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

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.


-0.50.00.51.00.7

Performance

IGF vs. IFRA - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
45.70%
106.58%
IGF
IFRA

Key characteristics

Sharpe Ratio

IGF:

1.10

IFRA:

1.15

Sortino Ratio

IGF:

1.54

IFRA:

1.70

Omega Ratio

IGF:

1.19

IFRA:

1.21

Calmar Ratio

IGF:

1.30

IFRA:

1.75

Martin Ratio

IGF:

5.55

IFRA:

5.85

Ulcer Index

IGF:

2.36%

IFRA:

3.16%

Daily Std Dev

IGF:

11.85%

IFRA:

16.05%

Max Drawdown

IGF:

-58.33%

IFRA:

-41.06%

Current Drawdown

IGF:

-6.97%

IFRA:

-10.53%

Returns By Period

In the year-to-date period, IGF achieves a 12.00% return, which is significantly lower than IFRA's 16.41% return.


IGF

YTD

12.00%

1M

-4.77%

6M

7.77%

1Y

11.90%

5Y*

4.12%

10Y*

4.96%

IFRA

YTD

16.41%

1M

-7.02%

6M

9.94%

1Y

16.48%

5Y*

12.21%

10Y*

N/A

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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.


IGF
iShares Global Infrastructure ETF
Expense ratio chart for IGF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for IFRA: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Sharpe ratio
The chart of Sharpe ratio for IGF, currently valued at 1.10, compared to the broader market0.002.004.001.101.15
The chart of Sortino ratio for IGF, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.541.70
The chart of Omega ratio for IGF, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.21
The chart of Calmar ratio for IGF, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.301.75
The chart of Martin ratio for IGF, currently valued at 5.55, compared to the broader market0.0020.0040.0060.0080.00100.005.555.85
IGF
IFRA

The current IGF Sharpe Ratio is 1.10, which is comparable to the IFRA Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IGF and IFRA, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.10
1.15
IGF
IFRA

Dividends

IGF vs. IFRA - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 5.07%, more than IFRA's 2.26% yield.


TTM20232022202120202019201820172016201520142013
IGF
iShares Global Infrastructure ETF
5.07%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
2.26%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.97%
-10.53%
IGF
IFRA

Volatility

IGF vs. IFRA - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 4.00%, while iShares U.S. Infrastructure ETF (IFRA) has a volatility of 4.68%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
4.68%
IGF
IFRA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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