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IFRA vs. RBLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFRA vs. RBLD - Performance Comparison

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

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IFRA vs. RBLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF
9.22%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-8.57%
RBLD
First Trust Alerian U.S. NextGen Infrastructure ETF
8.87%13.99%17.94%19.36%-9.87%12.98%0.51%12.81%-17.74%

Returns By Period

The year-to-date returns for both stocks are quite close, with IFRA having a 9.22% return and RBLD slightly lower at 8.87%.


IFRA

1D
1.73%
1M
-4.77%
YTD
9.22%
6M
9.42%
1Y
29.26%
3Y*
17.55%
5Y*
12.58%
10Y*

RBLD

1D
2.08%
1M
-4.71%
YTD
8.87%
6M
8.11%
1Y
24.93%
3Y*
19.13%
5Y*
9.29%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFRA vs. RBLD - Expense Ratio Comparison

IFRA has a 0.30% expense ratio, which is lower than RBLD's 0.65% expense ratio.


Return for Risk

IFRA vs. RBLD — Risk / Return Rank

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

IFRA
IFRA Risk / Return Rank: 8787
Overall Rank
IFRA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 8989
Sortino Ratio Rank
IFRA Omega Ratio Rank: 8282
Omega Ratio Rank
IFRA Calmar Ratio Rank: 8989
Calmar Ratio Rank
IFRA Martin Ratio Rank: 9191
Martin Ratio Rank

RBLD
RBLD Risk / Return Rank: 7777
Overall Rank
RBLD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RBLD Sortino Ratio Rank: 7676
Sortino Ratio Rank
RBLD Omega Ratio Rank: 7474
Omega Ratio Rank
RBLD Calmar Ratio Rank: 7777
Calmar Ratio Rank
RBLD Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IFRA vs. RBLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Infrastructure ETF (IFRA) and First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD). 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.


IFRARBLDDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.41

+0.30

Sortino ratio

Return per unit of downside risk

2.43

1.96

+0.46

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.03

Calmar ratio

Return relative to maximum drawdown

2.74

2.10

+0.64

Martin ratio

Return relative to average drawdown

11.75

9.70

+2.05

IFRA vs. RBLD - Sharpe Ratio Comparison

The current IFRA Sharpe Ratio is 1.72, which is comparable to the RBLD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IFRA and RBLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IFRARBLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.41

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.56

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.36

+0.24

Correlation

The correlation between IFRA and RBLD is 0.83, 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.


Dividends

IFRA vs. RBLD - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 1.70%, more than RBLD's 1.12% yield.


TTM20252024202320222021202020192018201720162015
IFRA
iShares U.S. Infrastructure ETF
1.70%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%
RBLD
First Trust Alerian U.S. NextGen Infrastructure ETF
1.12%1.19%1.31%1.16%2.10%1.45%2.88%1.84%1.74%1.49%2.01%1.17%

Drawdowns

IFRA vs. RBLD - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, smaller than the maximum RBLD drawdown of -50.07%. Use the drawdown chart below to compare losses from any high point for IFRA and RBLD.


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Drawdown Indicators


IFRARBLDDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-50.07%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-12.24%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-25.35%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-50.07%

Current Drawdown

Current decline from peak

-5.08%

-5.26%

+0.18%

Average Drawdown

Average peak-to-trough decline

-5.21%

-10.94%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.65%

-0.15%

Volatility

IFRA vs. RBLD - Volatility Comparison

The current volatility for iShares U.S. Infrastructure ETF (IFRA) is 5.31%, while First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) has a volatility of 5.59%. This indicates that IFRA experiences smaller price fluctuations and is considered to be less risky than RBLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFRARBLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.59%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

10.29%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

17.71%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

16.79%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.45%

18.74%

+2.71%