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IFRA vs. RIFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFRA vs. RIFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Infrastructure ETF (IFRA) and Russell Investments Global Infrastructure ETF (RIFR). 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 16.86% return, which is significantly higher than RIFR's 8.62% return.


IFRA

1D
0.20%
1M
-1.29%
YTD
16.86%
6M
16.28%
1Y
28.44%
3Y*
20.10%
5Y*
13.03%
10Y*

RIFR

1D
-0.38%
1M
-1.89%
YTD
8.62%
6M
8.08%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFRA vs. RIFR - Yearly Performance Comparison


Correlation

The correlation between IFRA and RIFR is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

0.66

The correlation between IFRA and RIFR has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.

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Return for Risk

IFRA vs. RIFR — Risk / Return Rank

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

IFRA
IFRA Risk / Return Rank: 6060
Overall Rank
IFRA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 5959
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5252
Omega Ratio Rank
IFRA Calmar Ratio Rank: 6767
Calmar Ratio Rank
IFRA Martin Ratio Rank: 6868
Martin Ratio Rank

RIFR
RIFR Risk / Return Rank: 3636
Overall Rank
RIFR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RIFR Sortino Ratio Rank: 3333
Sortino Ratio Rank
RIFR Omega Ratio Rank: 3333
Omega Ratio Rank
RIFR Calmar Ratio Rank: 3939
Calmar Ratio Rank
RIFR Martin Ratio Rank: 3939
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. RIFR - Risk-Adjusted Trends Comparison

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


IFRARIFRDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

3.40

1.89

+1.51

Martin ratioReturn relative to average drawdown

12.70

6.07

+6.63

IFRA vs. RIFR - Sharpe Ratio Comparison

The current IFRA Sharpe Ratio is 1.94, which is higher than the RIFR Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IFRA and RIFR, 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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Sharpe Ratios by Period


IFRARIFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.22

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.47

-0.83

Drawdowns

IFRA vs. RIFR - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, which is greater than RIFR's maximum drawdown of -6.80%. Use the drawdown chart below to compare losses from any high point for IFRA and RIFR.


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Drawdown Indicators


IFRARIFRDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-6.80%

-34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-6.80%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

Current Drawdown

Current decline from peak

-2.66%

-4.18%

+1.52%

Average Drawdown

Average peak-to-trough decline

-5.14%

-1.61%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.12%

+0.13%

Volatility

IFRA vs. RIFR - Volatility Comparison

iShares U.S. Infrastructure ETF (IFRA) has a higher volatility of 4.89% compared to Russell Investments Global Infrastructure ETF (RIFR) at 3.50%. This indicates that IFRA's price experiences larger fluctuations and is considered to be riskier than RIFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFRARIFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

3.50%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

8.52%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

10.51%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

10.69%

+7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

10.69%

+10.69%

IFRA vs. RIFR - Expense Ratio Comparison

IFRA has a 0.30% expense ratio, which is lower than RIFR's 0.59% expense ratio.


Dividends

IFRA vs. RIFR - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 1.59%, more than RIFR's 0.90% yield.


PositionTTM20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF
1.59%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%
RIFR
Russell Investments Global Infrastructure ETF
0.90%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IFRA and RIFR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFRA has higher volatility (4.89%) compared to RIFR (3.50%). In terms of maximum drawdown, IFRA dropped -41.06% vs RIFR's -6.80%.

On 1-year performance, IFRA leads with 28.44% vs 12.80% for RIFR. On fees, IFRA is cheaper at 0.30% per year. On volatility, RIFR has been the lower-risk option at 3.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFRA has performed better with a 28.44% return vs 12.80%. 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 0.59% for RIFR.

IFRA has the higher dividend yield at 1.59%, compared with 0.90% for RIFR.

They also come from different issuers: iShares and Russell. Their fees differ too: 0.30% for IFRA and 0.59% for RIFR.

IFRA currently has the higher Sharpe Ratio (1.94 vs 1.22), 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.

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