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INFR.L vs. SRIW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INFR.L vs. SRIW.L

Last updated Jun 5, 2026

INFR.L (iShares Global Infrastructure UCITS ETF USD (Dist)) and SRIW.L (UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis) are both exchange-traded funds - INFR.L is a Utilities Equities fund tracking the FTSE Global Core Infrastructure Index, while SRIW.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, INFR.L returned 7.61%/yr vs 11.01%/yr for SRIW.L. At a 0.37 correlation, their price movements are largely independent. INFR.L charges 0.65%/yr vs 0.22%/yr for SRIW.L.

Performance

INFR.L vs. SRIW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with INFR.L having a 9.52% return and SRIW.L slightly lower at 9.21%.

INFR.L

1D
-1.24%
1M
-2.23%
YTD
9.52%
6M
8.44%
1Y
16.29%
3Y*
9.33%
5Y*
7.61%
10Y*
8.66%

SRIW.L

1D
0.25%
1M
6.85%
YTD
9.21%
6M
9.45%
1Y
21.14%
3Y*
14.81%
5Y*
11.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFR.L vs. SRIW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)		9.52%5.90%11.49%-4.96%5.77%19.54%3.01%
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis		9.21%6.01%19.08%21.28%-15.04%26.40%12.45%

Correlation

The correlation between INFR.L and SRIW.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.24

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.37

Over the past year, the correlation between INFR.L and SRIW.L has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

INFR.L vs. SRIW.L - Sectors Allocation Comparison

Sectors
INFR.L
SRIW.L

Utilities

56.0%
0.9%

Industrials

20.8%
11.8%

Energy

16.4%
0.0%

Real Estate

5.0%
2.5%

Communication Services

1.0%
4.0%

Technology

0.7%
35.9%

Financial Services

0.0%
16.4%

Basic Materials

-

3.0%

Consumer Cyclical

-

10.9%

Consumer Defensive

-

5.7%

Healthcare

-

9.0%

Utilities

INFR.L
56.0%
SRIW.L
0.9%

Industrials

INFR.L
20.8%
SRIW.L
11.8%

Energy

INFR.L
16.4%
SRIW.L
0.0%

Real Estate

INFR.L
5.0%
SRIW.L
2.5%

Communication Services

INFR.L
1.0%
SRIW.L
4.0%

Technology

INFR.L
0.7%
SRIW.L
35.9%

Financial Services

INFR.L
0.0%
SRIW.L
16.4%

Basic Materials

INFR.L

-

SRIW.L
3.0%

Consumer Cyclical

INFR.L

-

SRIW.L
10.9%

Consumer Defensive

INFR.L

-

SRIW.L
5.7%

Healthcare

INFR.L

-

SRIW.L
9.0%

Compare stocks, funds, or ETFs

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iShares Global Infrastructure UCITS ETF USD (Dist)

UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis

Often compared with INFR.L:
INFR.L vs. DPGT.LINFR.L vs. IWDA.LINFR.L vs. IUIT.LINFR.L vs. ARCK.LINFR.L vs. FWRG.LINFR.L vs. IDWR.LINFR.L vs. WUTI.L
Often compared with SRIW.L:
SRIW.L vs. IUSK.DESRIW.L vs. IWDA.LSRIW.L vs. UC44.LSRIW.L vs. X7PP.LSRIW.L vs. 5ESG.LSRIW.L vs. PACW.LSRIW.L vs. EUFM.L

Return for Risk

INFR.L vs. SRIW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INFR.L
INFR.L Risk / Return Rank: 4949
Overall Rank
INFR.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 4242
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 4848
Martin Ratio Rank
SRIW.L
SRIW.L Risk / Return Rank: 5555
Overall Rank
SRIW.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SRIW.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SRIW.L Omega Ratio Rank: 5858
Omega Ratio Rank
SRIW.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SRIW.L Martin Ratio Rank: 5050
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.

INFR.L vs. SRIW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.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.

INFR.LSRIW.LDifference
Sharpe ratioReturn per unit of total volatility
1.55
1.94

-0.39

Sortino ratioReturn per unit of downside risk
2.19
2.72

-0.52

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

3.13

2.41

+0.72

Martin ratioReturn relative to average drawdown

7.96

8.30

-0.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INFR.L vs. SRIW.L - Sharpe Ratio Comparison

The current INFR.L Sharpe Ratio is 1.55, which is comparable to the SRIW.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of INFR.L and SRIW.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

INFR.LSRIW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.94

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.90

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.01

-0.49

Drawdowns

INFR.L vs. SRIW.L - Drawdown Comparison

The maximum INFR.L drawdown since its inception was -34.25%, which is greater than SRIW.L's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for INFR.L and SRIW.L.

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Drawdown Indicators

INFR.LSRIW.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-21.55%

-12.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-9.66%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-11.08%

-20.07%

+8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-21.55%

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-26.75%

—

—

Current Drawdown

Current decline from peak

-3.70%

0.00%

-3.70%

Average Drawdown

Average peak-to-trough decline

-6.12%

-4.93%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.71%

-0.67%

Volatility

INFR.L vs. SRIW.L - Volatility Comparison

iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) has a higher volatility of 3.92% compared to UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) at 3.27%. This indicates that INFR.L's price experiences larger fluctuations and is considered to be riskier than SRIW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

INFR.LSRIW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.27%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

8.88%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.49%

12.02%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.26%

16.64%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

16.31%

-2.21%

INFR.L vs. SRIW.L - Expense Ratio Comparison

INFR.L has a 0.65% expense ratio, which is higher than SRIW.L's 0.22% expense ratio.

Dividends

INFR.L vs. SRIW.L - Dividend Comparison

INFR.L's dividend yield for the trailing twelve months is around 2.82%, more than SRIW.L's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)		2.82%2.97%2.96%3.02%2.54%2.60%2.84%2.70%2.99%3.51%3.45%4.75%
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis		1.01%1.28%1.25%1.26%1.47%1.10%0.22%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

INFR.L and SRIW.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SRIW.L is cheaper with a 0.22% expense ratio, compared with 0.65% for INFR.L.

INFR.L is categorized as Utilities Equities, while SRIW.L is Global Equities. INFR.L tracks FTSE Global Core Infrastructure Index, while SRIW.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.65% for INFR.L and 0.22% for SRIW.L.

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