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

Correlation

The correlation between IFRA and IGF is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IFRA vs. IGF - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
100.18%
59.10%
IFRA
IGF

Key characteristics

Sharpe Ratio

IFRA:

0.45

IGF:

1.66

Sortino Ratio

IFRA:

0.78

IGF:

2.23

Omega Ratio

IFRA:

1.10

IGF:

1.32

Calmar Ratio

IFRA:

0.42

IGF:

2.73

Martin Ratio

IFRA:

1.24

IGF:

10.11

Ulcer Index

IFRA:

6.81%

IGF:

2.36%

Daily Std Dev

IFRA:

18.68%

IGF:

14.34%

Max Drawdown

IFRA:

-41.06%

IGF:

-58.33%

Current Drawdown

IFRA:

-13.30%

IGF:

0.00%

Returns By Period

In the year-to-date period, IFRA achieves a -3.60% return, which is significantly lower than IGF's 6.52% return.


IFRA

YTD

-3.60%

1M

-3.95%

6M

-5.18%

1Y

6.91%

5Y*

18.23%

10Y*

N/A

IGF

YTD

6.52%

1M

2.07%

6M

3.78%

1Y

21.32%

5Y*

12.42%

10Y*

5.46%

*Annualized

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IFRA vs. IGF - Expense Ratio Comparison

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


Expense ratio chart for IGF: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGF: 0.46%
Expense ratio chart for IFRA: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IFRA: 0.40%

Risk-Adjusted Performance

IFRA vs. IGF — Risk-Adjusted Performance Rank

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

IFRA
The Risk-Adjusted Performance Rank of IFRA is 6060
Overall Rank
The Sharpe Ratio Rank of IFRA is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IFRA is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IFRA is 5858
Omega Ratio Rank
The Calmar Ratio Rank of IFRA is 6363
Calmar Ratio Rank
The Martin Ratio Rank of IFRA is 5454
Martin Ratio Rank

IGF
The Risk-Adjusted Performance Rank of IGF is 9393
Overall Rank
The Sharpe Ratio Rank of IGF is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of IGF is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IGF is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IGF is 9595
Calmar Ratio Rank
The Martin Ratio Rank of IGF is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFRA vs. IGF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Infrastructure ETF (IFRA) and iShares Global Infrastructure ETF (IGF). 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.


The chart of Sharpe ratio for IFRA, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
IFRA: 0.45
IGF: 1.66
The chart of Sortino ratio for IFRA, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
IFRA: 0.78
IGF: 2.23
The chart of Omega ratio for IFRA, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
IFRA: 1.10
IGF: 1.32
The chart of Calmar ratio for IFRA, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
IFRA: 0.42
IGF: 2.73
The chart of Martin ratio for IFRA, currently valued at 1.24, compared to the broader market0.0020.0040.0060.00
IFRA: 1.24
IGF: 10.11

The current IFRA Sharpe Ratio is 0.45, which is lower than the IGF Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IFRA and IGF, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.45
1.66
IFRA
IGF

Dividends

IFRA vs. IGF - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 2.06%, less than IGF's 3.02% yield.


TTM20242023202220212020201920182017201620152014
IFRA
iShares U.S. Infrastructure ETF
2.06%1.75%1.98%1.98%1.63%2.07%1.68%2.50%0.00%0.00%0.00%0.00%
IGF
iShares Global Infrastructure ETF
3.02%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%3.00%

Drawdowns

IFRA vs. IGF - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for IFRA and IGF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.30%
0
IFRA
IGF

Volatility

IFRA vs. IGF - Volatility Comparison

iShares U.S. Infrastructure ETF (IFRA) has a higher volatility of 10.46% compared to iShares Global Infrastructure ETF (IGF) at 8.68%. This indicates that IFRA's price experiences larger fluctuations and is considered to be riskier than IGF 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%NovemberDecember2025FebruaryMarchApril
10.46%
8.68%
IFRA
IGF