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IFGL vs. STAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFGL vs. STAG - Performance Comparison

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

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IFGL vs. STAG - 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%
STAG
STAG Industrial, Inc.
-0.84%13.30%-10.34%26.73%-29.66%59.10%4.18%33.20%-3.81%20.68%

Returns By Period

In the year-to-date period, IFGL achieves a -2.67% return, which is significantly lower than STAG's -0.84% return. Over the past 10 years, IFGL has underperformed STAG with an annualized return of 1.66%, while STAG has yielded a comparatively higher 11.00% 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%

STAG

1D
1.00%
1M
-7.06%
YTD
-0.84%
6M
4.30%
1Y
4.09%
3Y*
6.46%
5Y*
5.06%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IFGL vs. STAG — 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

STAG
STAG Risk / Return Rank: 4747
Overall Rank
STAG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
STAG Sortino Ratio Rank: 4141
Sortino Ratio Rank
STAG Omega Ratio Rank: 4040
Omega Ratio Rank
STAG Calmar Ratio Rank: 5151
Calmar Ratio Rank
STAG Martin Ratio Rank: 5656
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. STAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and STAG Industrial, Inc. (STAG). 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.


IFGLSTAGDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.18

+1.06

Sortino ratio

Return per unit of downside risk

1.76

0.40

+1.35

Omega ratio

Gain probability vs. loss probability

1.24

1.05

+0.18

Calmar ratio

Return relative to maximum drawdown

1.17

0.35

+0.82

Martin ratio

Return relative to average drawdown

5.14

1.29

+3.85

IFGL vs. STAG - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 1.24, which is higher than the STAG Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of IFGL and STAG, 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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Sharpe Ratios by Period


IFGLSTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.18

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.22

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.42

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.51

-0.47

Correlation

The correlation between IFGL and STAG is 0.48, 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.


Dividends

IFGL vs. STAG - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.92%, less than STAG's 4.17% 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%
STAG
STAG Industrial, Inc.
4.17%4.05%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%

Drawdowns

IFGL vs. STAG - Drawdown Comparison

The maximum IFGL drawdown since its inception was -67.94%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for IFGL and STAG.


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Drawdown Indicators


IFGLSTAGDifference

Max Drawdown

Largest peak-to-trough decline

-67.94%

-45.08%

-22.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-16.97%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

-42.22%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

-45.08%

+4.70%

Current Drawdown

Current decline from peak

-15.36%

-10.20%

-5.16%

Average Drawdown

Average peak-to-trough decline

-16.73%

-10.58%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

4.67%

-1.39%

Volatility

IFGL vs. STAG - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 6.49% compared to STAG Industrial, Inc. (STAG) at 4.95%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFGLSTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.95%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

12.77%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

23.06%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

23.44%

-7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

26.16%

-9.67%