IFGL vs. WPC
IFGL (iShares International Developed Real Estate ETF) is REIT fund tracking the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while WPC (W. P. Carey Inc.) is a stock. Over the past 10 years, IFGL returned 1.41%/yr vs 7.88%/yr for WPC. At a 0.43 correlation, their price movements are largely independent.
Performance
IFGL vs. WPC - Performance Comparison
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Returns By Period
In the year-to-date period, IFGL achieves a -2.19% return, which is significantly lower than WPC's 15.91% return. Over the past 10 years, IFGL has underperformed WPC with an annualized return of 1.41%, while WPC has yielded a comparatively higher 7.88% annualized 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%
WPC
- 1D
- -0.28%
- 1M
- 1.59%
- YTD
- 15.91%
- 6M
- 13.63%
- 1Y
- 25.09%
- 3Y*
- 9.20%
- 5Y*
- 5.56%
- 10Y*
- 7.88%
IFGL vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 20.00% |
WPC W. P. Carey Inc. | 15.91% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
Correlation
The correlation between IFGL and WPC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.43 |
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Return for Risk
IFGL vs. WPC — Risk / Return Rank
IFGL
WPC
IFGL vs. WPC - Risk-Adjusted Trends 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.
| IFGL | WPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 2.60 | -2.17 |
| Martin ratioReturn relative to average drawdown | 1.32 | 7.92 | -6.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IFGL | WPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.57 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.27 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.31 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.46 | -0.42 |
Drawdowns
IFGL vs. WPC - Drawdown Comparison
The maximum IFGL drawdown since its inception was -67.94%, 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.
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Drawdown Indicators
| IFGL | WPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.94% | -52.45% | -15.49% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -9.71% | -4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -27.07% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -36.81% | -1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | -52.45% | +12.07% |
Current DrawdownCurrent decline from peak | -14.94% | -1.91% | -13.03% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -10.27% | -6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 3.17% | +1.48% |
Volatility
IFGL vs. WPC - Volatility Comparison
iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 4.54% compared to W. P. Carey Inc. (WPC) at 4.03%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFGL | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.03% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 12.06% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 16.08% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 20.63% | -4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 25.79% | -9.20% |
Dividends
IFGL vs. WPC - Dividend Comparison
IFGL's dividend yield for the trailing twelve months is around 3.90%, less than WPC's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WPC W. P. Carey Inc. | 4.97% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Frequently Asked Questions
IFGL and WPC have a correlation of 0.38, 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 WPC (4.03%). In terms of maximum drawdown, IFGL dropped -67.94% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.57 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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