatility, PFFR has been the lower-risk option at 2.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFFR has performed better with a 0.97% return vs -2.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFR is cheaper with a 0.45% expense ratio, compared with 0.48% for IFGL.

PFFR has the higher dividend yield at 8.29%, compared with 3.90% for IFGL.

IFGL is categorized as REIT, while PFFR is Preferred Stock/Convertible Bonds. IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while PFFR tracks Indxx REIT Preferred Stock Index. They also come from different issuers: iShares and Virtus Investment Partners. Their fees differ too: 0.48% for IFGL and 0.45% for PFFR.

PFFR currently has the higher Sharpe Ratio (0.87 vs 0.45), 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.

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