IGF vs. SDY
Compare and contrast key facts about iShares Global Infrastructure ETF (IGF) and SPDR S&P Dividend ETF (SDY).
IGF and SDY 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. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. Both IGF and SDY 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 SDY.
Performance
IGF vs. SDY - Performance Comparison
Returns By Period
In the year-to-date period, IGF achieves a 18.30% return, which is significantly higher than SDY's 13.73% return. Over the past 10 years, IGF has underperformed SDY with an annualized return of 5.46%, while SDY has yielded a comparatively higher 9.49% annualized return.
IGF
18.30%
-0.04%
10.63%
25.09%
6.10%
5.46%
SDY
13.73%
-2.03%
7.55%
21.21%
8.76%
9.49%
Key characteristics
| IGF | SDY | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.10 |
| Sortino Ratio | 2.90 | 2.94 |
| Omega Ratio | 1.37 | 1.38 |
| Calmar Ratio | 2.48 | 2.41 |
| Martin Ratio | 11.20 | 11.95 |
| Ulcer Index | 2.22% | 1.79% |
| Daily Std Dev | 11.72% | 10.18% |
| Max Drawdown | -58.33% | -54.75% |
| Current Drawdown | -1.07% | -2.83% |
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IGF vs. SDY - Expense Ratio Comparison
IGF has a 0.46% expense ratio, which is higher than SDY's 0.35% expense ratio.
Correlation
The correlation between IGF and SDY 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.
Risk-Adjusted Performance
IGF vs. SDY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and SPDR S&P Dividend ETF (SDY). 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. SDY - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.17%, more than SDY's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.17% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% | 3.45% |
SDY SPDR S&P Dividend ETF | 2.95% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
IGF vs. SDY - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than SDY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for IGF and SDY. For additional features, visit the drawdowns tool.
Volatility
IGF vs. SDY - Volatility Comparison
iShares Global Infrastructure ETF (IGF) has a higher volatility of 3.83% compared to SPDR S&P Dividend ETF (SDY) at 2.54%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.