IGF vs. IFRA
Compare and contrast key facts about iShares Global Infrastructure ETF (IGF) and iShares U.S. Infrastructure ETF (IFRA).
IGF and IFRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007. IFRA is a passively managed fund by iShares that tracks the performance of the NYSE FactSet U.S. Infrastructure Index. It was launched on Apr 3, 2018. Both IGF and IFRA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGF or IFRA.
Performance
IGF vs. IFRA - Performance Comparison
Returns By Period
In the year-to-date period, IGF achieves a 19.62% return, which is significantly lower than IFRA's 27.99% return.
IGF
19.62%
1.37%
13.42%
26.13%
6.33%
5.60%
IFRA
27.99%
7.23%
17.45%
38.77%
15.36%
N/A
Key characteristics
| IGF | IFRA | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.48 |
| Sortino Ratio | 3.07 | 3.48 |
| Omega Ratio | 1.39 | 1.43 |
| Calmar Ratio | 2.64 | 5.49 |
| Martin Ratio | 11.91 | 13.44 |
| Ulcer Index | 2.22% | 2.95% |
| Daily Std Dev | 11.76% | 15.95% |
| Max Drawdown | -58.33% | -41.06% |
| Current Drawdown | 0.00% | 0.00% |
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IGF vs. IFRA - Expense Ratio Comparison
IGF has a 0.46% expense ratio, which is higher than IFRA's 0.40% expense ratio.
Correlation
The correlation between IGF and IFRA is 0.75, 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.
Risk-Adjusted Performance
IGF vs. IFRA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and iShares U.S. Infrastructure ETF (IFRA). 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.
Dividends
IGF vs. IFRA - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.14%, more than IFRA's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.14% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% | 3.45% |
IFRA iShares U.S. Infrastructure ETF | 1.60% | 1.98% | 1.98% | 1.63% | 2.07% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IGF vs. IFRA - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for IGF and IFRA. For additional features, visit the drawdowns tool.
Volatility
IGF vs. IFRA - Volatility Comparison
The current volatility for iShares Global Infrastructure ETF (IGF) is 3.98%, while iShares U.S. Infrastructure ETF (IFRA) has a volatility of 6.06%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.