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IGF vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGF vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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IGF vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
9.19%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

In the year-to-date period, IGF achieves a 9.19% return, which is significantly higher than IVV's -4.38% return. Over the past 10 years, IGF has underperformed IVV with an annualized return of 8.80%, while IVV has yielded a comparatively higher 14.02% annualized return.


IGF

1D
0.80%
1M
-3.42%
YTD
9.19%
6M
11.40%
1Y
26.64%
3Y*
15.76%
5Y*
11.38%
10Y*
8.80%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGF vs. IVV - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

IGF vs. IVV — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 9393
Overall Rank
IGF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9393
Sortino Ratio Rank
IGF Omega Ratio Rank: 9494
Omega Ratio Rank
IGF Calmar Ratio Rank: 9191
Calmar Ratio Rank
IGF Martin Ratio Rank: 9595
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

IGF vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and iShares Core S&P 500 ETF (IVV). 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.


IGFIVVDifference

Sharpe ratio

Return per unit of total volatility

2.10

0.97

+1.13

Sortino ratio

Return per unit of downside risk

2.77

1.49

+1.29

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.20

Calmar ratio

Return relative to maximum drawdown

3.10

1.53

+1.57

Martin ratio

Return relative to average drawdown

15.62

7.32

+8.30

IGF vs. IVV - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 2.10, which is higher than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IGF and IVV, 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


IGFIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.97

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.70

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.78

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.42

-0.18

Correlation

The correlation between IGF and IVV is 0.73, 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

IGF vs. IVV - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.95%, more than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.95%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

IGF vs. IVV - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IGF and IVV.


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Drawdown Indicators


IGFIVVDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-55.25%

-3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-12.06%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-24.53%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-33.90%

-8.21%

Current Drawdown

Current decline from peak

-3.42%

-6.26%

+2.84%

Average Drawdown

Average peak-to-trough decline

-11.96%

-10.85%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.53%

-0.79%

Volatility

IGF vs. IVV - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 4.25%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.30%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

9.45%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

18.31%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

16.89%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

18.04%

-1.23%