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IGF vs. VWRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. VWRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGF is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGF achieves a 7.07% return, which is significantly lower than VWRP.L's 9.61% 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%

VWRP.L

1D
0.00%
1M
0.35%
YTD
9.61%
6M
10.91%
1Y
26.00%
3Y*
20.14%
5Y*
10.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. VWRP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGF
iShares Global Infrastructure ETF
7.07%21.31%14.81%6.14%-1.26%11.57%-6.50%5.63%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
9.37%22.54%17.61%21.74%-18.20%18.91%15.71%8.28%

Correlation

The correlation between IGF and VWRP.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.39

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.51

The correlation between IGF and VWRP.L shifts across timeframes, from 0.37 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

IGF vs. VWRP.L - Sectors Allocation Comparison


Sectors
IGF
VWRP.L

Utilities

41.1%
2.7%

Industrials

38.8%
11.0%

Energy

20.1%
4.2%

Real Estate

0.1%
1.9%

Basic Materials

-

3.8%

Communication Services

-

8.8%

Consumer Cyclical

-

9.4%

Consumer Defensive

-

5.0%

Financial Services

-

16.1%

Healthcare

-

8.0%

Technology

-

29.0%

Utilities

IGF
41.1%
VWRP.L
2.7%

Industrials

IGF
38.8%
VWRP.L
11.0%

Energy

IGF
20.1%
VWRP.L
4.2%

Real Estate

IGF
0.1%
VWRP.L
1.9%

Basic Materials

IGF

-

VWRP.L
3.8%

Communication Services

IGF

-

VWRP.L
8.8%

Consumer Cyclical

IGF

-

VWRP.L
9.4%

Consumer Defensive

IGF

-

VWRP.L
5.0%

Financial Services

IGF

-

VWRP.L
16.1%

Healthcare

IGF

-

VWRP.L
8.0%

Technology

IGF

-

VWRP.L
29.0%

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Return for Risk

IGF vs. VWRP.L — 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

VWRP.L
VWRP.L Risk / Return Rank: 8585
Overall Rank
VWRP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8484
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. VWRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). 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.


IGFVWRP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

2.38

2.85

-0.48

Martin ratioReturn relative to average drawdown

7.08

12.37

-5.30

IGF vs. VWRP.L - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.32, which is lower than the VWRP.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IGF and VWRP.L, 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


IGFVWRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.17

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.72

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.78

-0.54

Drawdowns

IGF vs. VWRP.L - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than VWRP.L's maximum drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for IGF and VWRP.L.


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Drawdown Indicators


IGFVWRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-33.23%

-25.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-9.07%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-16.33%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-26.82%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

Current Drawdown

Current decline from peak

-5.29%

-2.59%

-2.70%

Average Drawdown

Average peak-to-trough decline

-11.87%

-5.40%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.10%

-0.13%

Volatility

IGF vs. VWRP.L - Volatility Comparison

iShares Global Infrastructure ETF (IGF) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) have volatilities of 3.61% and 3.55%, 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


IGFVWRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.55%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

9.30%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

11.94%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

15.07%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

16.95%

-0.11%

IGF vs. VWRP.L - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.


Dividends

IGF vs. VWRP.L - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.01%, while VWRP.L has not paid dividends to shareholders.


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%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGF and VWRP.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.39% for IGF.

IGF is categorized as Industrials Equities, while VWRP.L is Global Equities. IGF tracks S&P Global Infrastructure Index, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.39% for IGF and 0.22% for VWRP.L.

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