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

Correlation

The correlation between IGF and VPU is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

IGF vs. VPU - Performance Comparison

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

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
80.82%
230.49%
IGF
VPU

Key characteristics

Sharpe Ratio

IGF:

1.34

VPU:

1.66

Sortino Ratio

IGF:

1.86

VPU:

2.29

Omega Ratio

IGF:

1.24

VPU:

1.29

Calmar Ratio

IGF:

1.58

VPU:

1.29

Martin Ratio

IGF:

6.55

VPU:

7.59

Ulcer Index

IGF:

2.41%

VPU:

3.33%

Daily Std Dev

IGF:

11.75%

VPU:

15.20%

Max Drawdown

IGF:

-58.33%

VPU:

-46.31%

Current Drawdown

IGF:

-5.35%

VPU:

-7.96%

Returns By Period

In the year-to-date period, IGF achieves a 13.96% return, which is significantly lower than VPU's 23.17% return. Over the past 10 years, IGF has underperformed VPU with an annualized return of 5.09%, while VPU has yielded a comparatively higher 8.09% annualized return.


IGF

YTD

13.96%

1M

-3.67%

6M

9.47%

1Y

14.56%

5Y*

4.48%

10Y*

5.09%

VPU

YTD

23.17%

1M

-6.72%

6M

11.42%

1Y

24.41%

5Y*

6.28%

10Y*

8.09%

Compare stocks, funds, or ETFs

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


IGF vs. VPU - Expense Ratio Comparison

IGF has a 0.46% expense ratio, which is higher than VPU's 0.10% 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 VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IGF vs. VPU - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IGF, currently valued at 1.34, compared to the broader market0.002.004.001.341.66
The chart of Sortino ratio for IGF, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.001.862.29
The chart of Omega ratio for IGF, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.29
The chart of Calmar ratio for IGF, currently valued at 1.58, compared to the broader market0.005.0010.0015.001.581.29
The chart of Martin ratio for IGF, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.006.557.59
IGF
VPU

The current IGF Sharpe Ratio is 1.34, which is comparable to the VPU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IGF and VPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.34
1.66
IGF
VPU

Dividends

IGF vs. VPU - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.24%, more than VPU's 3.01% yield.


TTM20232022202120202019201820172016201520142013
IGF
iShares Global Infrastructure ETF
3.24%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.99%3.24%3.00%3.45%
VPU
Vanguard Utilities ETF
3.01%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

Drawdowns

IGF vs. VPU - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for IGF and VPU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.35%
-7.96%
IGF
VPU

Volatility

IGF vs. VPU - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 4.22%, while Vanguard Utilities ETF (VPU) has a volatility of 4.71%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.22%
4.71%
IGF
VPU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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