IGF vs. VDC

Last updated Jun 14, 2026

IGF (iShares Global Infrastructure ETF) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 10 years, IGF returned 8.67%/yr vs 8.03%/yr for VDC. A 0.62 correlation means they provide meaningful diversification when combined. IGF charges 0.39%/yr vs 0.09%/yr for VDC.

Performance

IGF vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGF achieves a 9.68% return, which is significantly lower than VDC's 10.55% return. Over the past 10 years, IGF has outperformed VDC with an annualized return of 8.67%, while VDC has yielded a comparatively lower 8.03% annualized return.

IGF

• 1D: 0.67%
• 1M: 1.89%
• YTD: 9.68%
• 6M: 10.24%
• 1Y: 17.04%
• 3Y*: 16.28%
• 5Y*: 10.22%
• 10Y*: 8.67%

VDC

• 1D: 0.65%
• 1M: 0.43%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 8.56%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGF iShares Global Infrastructure ETF	9.68%	21.31%	14.81%	6.14%	-1.26%	11.57%	-6.50%	25.82%	-9.95%	19.31%
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Correlation

The correlation between IGF and VDC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Dec 12, 2007	0.62

Over the past year, the correlation between IGF and VDC has dropped to 0.34 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

IGF vs. VDC - Sectors Allocation Comparison

Sectors	IGF	VDC
Industrials	40.6%	0.3%
Utilities	39.7%	-
Energy	19.6%	-
Real Estate	0.1%	-
Basic Materials	-	0.3%
Communication Services	-	-
Consumer Cyclical	-	1.8%
Consumer Defensive	-	97.5%
Financial Services	-	-
Healthcare	-	0.0%
Technology	-	-

Return for Risk

IGF vs. VDC — Risk / Return Rank

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

IGF

IGF Risk / Return Rank: 54
IGF Sharpe Ratio Rank: 51
IGF Sortino Ratio Rank: 52
IGF Omega Ratio Rank: 49
IGF Calmar Ratio Rank: 64
IGF Martin Ratio Rank: 53

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Vanguard Consumer Staples ETF (VDC). 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.

	IGF	VDC	Difference
Sharpe ratio: Return per unit of total volatility	1.55	0.58	+0.96
Sortino ratio: Return per unit of downside risk	2.22	0.93	+1.29
Omega ratio: Gain probability vs. loss probability	1.27	1.11	+0.17
Calmar ratio: Return relative to maximum drawdown	2.78	0.79	+1.99
Martin ratio: Return relative to average drawdown	8.03	1.60	+6.43

IGF vs. VDC - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.55, which is higher than the VDC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IGF and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IGF vs. VDC - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IGF and VDC.

Drawdown Indicators

	IGF	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-58.33%	-34.24%	-24.09%
Max Drawdown (1Y) Largest decline over 1 year	-5.87%	-9.28%	+3.41%
Max Drawdown (3Y) Largest decline over 3 years	-14.28%	-11.78%	-2.50%
Max Drawdown (5Y) Largest decline over 5 years	-20.83%	-16.55%	-4.28%
Max Drawdown (10Y) Largest decline over 10 years	-42.11%	-25.31%	-16.80%
Current Drawdown Current decline from peak	-2.98%	-4.37%	+1.39%
Average Drawdown Average peak-to-trough decline	-11.86%	-3.73%	-8.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	4.57%	-2.53%

Volatility

IGF vs. VDC - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 3.85%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.62%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGF	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	4.62%	-0.77%
Volatility (6M) Calculated over the trailing 6-month period	8.73%	10.02%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	10.58%	12.57%	-1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.00%	13.17%	+0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.83%	14.66%	+2.17%

IGF vs. VDC - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than VDC's 0.09% expense ratio.

Dividends

IGF vs. VDC - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.94%, more than VDC's 2.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGF iShares Global Infrastructure ETF	2.94%	3.23%	3.21%	3.36%	2.67%	2.42%	2.33%	3.27%	3.52%	2.95%	2.98%	3.25%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both IGF and VDC in my portfolio?

IGF and VDC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGF or VDC?

VDC has higher volatility (4.62%) compared to IGF (3.85%). In terms of maximum drawdown, IGF dropped -58.33% vs VDC's -34.24%.

Which ETF is better, IGF or VDC?

On 10-year performance, IGF leads with 8.67% vs 8.03% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, IGF has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IGF or VDC?

Over the 10-year period, IGF has performed better with a 8.67% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IGF or VDC?

VDC is cheaper with a 0.09% expense ratio, compared with 0.39% for IGF.

Which ETF pays a higher dividend yield, IGF or VDC?

IGF has the higher dividend yield at 2.94%, compared with 2.08% for VDC.

What is the main difference between IGF and VDC?

IGF is categorized as Industrials Equities, while VDC is Consumer Staples Equities. IGF tracks S&P Global Infrastructure Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.39% for IGF and 0.09% for VDC.

Which has better risk-adjusted returns?

IGF currently has the higher Sharpe Ratio (1.55 vs 0.58), 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.