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IGF vs. METL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. METL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and Sprott Active Metals & Miners ETF (METL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGF achieves a 7.07% return, which is significantly lower than METL's 7.51% return.


IGF

1D
-0.73%
1M
-1.91%
YTD
7.07%
6M
8.23%
1Y
13.89%
3Y*
15.43%
5Y*
9.75%
10Y*
8.26%

METL

1D
0.05%
1M
-9.97%
YTD
7.51%
6M
15.84%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. METL - Yearly Performance Comparison


Correlation

The correlation between IGF and METL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.44

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Return for Risk

IGF vs. METL — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 4545
Overall Rank
IGF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 4141
Sortino Ratio Rank
IGF Omega Ratio Rank: 4040
Omega Ratio Rank
IGF Calmar Ratio Rank: 5353
Calmar Ratio Rank
IGF Martin Ratio Rank: 4747
Martin Ratio Rank

METL
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. METL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Sprott Active Metals & Miners ETF (METL). 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.


IGFMETLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.38

Martin ratioReturn relative to average drawdown

7.08

IGF vs. METL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGFMETLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.18

-0.94

Drawdowns

IGF vs. METL - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than METL's maximum drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for IGF and METL.


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Drawdown Indicators


IGFMETLDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-27.39%

-30.94%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

Current Drawdown

Current decline from peak

-5.29%

-18.48%

+13.19%

Average Drawdown

Average peak-to-trough decline

-11.87%

-8.24%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

IGF vs. METL - Volatility Comparison


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Volatility by Period


IGFMETLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

44.85%

-34.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

44.85%

-30.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

44.85%

-28.01%

IGF vs. METL - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is lower than METL's 0.89% expense ratio.


Dividends

IGF vs. METL - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.01%, more than METL's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
3.01%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
METL
Sprott Active Metals & Miners ETF
0.92%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGF and METL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGF is cheaper with a 0.39% expense ratio, compared with 0.89% for METL.

IGF has the higher dividend yield at 3.01%, compared with 0.92% for METL.

IGF is categorized as Industrials Equities, while METL is Commodity Producers Equities. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.39% for IGF and 0.89% for METL.

Portfolio Optimizer

Find the right allocation for IGF and METL

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