IGF vs. XLU
Compare and contrast key facts about iShares Global Infrastructure ETF (IGF) and Utilities Select Sector SPDR Fund (XLU).
IGF and XLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. Both IGF and XLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGF or XLU.
Performance
IGF vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, IGF achieves a 19.62% return, which is significantly lower than XLU's 32.32% return. Over the past 10 years, IGF has underperformed XLU with an annualized return of 5.60%, while XLU has yielded a comparatively higher 9.65% annualized return.
IGF
19.62%
1.37%
13.42%
26.13%
6.33%
5.60%
XLU
32.32%
0.68%
17.40%
35.27%
8.81%
9.65%
Key characteristics
| IGF | XLU | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.29 |
| Sortino Ratio | 3.07 | 3.10 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 2.64 | 1.84 |
| Martin Ratio | 11.91 | 10.93 |
| Ulcer Index | 2.22% | 3.29% |
| Daily Std Dev | 11.76% | 15.68% |
| Max Drawdown | -58.33% | -52.27% |
| Current Drawdown | 0.00% | -0.39% |
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IGF vs. XLU - Expense Ratio Comparison
IGF has a 0.46% expense ratio, which is higher than XLU's 0.13% expense ratio.
Correlation
The correlation between IGF and XLU is 0.65, 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.
Risk-Adjusted Performance
IGF vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Utilities Select Sector SPDR Fund (XLU). 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.
Dividends
IGF vs. XLU - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.14%, more than XLU's 2.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.14% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% | 3.45% |
XLU Utilities Select Sector SPDR Fund | 2.70% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
IGF vs. XLU - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for IGF and XLU. For additional features, visit the drawdowns tool.
Volatility
IGF vs. XLU - Volatility Comparison
The current volatility for iShares Global Infrastructure ETF (IGF) is 3.98%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.65%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.