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INFL vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INFL vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Inflation Beneficiaries ETF (INFL) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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INFL vs. ACWI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INFL
Horizon Kinetics Inflation Beneficiaries ETF
17.28%18.30%23.34%1.62%2.65%24.77%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%15.82%

Returns By Period

In the year-to-date period, INFL achieves a 17.28% return, which is significantly higher than ACWI's -2.21% return.


INFL

1D
2.12%
1M
-4.31%
YTD
17.28%
6M
16.92%
1Y
29.44%
3Y*
20.97%
5Y*
15.20%
10Y*

ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INFL vs. ACWI - Expense Ratio Comparison

INFL has a 0.85% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Return for Risk

INFL vs. ACWI — Risk / Return Rank

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

INFL
INFL Risk / Return Rank: 8282
Overall Rank
INFL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
INFL Sortino Ratio Rank: 7979
Sortino Ratio Rank
INFL Omega Ratio Rank: 7979
Omega Ratio Rank
INFL Calmar Ratio Rank: 8383
Calmar Ratio Rank
INFL Martin Ratio Rank: 8686
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
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.

INFL vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Inflation Beneficiaries ETF (INFL) and iShares MSCI ACWI ETF (ACWI). 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.


INFLACWIDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.20

+0.31

Sortino ratio

Return per unit of downside risk

1.99

1.77

+0.22

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

2.32

1.79

+0.53

Martin ratio

Return relative to average drawdown

9.88

8.26

+1.62

INFL vs. ACWI - Sharpe Ratio Comparison

The current INFL Sharpe Ratio is 1.51, which is comparable to the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of INFL and ACWI, 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


INFLACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.20

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.59

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.39

+0.55

Correlation

The correlation between INFL and ACWI is 0.70, 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

INFL vs. ACWI - Dividend Comparison

INFL's dividend yield for the trailing twelve months is around 0.91%, less than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
INFL
Horizon Kinetics Inflation Beneficiaries ETF
0.91%1.26%1.77%1.60%1.65%0.91%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

INFL vs. ACWI - Drawdown Comparison

The maximum INFL drawdown since its inception was -21.30%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for INFL and ACWI.


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Drawdown Indicators


INFLACWIDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-56.00%

+34.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-11.76%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-26.42%

+5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-5.46%

-6.92%

+1.46%

Average Drawdown

Average peak-to-trough decline

-5.14%

-8.69%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.54%

+0.48%

Volatility

INFL vs. ACWI - Volatility Comparison

The current volatility for Horizon Kinetics Inflation Beneficiaries ETF (INFL) is 5.86%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that INFL experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INFLACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

6.38%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

10.05%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

17.48%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

15.97%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

17.08%

+0.70%