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IFRA vs. MLPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFRA vs. MLPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Infrastructure ETF (IFRA) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFRA achieves a 16.00% return, which is significantly lower than MLPB's 26.62% return.


IFRA

1D
0.00%
1M
-2.67%
6M
8.92%
YTD
16.00%
1Y
23.20%
3Y*
16.79%
5Y*
13.28%
10Y*
ALL TIME*
13.22%

MLPB

1D
1.16%
1M
7.18%
6M
17.75%
YTD
26.62%
1Y
25.65%
3Y*
21.81%
5Y*
22.18%
10Y*
8.89%
ALL TIME*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.72M$20.65M$23.36M
$90.23K$111.55K$133.00K

IFRA vs. MLPB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF
16.00%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-7.97%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
26.62%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-0.62%

Correlation

The correlation between IFRA and MLPB is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.53

Over the past year, the correlation between IFRA and MLPB has dropped to 0.17 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

IFRA vs. MLPB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IFRA
IFRA Risk / Return Rank: 6565
Overall Rank
IFRA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 6565
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5555
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7575
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7070
Martin Ratio Rank

MLPB
MLPB Risk / Return Rank: 6969
Overall Rank
MLPB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 7373
Sortino Ratio Rank
MLPB Omega Ratio Rank: 6767
Omega Ratio Rank
MLPB Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLPB Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IFRA vs. MLPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Infrastructure ETF (IFRA) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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.


IFRAMLPBDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

2.61

2.56

+0.06

Martin ratioReturn relative to average drawdown

8.59

6.82

+1.76

IFRA vs. MLPB - Sharpe Ratio Comparison

The current IFRA Sharpe Ratio is 1.43, which is comparable to the MLPB Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of IFRA and MLPB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IFRA vs. MLPB - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, smaller than the maximum MLPB drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for IFRA and MLPB.


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Drawdown Indicators


IFRAMLPBDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-71.93%

+30.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-9.28%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-16.49%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-20.41%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

Current Drawdown

Current decline from peak

-5.46%

0.00%

-5.46%

Average Drawdown

Average peak-to-trough decline

-5.09%

-14.67%

+9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.72%

-1.17%

Volatility

IFRA vs. MLPB - Volatility Comparison

The current volatility for iShares U.S. Infrastructure ETF (IFRA) is 4.01%, while ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) has a volatility of 4.65%. This indicates that IFRA experiences smaller price fluctuations and is considered to be less risky than MLPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFRAMLPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.65%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

11.14%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

14.17%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

19.62%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

27.20%

-5.91%

IFRA vs. MLPB - Expense Ratio Comparison

IFRA has a 0.30% expense ratio, which is lower than MLPB's 0.85% expense ratio.


Dividends

IFRA vs. MLPB - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 1.61%, less than MLPB's 5.70% yield.


PositionTTM2025202420232022202120202019201820172016
IFRA
iShares U.S. Infrastructure ETF
1.61%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.70%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%

Frequently Asked Questions


IFRA and MLPB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPB has higher volatility (4.65%) compared to IFRA (4.01%). In terms of maximum drawdown, IFRA dropped -41.06% vs MLPB's -71.93%.

On 5-year performance, MLPB leads with 22.18% vs 13.28% for IFRA. On fees, IFRA is cheaper at 0.30% per year. On volatility, IFRA has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPB has performed better with a 22.18% return vs 13.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFRA is cheaper with a 0.30% expense ratio, compared with 0.85% for MLPB.

MLPB has the higher dividend yield at 5.70%, compared with 1.61% for IFRA.

IFRA tracks NYSE FactSet U.S. Infrastructure Index (TR), while MLPB tracks Alerian MLP Infrastructure Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.30% for IFRA and 0.85% for MLPB.

MLPB currently has the higher Sharpe Ratio (1.67 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IFRA and MLPB

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