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IGF vs. PHPP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. PHPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and WisdomTree Physical Precious Metals (PHPP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGF is traded in USD, while PHPP.L is traded in GBp. To make them comparable, the PHPP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGF achieves a 8.95% return, which is significantly higher than PHPP.L's -8.71% return. Over the past 10 years, IGF has underperformed PHPP.L with an annualized return of 8.53%, while PHPP.L has yielded a comparatively higher 11.28% annualized return.


IGF

1D
1.21%
1M
-0.77%
YTD
8.95%
6M
9.24%
1Y
16.47%
3Y*
16.15%
5Y*
10.07%
10Y*
8.53%

PHPP.L

1D
-0.36%
1M
-16.12%
YTD
-8.71%
6M
-3.35%
1Y
33.36%
3Y*
24.82%
5Y*
9.53%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. PHPP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
8.95%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
PHPP.L
WisdomTree Physical Precious Metals
-8.71%85.47%15.31%-3.73%-0.29%-11.08%26.04%27.32%-0.53%15.41%

Correlation

The correlation between IGF and PHPP.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.25

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Return for Risk

IGF vs. PHPP.L — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 5858
Overall Rank
IGF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGF Omega Ratio Rank: 5454
Omega Ratio Rank
IGF Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGF Martin Ratio Rank: 5656
Martin Ratio Rank

PHPP.L
PHPP.L Risk / Return Rank: 3131
Overall Rank
PHPP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 3737
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 2727
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. PHPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and WisdomTree Physical Precious Metals (PHPP.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGFPHPP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratioReturn relative to maximum drawdown

2.82

1.05

+1.77

Martin ratioReturn relative to average drawdown

8.14

2.72

+5.43

IGF vs. PHPP.L - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.57, which is higher than the PHPP.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IGF and PHPP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGF vs. PHPP.L - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, smaller than the maximum PHPP.L drawdown of -70.33%. Use the drawdown chart below to compare losses from any high point for IGF and PHPP.L.


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Drawdown Indicators


IGFPHPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-70.33%

+12.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-31.77%

+25.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-31.77%

+17.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-31.77%

+10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-31.77%

-10.34%

Current Drawdown

Current decline from peak

-3.63%

-31.77%

+28.14%

Average Drawdown

Average peak-to-trough decline

-11.86%

-37.55%

+25.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

12.25%

-10.22%

Volatility

IGF vs. PHPP.L - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 3.81%, while WisdomTree Physical Precious Metals (PHPP.L) has a volatility of 8.59%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than PHPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFPHPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

8.59%

-4.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

31.09%

-22.38%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

33.71%

-23.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

23.53%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

20.89%

-4.06%

IGF vs. PHPP.L - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is lower than PHPP.L's 0.44% expense ratio.


Dividends

IGF vs. PHPP.L - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.96%, while PHPP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.96%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%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 PHPP.L have a correlation of 0.29, 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 0.44% for PHPP.L.

IGF is categorized as Industrials Equities, while PHPP.L is Precious Metals. IGF tracks S&P Global Infrastructure Index, while PHPP.L tracks Precious Metals Basket. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.39% for IGF and 0.44% for PHPP.L.

Portfolio Optimizer

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