IGF vs. ITOT
Compare and contrast key facts about iShares Global Infrastructure ETF (IGF) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
IGF and ITOT 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. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both IGF and ITOT 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 ITOT.
Performance
IGF vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, IGF achieves a 19.62% return, which is significantly lower than ITOT's 25.69% return. Over the past 10 years, IGF has underperformed ITOT with an annualized return of 5.60%, while ITOT has yielded a comparatively higher 12.76% annualized return.
IGF
19.62%
1.37%
13.42%
26.13%
6.33%
5.60%
ITOT
25.69%
2.66%
14.35%
33.07%
15.09%
12.76%
Key characteristics
| IGF | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.68 |
| Sortino Ratio | 3.07 | 3.57 |
| Omega Ratio | 1.39 | 1.49 |
| Calmar Ratio | 2.64 | 3.96 |
| Martin Ratio | 11.91 | 17.14 |
| Ulcer Index | 2.22% | 1.96% |
| Daily Std Dev | 11.76% | 12.56% |
| Max Drawdown | -58.33% | -55.21% |
| Current Drawdown | 0.00% | -0.83% |
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IGF vs. ITOT - Expense Ratio Comparison
IGF has a 0.46% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Correlation
The correlation between IGF and ITOT is 0.74, 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. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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. ITOT - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.14%, more than ITOT's 1.21% 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.21% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
IGF vs. ITOT - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for IGF and ITOT. For additional features, visit the drawdowns tool.
Volatility
IGF vs. ITOT - Volatility Comparison
iShares Global Infrastructure ETF (IGF) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.98% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.