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IFGL vs. WPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IFGLWPS

Correlation

-0.50.00.51.00.9

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.

Performance

IFGL vs. WPS - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


90.00%100.00%110.00%120.00%130.00%JuneJulyAugustSeptemberOctoberNovember
101.20%
95.36%
IFGL
WPS

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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.


IFGL
Sharpe ratio
The chart of Sharpe ratio for IFGL, currently valued at 0.81, compared to the broader market-2.000.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for IFGL, currently valued at 1.26, compared to the broader market0.005.0010.001.26
Omega ratio
The chart of Omega ratio for IFGL, currently valued at 1.15, compared to the broader market1.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for IFGL, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.37
Martin ratio
The chart of Martin ratio for IFGL, currently valued at 2.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.71
WPS
Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.81, compared to the broader market-2.000.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for WPS, currently valued at 1.28, compared to the broader market0.005.0010.001.28
Omega ratio
The chart of Omega ratio for WPS, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for WPS, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for WPS, currently valued at 2.77, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.77

IFGL vs. WPS - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.81
0.81
IFGL
WPS

Dividends

IFGL vs. WPS - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.49%, while WPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IFGL
iShares International Developed Real Estate ETF
3.49%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
103.45%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%-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%JuneJulyAugustSeptemberOctoberNovember
-26.07%
-27.15%
IFGL
WPS

Volatility

IFGL vs. WPS - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 3.75% 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%6.00%JuneJulyAugustSeptemberOctoberNovember
3.75%
0
IFGL
WPS