IFGL vs. WPC
Compare and contrast key facts about iShares International Developed Real Estate ETF (IFGL) and W. P. Carey Inc. (WPC).
IFGL is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. It was launched on Nov 12, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IFGL or WPC.
Key characteristics
| IFGL | WPC | |
|---|---|---|
| YTD Return | -1.26% | -10.06% |
| 1Y Return | 13.68% | 7.71% |
| 3Y Return (Ann) | -8.56% | -4.48% |
| 5Y Return (Ann) | -3.91% | -2.00% |
| 10Y Return (Ann) | 0.33% | 4.38% |
| Sharpe Ratio | 0.80 | 0.40 |
| Sortino Ratio | 1.25 | 0.71 |
| Omega Ratio | 1.15 | 1.09 |
| Calmar Ratio | 0.37 | 0.26 |
| Martin Ratio | 2.70 | 0.75 |
| Ulcer Index | 4.69% | 11.52% |
| Daily Std Dev | 15.90% | 21.75% |
| Max Drawdown | -70.14% | -52.45% |
| Current Drawdown | -25.53% | -26.98% |
Correlation
The correlation between IFGL and WPC is 0.43, 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. WPC - Performance Comparison
In the year-to-date period, IFGL achieves a -1.26% return, which is significantly higher than WPC's -10.06% return. Over the past 10 years, IFGL has underperformed WPC with an annualized return of 0.33%, while WPC has yielded a comparatively higher 4.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IFGL vs. WPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and W. P. Carey Inc. (WPC). 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.
Dividends
IFGL vs. WPC - Dividend Comparison
IFGL's dividend yield for the trailing twelve months is around 3.47%, less than WPC's 6.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFGL iShares International Developed Real Estate ETF | 3.47% | 1.82% | 2.79% | 3.25% | 2.17% | 7.60% | 4.10% | 4.90% | 7.68% | 3.70% | 3.56% | 11.68% |
WPC W. P. Carey Inc. | 6.23% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% | 5.71% |
Drawdowns
IFGL vs. WPC - Drawdown Comparison
The maximum IFGL drawdown since its inception was -70.14%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for IFGL and WPC. For additional features, visit the drawdowns tool.
Volatility
IFGL vs. WPC - Volatility Comparison
The current volatility for iShares International Developed Real Estate ETF (IFGL) is 3.74%, while W. P. Carey Inc. (WPC) has a volatility of 4.29%. This indicates that IFGL experiences smaller price fluctuations and is considered to be less risky than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.