PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IFGL vs. WPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFGL and WPS is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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.

90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
88.79%
95.36%
IFGL
WPS

Key characteristics

Returns By Period


IFGL

YTD

-8.02%

1M

-3.59%

6M

-1.44%

1Y

-6.74%

5Y*

-5.55%

10Y*

-0.39%

WPS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IFGL vs. WPS - Expense Ratio Comparison

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


IFGL
iShares International Developed Real Estate ETF
Expense ratio chart for IFGL: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

IFGL vs. WPS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IFGL, currently valued at -0.37, compared to the broader market0.002.004.00-0.37-0.07
The chart of Sortino ratio for IFGL, currently valued at -0.41, compared to the broader market-2.000.002.004.006.008.0010.00-0.41-0.02
The chart of Omega ratio for IFGL, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.00
The chart of Calmar ratio for IFGL, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.17-0.03
The chart of Martin ratio for IFGL, currently valued at -0.84, compared to the broader market0.0020.0040.0060.0080.00100.00-0.84-0.20
IFGL
WPS


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.37
-0.07
IFGL
WPS

Dividends

IFGL vs. WPS - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.87%, while WPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IFGL
iShares International Developed Real Estate ETF
4.87%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%3.56%11.68%
WPS
iShares International Developed Property ETF
102.76%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%2.75%

Drawdowns

IFGL vs. WPS - Drawdown Comparison


-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-30.62%
-27.15%
IFGL
WPS

Volatility

IFGL vs. WPS - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 4.33% compared to iShares International Developed Property ETF (WPS) at 0.00%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than WPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.33%
0
IFGL
WPS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab