IFGL vs. STAG
IFGL (iShares International Developed Real Estate ETF) is REIT fund tracking the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while STAG (STAG Industrial, Inc.) is a stock. Over the past 10 years, IFGL returned 1.88%/yr vs 10.11%/yr for STAG. At a 0.48 correlation, their price movements are largely independent.
Performance
IFGL vs. STAG - Performance Comparison
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Returns By Period
In the year-to-date period, IFGL achieves a -2.59% return, which is significantly lower than STAG's 6.09% return. Over the past 10 years, IFGL has underperformed STAG with an annualized return of 1.88%, while STAG has yielded a comparatively higher 10.11% annualized return.
IFGL
- 1D
- -0.38%
- 1M
- -2.35%
- YTD
- -2.59%
- 6M
- -1.51%
- 1Y
- 3.31%
- 3Y*
- 8.32%
- 5Y*
- -2.62%
- 10Y*
- 1.88%
STAG
- 1D
- 2.06%
- 1M
- 1.13%
- YTD
- 6.09%
- 6M
- 5.47%
- 1Y
- 9.80%
- 3Y*
- 8.13%
- 5Y*
- 4.27%
- 10Y*
- 10.11%
IFGL vs. STAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFGL iShares International Developed Real Estate ETF | -2.59% | 24.31% | -7.25% | 5.40% | -24.21% | 8.29% | -7.62% | 20.65% | -6.39% | 20.00% |
STAG STAG Industrial, Inc. | 6.09% | 13.30% | -10.34% | 26.73% | -29.66% | 59.10% | 4.18% | 33.20% | -3.81% | 20.68% |
Correlation
The correlation between IFGL and STAG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2011 | 0.48 |
The correlation between IFGL and STAG has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
IFGL vs. STAG — Risk / Return Rank
IFGL
STAG
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IFGL | STAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.10 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.04 | -0.81 |
| Martin ratioReturn relative to average drawdown | 0.63 | 2.51 | -1.89 |
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Drawdowns
IFGL vs. STAG - Drawdown Comparison
The maximum IFGL drawdown since its inception was -68.93%, 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
| IFGL | STAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.93% | -45.08% | -23.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -9.44% | -4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -24.59% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -42.22% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | -45.08% | +4.70% |
Current DrawdownCurrent decline from peak | -15.30% | -3.93% | -11.37% |
Average DrawdownAverage peak-to-trough decline | -17.31% | -10.49% | -6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 3.90% | +1.37% |
Volatility
IFGL vs. STAG - Volatility Comparison
The current volatility for iShares International Developed Real Estate ETF (IFGL) is 4.17%, while STAG Industrial, Inc. (STAG) has a volatility of 6.49%. This indicates that IFGL experiences smaller price fluctuations and is considered to be less risky 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
| IFGL | STAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 6.49% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 14.28% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.95% | 19.90% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 23.44% | -7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 26.20% | -9.62% |
Dividends
IFGL vs. STAG - Dividend Comparison
IFGL's dividend yield for the trailing twelve months is around 4.22%, more than STAG's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFGL iShares International Developed Real Estate ETF | 4.22% | 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. | 3.26% | 4.05% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% |
Frequently Asked Questions
IFGL and STAG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STAG has higher volatility (6.49%) compared to IFGL (4.17%). In terms of maximum drawdown, IFGL dropped -68.93% vs STAG's -45.08%.
STAG currently has the higher Sharpe Ratio (0.50 vs 0.24), 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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