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IFGL vs. WPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFGL vs. WPS - Performance Comparison

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

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Returns By Period


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%

WPS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFGL vs. WPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WPS
iShares International Developed Property ETF
0.00%0.00%-3.59%7.43%-24.74%9.05%-5.36%20.34%-9.03%22.86%

Correlation

The correlation between IFGL and WPS is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.56

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2007

0.88

The correlation between IFGL and WPS shifts across timeframes, from 0.56 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IFGL vs. WPS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFGL
IFGL Risk / Return Rank: 1111
Overall Rank
IFGL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 1111
Sortino Ratio Rank
IFGL Omega Ratio Rank: 1111
Omega Ratio Rank
IFGL Calmar Ratio Rank: 1111
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1111
Martin Ratio Rank

WPS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. WPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and iShares International Developed Property ETF (WPS). 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.


IFGLWPSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.23

Martin ratioReturn relative to average drawdown

0.63

IFGL vs. WPS - Sharpe Ratio Comparison


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Drawdowns

IFGL vs. WPS - Drawdown Comparison


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Drawdown Indicators


IFGLWPSDifference

Max Drawdown

Largest peak-to-trough decline

-68.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-15.30%

Average Drawdown

Average peak-to-trough decline

-17.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

Volatility

IFGL vs. WPS - Volatility Comparison


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Volatility by Period


IFGLWPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

IFGL vs. WPS - Expense Ratio Comparison

Both IFGL and WPS have an expense ratio of 0.48%.


Dividends

IFGL vs. WPS - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.22%, while WPS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WPS
iShares International Developed Property ETF
0.00%0.00%2.48%2.38%2.63%4.36%2.31%6.81%4.45%4.31%5.73%3.20%

Frequently Asked Questions


IFGL and WPS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.48% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IFGL and WPS have the same expense ratio: 0.48% per year.

IFGL has the higher dividend yield at 4.22%, compared with 0.00% for WPS.

IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while WPS tracks S&P Developed ex US Property Index.

Portfolio Optimizer

Find the right allocation for IFGL and WPS

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