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IGF vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and Vanguard Short-Term Treasury ETF (VGSH). 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 7.07% return, which is significantly higher than VGSH's 0.36% return. Over the past 10 years, IGF has outperformed VGSH with an annualized return of 8.26%, while VGSH has yielded a comparatively lower 1.71% annualized return.


IGF

1D
-0.73%
1M
-1.91%
YTD
7.07%
6M
8.23%
1Y
13.89%
3Y*
15.43%
5Y*
9.75%
10Y*
8.26%

VGSH

1D
0.00%
1M
-0.20%
YTD
0.36%
6M
0.76%
1Y
3.41%
3Y*
4.14%
5Y*
1.79%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
7.07%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
VGSH
Vanguard Short-Term Treasury ETF
0.36%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

The correlation between IGF and VGSH is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.21

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

0.18

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

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.00

Over the past year, IGF and VGSH have become more correlated (0.28) than their long-term average of 0.00, meaning their price movements have been converging.

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Return for Risk

IGF vs. VGSH — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 4545
Overall Rank
IGF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 4141
Sortino Ratio Rank
IGF Omega Ratio Rank: 4040
Omega Ratio Rank
IGF Calmar Ratio Rank: 5353
Calmar Ratio Rank
IGF Martin Ratio Rank: 4747
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8888
Overall Rank
VGSH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9292
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8383
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. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Vanguard Short-Term Treasury ETF (VGSH). 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.


IGFVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.23

1.57

-0.34

Calmar ratioReturn relative to maximum drawdown

2.38

3.88

-1.50

Martin ratioReturn relative to average drawdown

7.08

15.29

-8.22

IGF vs. VGSH - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.32, which is lower than the VGSH Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of IGF and VGSH, 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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Sharpe Ratios by Period


IGFVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.69

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.91

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.09

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.01

-0.77

Drawdowns

IGF vs. VGSH - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for IGF and VGSH.


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Drawdown Indicators


IGFVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-5.70%

-52.63%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-0.88%

-4.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-0.97%

-13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-5.66%

-15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-5.70%

-36.41%

Current Drawdown

Current decline from peak

-5.29%

-0.41%

-4.88%

Average Drawdown

Average peak-to-trough decline

-11.87%

-0.60%

-11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

0.22%

+1.75%

Volatility

IGF vs. VGSH - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 3.61% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

0.35%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

0.89%

+7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

1.28%

+9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

1.97%

+12.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

1.58%

+15.26%

IGF vs. VGSH - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than VGSH's 0.03% expense ratio.


Dividends

IGF vs. VGSH - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.01%, less than VGSH's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
3.01%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


IGF and VGSH have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGF has higher volatility (3.61%) compared to VGSH (0.35%). In terms of maximum drawdown, IGF dropped -58.33% vs VGSH's -5.70%.

On 10-year performance, IGF leads with 8.26% vs 1.71% for VGSH. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. 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 8.26% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.39% for IGF.

VGSH has the higher dividend yield at 3.88%, compared with 3.01% for IGF.

IGF is categorized as Industrials Equities, while VGSH is Government Bonds. IGF tracks S&P Global Infrastructure Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.39% for IGF and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.69 vs 1.32), 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.

Portfolio Optimizer

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