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INFR vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INFR vs. GXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Sustainable Infrastructure ETF (INFR) and Global X PureCap MSCI Energy ETF (GXPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INFR achieves a 1.41% return, which is significantly lower than GXPE's 31.18% return.


INFR

1D
0.00%
1M
0.00%
YTD
1.41%
6M
0.97%
1Y
7.79%
3Y*
5.55%
5Y*
10Y*

GXPE

1D
1.65%
1M
-1.13%
YTD
31.18%
6M
29.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFR vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between INFR and GXPE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.09

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Return for Risk

INFR vs. GXPE — Risk / Return Rank

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

INFR
INFR Risk / Return Rank: 2727
Overall Rank
INFR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
INFR Sortino Ratio Rank: 2525
Sortino Ratio Rank
INFR Omega Ratio Rank: 3131
Omega Ratio Rank
INFR Calmar Ratio Rank: 2626
Calmar Ratio Rank
INFR Martin Ratio Rank: 2828
Martin Ratio Rank

GXPE
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 vs. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainable Infrastructure ETF (INFR) and Global X PureCap MSCI Energy ETF (GXPE). 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.


INFRGXPEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.28

Martin ratioReturn relative to average drawdown

3.97

INFR vs. GXPE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


INFRGXPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

2.18

-1.72

Drawdowns

INFR vs. GXPE - Drawdown Comparison

The maximum INFR drawdown since its inception was -19.28%, which is greater than GXPE's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for INFR and GXPE.


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Drawdown Indicators


INFRGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-12.37%

-6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.55%

Current Drawdown

Current decline from peak

-0.70%

-6.88%

+6.18%

Average Drawdown

Average peak-to-trough decline

-4.93%

-3.21%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

Volatility

INFR vs. GXPE - Volatility Comparison


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Volatility by Period


INFRGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

20.42%

-11.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

20.42%

-6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

20.42%

-6.16%

INFR vs. GXPE - Expense Ratio Comparison

INFR has a 0.59% expense ratio, which is higher than GXPE's 0.15% expense ratio.


Dividends

INFR vs. GXPE - Dividend Comparison

INFR's dividend yield for the trailing twelve months is around 2.49%, more than GXPE's 0.92% yield.


PositionTTM202520242023
GXPE
Global X PureCap MSCI Energy ETF
0.92%1.20%0.00%0.00%
INFR
ClearBridge Sustainable Infrastructure ETF
2.49%2.52%2.36%3.06%

Frequently Asked Questions


INFR and GXPE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPE is cheaper with a 0.15% expense ratio, compared with 0.59% for INFR.

INFR has the higher dividend yield at 2.49%, compared with 0.92% for GXPE.

INFR tracks RARE Global Infrastructure Index, while GXPE tracks MSCI USA Energy PureCap Index. They also come from different issuers: ClearBridge and Global X. Their fees differ too: 0.59% for INFR and 0.15% for GXPE.

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