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IGR vs. IWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGR vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBRE Global Real Estate Income Fund (IGR) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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IGR vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGR
CBRE Global Real Estate Income Fund
4.09%5.24%1.19%15.91%-35.51%52.83%-5.27%41.04%-15.51%17.32%
IWF
iShares Russell 1000 Growth ETF
-9.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Returns By Period

In the year-to-date period, IGR achieves a 4.09% return, which is significantly higher than IWF's -9.83% return. Over the past 10 years, IGR has underperformed IWF with an annualized return of 5.26%, while IWF has yielded a comparatively higher 16.53% annualized return.


IGR

1D
4.03%
1M
-10.50%
YTD
4.09%
6M
-7.80%
1Y
-1.33%
3Y*
8.88%
5Y*
1.74%
10Y*
5.26%

IWF

1D
3.77%
1M
-5.20%
YTD
-9.83%
6M
-8.80%
1Y
18.54%
3Y*
21.01%
5Y*
12.22%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGR vs. IWF - Expense Ratio Comparison

IGR has a 0.04% expense ratio, which is lower than IWF's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGR vs. IWF — Risk / Return Rank

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

IGR
IGR Risk / Return Rank: 55
Overall Rank
IGR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IGR Sortino Ratio Rank: 55
Sortino Ratio Rank
IGR Omega Ratio Rank: 55
Omega Ratio Rank
IGR Calmar Ratio Rank: 66
Calmar Ratio Rank
IGR Martin Ratio Rank: 66
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 5151
Overall Rank
IWF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWF Omega Ratio Rank: 5454
Omega Ratio Rank
IWF Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWF Martin Ratio Rank: 4545
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.

IGR vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Global Real Estate Income Fund (IGR) and iShares Russell 1000 Growth ETF (IWF). 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.


IGRIWFDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.83

-0.89

Sortino ratio

Return per unit of downside risk

0.07

1.35

-1.28

Omega ratio

Gain probability vs. loss probability

1.01

1.19

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.03

1.15

-1.18

Martin ratio

Return relative to average drawdown

-0.08

3.95

-4.03

IGR vs. IWF - Sharpe Ratio Comparison

The current IGR Sharpe Ratio is -0.06, which is lower than the IWF Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IGR and IWF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGRIWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.83

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.57

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.79

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.36

-0.21

Correlation

The correlation between IGR and IWF is 0.50, 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.


Dividends

IGR vs. IWF - Dividend Comparison

IGR's dividend yield for the trailing twelve months is around 16.40%, more than IWF's 0.40% yield.


TTM20252024202320222021202020192018201720162015
IGR
CBRE Global Real Estate Income Fund
16.40%16.44%14.97%15.38%12.22%6.13%8.72%7.48%9.74%7.58%8.84%7.46%
IWF
iShares Russell 1000 Growth ETF
0.40%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Drawdowns

IGR vs. IWF - Drawdown Comparison

The maximum IGR drawdown since its inception was -87.17%, which is greater than IWF's maximum drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for IGR and IWF.


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Drawdown Indicators


IGRIWFDifference

Max Drawdown

Largest peak-to-trough decline

-87.17%

-64.25%

-22.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-16.27%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-47.61%

-32.72%

-14.89%

Max Drawdown (10Y)

Largest decline over 10 years

-54.29%

-32.72%

-21.57%

Current Drawdown

Current decline from peak

-17.15%

-13.12%

-4.03%

Average Drawdown

Average peak-to-trough decline

-24.61%

-22.21%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

4.74%

+1.91%

Volatility

IGR vs. IWF - Volatility Comparison

CBRE Global Real Estate Income Fund (IGR) has a higher volatility of 8.06% compared to iShares Russell 1000 Growth ETF (IWF) at 6.74%. This indicates that IGR's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGRIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

6.74%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

12.36%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.04%

22.40%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.64%

21.41%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

20.92%

+3.47%