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IGF vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IGFSPY
YTD Return7.66%17.92%
1Y Return9.20%24.34%
3Y Return (Ann)5.78%10.54%
5Y Return (Ann)4.19%15.24%
10Y Return (Ann)4.27%12.93%
Sharpe Ratio0.652.25
Daily Std Dev13.41%11.21%
Max Drawdown-58.33%-55.19%
Current Drawdown-0.68%-1.40%

Correlation

-0.50.00.51.00.8

The correlation between IGF and SPY 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.

Performance

IGF vs. SPY - Performance Comparison

In the year-to-date period, IGF achieves a 7.66% return, which is significantly lower than SPY's 17.92% return. Over the past 10 years, IGF has underperformed SPY with an annualized return of 4.27%, while SPY has yielded a comparatively higher 12.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%FebruaryMarchAprilMayJuneJuly
70.83%
414.10%
IGF
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Global Infrastructure ETF

SPDR S&P 500 ETF

IGF vs. SPY - Expense Ratio Comparison

IGF has a 0.46% expense ratio, which is higher than SPY's 0.09% expense ratio.


IGF
iShares Global Infrastructure ETF
Expense ratio chart for IGF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

IGF vs. SPY - Risk-Adjusted Performance Comparison

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


IGF
Sharpe ratio
The chart of Sharpe ratio for IGF, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Sortino ratio
The chart of Sortino ratio for IGF, currently valued at 1.04, compared to the broader market0.005.0010.001.04
Omega ratio
The chart of Omega ratio for IGF, currently valued at 1.13, compared to the broader market1.002.003.001.13
Calmar ratio
The chart of Calmar ratio for IGF, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.52
Martin ratio
The chart of Martin ratio for IGF, currently valued at 1.72, compared to the broader market0.0050.00100.00150.001.72
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.25, compared to the broader market0.002.004.006.002.25
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.40, compared to the broader market1.002.003.001.40
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.17, compared to the broader market0.005.0010.0015.0020.002.17
Martin ratio
The chart of Martin ratio for SPY, currently valued at 8.75, compared to the broader market0.0050.00100.00150.008.75

IGF vs. SPY - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 0.65, which is lower than the SPY Sharpe Ratio of 2.25. The chart below compares the 12-month rolling Sharpe Ratio of IGF and SPY.


Rolling 12-month Sharpe Ratio0.001.002.003.00FebruaryMarchAprilMayJuneJuly
0.69
2.25
IGF
SPY

Dividends

IGF vs. SPY - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.49%, more than SPY's 1.23% yield.


TTM20232022202120202019201820172016201520142013
IGF
iShares Global Infrastructure ETF
3.49%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%3.00%3.45%
SPY
SPDR S&P 500 ETF
1.23%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

IGF vs. SPY - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IGF and SPY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.68%
-1.40%
IGF
SPY

Volatility

IGF vs. SPY - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 3.29% compared to SPDR S&P 500 ETF (SPY) at 2.59%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.29%
2.59%
IGF
SPY