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IFRA vs. ICLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFRA and ICLN is 0.55, 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.


-0.50.00.51.00.6

Performance

IFRA vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Infrastructure ETF (IFRA) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
107.80%
30.22%
IFRA
ICLN

Key characteristics

Sharpe Ratio

IFRA:

1.19

ICLN:

-0.90

Sortino Ratio

IFRA:

1.76

ICLN:

-1.19

Omega Ratio

IFRA:

1.21

ICLN:

0.86

Calmar Ratio

IFRA:

1.77

ICLN:

-0.31

Martin Ratio

IFRA:

5.77

ICLN:

-1.64

Ulcer Index

IFRA:

3.29%

ICLN:

13.05%

Daily Std Dev

IFRA:

15.91%

ICLN:

23.70%

Max Drawdown

IFRA:

-41.06%

ICLN:

-87.15%

Current Drawdown

IFRA:

-10.00%

ICLN:

-69.20%

Returns By Period

In the year-to-date period, IFRA achieves a 17.09% return, which is significantly higher than ICLN's -24.80% return.


IFRA

YTD

17.09%

1M

-6.87%

6M

10.90%

1Y

17.87%

5Y*

12.32%

10Y*

N/A

ICLN

YTD

-24.80%

1M

-3.70%

6M

-16.37%

1Y

-23.82%

5Y*

0.96%

10Y*

3.64%

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IFRA vs. ICLN - Expense Ratio Comparison

IFRA has a 0.40% expense ratio, which is lower than ICLN's 0.46% expense ratio.


ICLN
iShares Global Clean Energy ETF
Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for IFRA: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

IFRA vs. ICLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Infrastructure ETF (IFRA) and iShares Global Clean Energy ETF (ICLN). 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 IFRA, currently valued at 1.19, compared to the broader market0.002.004.001.19-0.90
The chart of Sortino ratio for IFRA, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.001.76-1.19
The chart of Omega ratio for IFRA, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.210.86
The chart of Calmar ratio for IFRA, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77-0.33
The chart of Martin ratio for IFRA, currently valued at 5.77, compared to the broader market0.0020.0040.0060.0080.00100.005.77-1.64
IFRA
ICLN

The current IFRA Sharpe Ratio is 1.19, which is higher than the ICLN Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of IFRA and ICLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.19
-0.90
IFRA
ICLN

Dividends

IFRA vs. ICLN - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 1.74%, less than ICLN's 1.82% yield.


TTM20232022202120202019201820172016201520142013
IFRA
iShares U.S. Infrastructure ETF
1.74%1.98%1.98%1.63%2.07%1.68%2.50%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
1.82%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.83%2.11%

Drawdowns

IFRA vs. ICLN - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for IFRA and ICLN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.00%
-63.72%
IFRA
ICLN

Volatility

IFRA vs. ICLN - Volatility Comparison

The current volatility for iShares U.S. Infrastructure ETF (IFRA) is 4.75%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 5.75%. This indicates that IFRA experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.75%
5.75%
IFRA
ICLN
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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.

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