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IGF vs. TOLZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGF vs. TOLZ

Last updated Jun 24, 2026

IGF (iShares Global Infrastructure ETF) and TOLZ (ProShares DJ Brookfield Global Infrastructure ETF) are both Industrials Equities funds - IGF tracks the S&P Global Infrastructure Index (Net) while TOLZ tracks the Dow Jones Brookfield Global Infrastructure Composite Index. Both are passively managed. Over the past 10 years, IGF returned 8.79%/yr vs 7.93%/yr for TOLZ. Their correlation of 0.86 suggests significant overlap in exposure. IGF charges 0.39%/yr vs 0.46%/yr for TOLZ.

Performance

IGF vs. TOLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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 9.67% return, which is significantly lower than TOLZ's 12.09% return. Over the past 10 years, IGF has outperformed TOLZ with an annualized return of 8.79%, while TOLZ has yielded a comparatively lower 7.93% annualized return.

IGF

1D
-0.03%
1M
-0.16%
YTD
9.67%
6M
8.98%
1Y
17.62%
3Y*
16.78%
5Y*
10.70%
10Y*
8.79%

TOLZ

1D
0.88%
1M
-2.33%
YTD
12.09%
6M
12.14%
1Y
16.35%
3Y*
15.12%
5Y*
8.72%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. TOLZ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF		9.67%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF		12.09%14.76%11.67%6.18%-4.25%20.47%-9.46%26.84%-7.90%13.28%

Correlation

The correlation between IGF and TOLZ is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.77

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

0.86

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2014

0.86

The correlation between IGF and TOLZ shifts across timeframes, from 0.77 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

IGF vs. TOLZ - Sectors Allocation Comparison

Sectors
IGF
TOLZ

Industrials

40.6%
5.1%

Utilities

39.7%
22.2%

Energy

19.6%
36.0%

Real Estate

0.1%
7.9%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

0.8%

Consumer Defensive

-

4.4%

Financial Services

-

1.9%

Healthcare

-

-

Technology

-

0.4%

Industrials

IGF
40.6%
TOLZ
5.1%

Utilities

IGF
39.7%
TOLZ
22.2%

Energy

IGF
19.6%
TOLZ
36.0%

Real Estate

IGF
0.1%
TOLZ
7.9%

Basic Materials

IGF

-

TOLZ

-

Communication Services

IGF

-

TOLZ

-

Consumer Cyclical

IGF

-

TOLZ
0.8%

Consumer Defensive

IGF

-

TOLZ
4.4%

Financial Services

IGF

-

TOLZ
1.9%

Healthcare

IGF

-

TOLZ

-

Technology

IGF

-

TOLZ
0.4%

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

ProShares DJ Brookfield Global Infrastructure ETF

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Often compared with TOLZ:
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Return for Risk

IGF vs. TOLZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGF
IGF Risk / Return Rank: 5353
Overall Rank
IGF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5151
Sortino Ratio Rank
IGF Omega Ratio Rank: 4949
Omega Ratio Rank
IGF Calmar Ratio Rank: 6464
Calmar Ratio Rank
IGF Martin Ratio Rank: 5151
Martin Ratio Rank
TOLZ
TOLZ Risk / Return Rank: 5353
Overall Rank
TOLZ Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 4848
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 4444
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 6868
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 5656
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. TOLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.

IGFTOLZDifference
Sharpe ratioReturn per unit of total volatility
1.68
1.58

+0.10

Sortino ratioReturn per unit of downside risk
2.39
2.27

+0.12

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

3.02

3.17

-0.16

Martin ratioReturn relative to average drawdown

8.52

9.16

-0.64

IGF vs. TOLZ - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.68, which is comparable to the TOLZ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IGF and TOLZ, 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. TOLZ - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than TOLZ's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for IGF and TOLZ.

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Drawdown Indicators

IGFTOLZDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-39.33%

-19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-5.18%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-11.94%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-21.85%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-39.33%

-2.78%

Current Drawdown

Current decline from peak

-2.99%

-2.45%

-0.54%

Average Drawdown

Average peak-to-trough decline

-11.84%

-6.61%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.79%

+0.28%

Volatility

IGF vs. TOLZ - Volatility Comparison

iShares Global Infrastructure ETF (IGF) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) have volatilities of 3.35% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGFTOLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.24%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

8.30%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

10.41%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

13.98%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

16.23%

+0.50%

IGF vs. TOLZ - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is lower than TOLZ's 0.46% expense ratio.

Dividends

IGF vs. TOLZ - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.91%, less than TOLZ's 3.63% yield.

PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF		2.91%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF		3.63%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%

Frequently Asked Questions

IGF and TOLZ have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGF has higher volatility (3.35%) compared to TOLZ (3.24%). In terms of maximum drawdown, IGF dropped -58.33% vs TOLZ's -39.33%.

On 10-year performance, IGF leads with 8.79% vs 7.93% for TOLZ. On fees, IGF is cheaper at 0.39% per year. On volatility, TOLZ has been the lower-risk option at 3.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGF has performed better with a 8.79% return vs 7.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGF is cheaper with a 0.39% expense ratio, compared with 0.46% for TOLZ.

TOLZ has the higher dividend yield at 3.63%, compared with 2.91% for IGF.

IGF tracks S&P Global Infrastructure Index (Net), while TOLZ tracks Dow Jones Brookfield Global Infrastructure Composite Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.39% for IGF and 0.46% for TOLZ.

IGF currently has the higher Sharpe Ratio (1.68 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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