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JETS vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JETS vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Jets ETF (JETS) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JETS achieves a -0.86% return, which is significantly lower than IGF's 8.05% return. Over the past 10 years, JETS has underperformed IGF with an annualized return of 2.63%, while IGF has yielded a comparatively higher 8.29% annualized return.


JETS

1D
-2.35%
1M
9.48%
YTD
-0.86%
6M
3.46%
1Y
22.85%
3Y*
14.30%
5Y*
1.37%
10Y*
2.63%

IGF

1D
-0.57%
1M
-1.85%
YTD
8.05%
6M
7.91%
1Y
15.30%
3Y*
15.91%
5Y*
10.15%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JETS vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JETS
U.S. Global Jets ETF
-0.86%11.64%33.21%11.42%-19.01%-5.13%-28.93%14.38%-14.30%18.66%
IGF
iShares Global Infrastructure ETF
8.05%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

Correlation

The correlation between JETS and IGF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.41

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

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since May 1, 2015

0.48

The correlation between JETS and IGF shifts across timeframes, from 0.35 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

JETS vs. IGF - Sectors Allocation Comparison


Sectors
JETS
IGF

Industrials

88.8%
38.8%

Consumer Cyclical

8.6%

-

Technology

2.6%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

20.1%

Financial Services

-

-

Healthcare

-

-

Real Estate

-

0.1%

Utilities

-

41.1%

Industrials

JETS
88.8%
IGF
38.8%

Consumer Cyclical

JETS
8.6%
IGF

-

Technology

JETS
2.6%
IGF

-

Basic Materials

JETS

-

IGF

-

Communication Services

JETS

-

IGF

-

Consumer Defensive

JETS

-

IGF

-

Energy

JETS

-

IGF
20.1%

Financial Services

JETS

-

IGF

-

Healthcare

JETS

-

IGF

-

Real Estate

JETS

-

IGF
0.1%

Utilities

JETS

-

IGF
41.1%

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Return for Risk

JETS vs. IGF — Risk / Return Rank

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

JETS
JETS Risk / Return Rank: 2121
Overall Rank
JETS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JETS Sortino Ratio Rank: 2323
Sortino Ratio Rank
JETS Omega Ratio Rank: 2121
Omega Ratio Rank
JETS Calmar Ratio Rank: 2121
Calmar Ratio Rank
JETS Martin Ratio Rank: 2020
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 4444
Overall Rank
IGF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 4040
Sortino Ratio Rank
IGF Omega Ratio Rank: 3939
Omega Ratio Rank
IGF Calmar Ratio Rank: 5252
Calmar Ratio Rank
IGF Martin Ratio Rank: 4848
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.

JETS vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Jets ETF (JETS) and iShares Global Infrastructure ETF (IGF). 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.


JETSIGFDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratioReturn relative to maximum drawdown

0.95

2.62

-1.67

Martin ratioReturn relative to average drawdown

2.44

8.05

-5.62

JETS vs. IGF - Sharpe Ratio Comparison

The current JETS Sharpe Ratio is 0.70, which is lower than the IGF Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of JETS and IGF, 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


JETSIGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.47

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.73

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.49

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.24

-0.18

Drawdowns

JETS vs. IGF - Drawdown Comparison

The maximum JETS drawdown since its inception was -64.92%, which is greater than IGF's maximum drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for JETS and IGF.


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Drawdown Indicators


JETSIGFDifference

Max Drawdown

Largest peak-to-trough decline

-64.92%

-58.33%

-6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-24.13%

-5.87%

-18.26%

Max Drawdown (3Y)

Largest decline over 3 years

-35.21%

-14.28%

-20.93%

Max Drawdown (5Y)

Largest decline over 5 years

-44.36%

-20.83%

-23.53%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

-42.11%

-22.81%

Current Drawdown

Current decline from peak

-17.40%

-4.43%

-12.97%

Average Drawdown

Average peak-to-trough decline

-25.19%

-11.87%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.40%

1.90%

+7.50%

Volatility

JETS vs. IGF - Volatility Comparison

U.S. Global Jets ETF (JETS) has a higher volatility of 11.74% compared to iShares Global Infrastructure ETF (IGF) at 3.68%. This indicates that JETS's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JETSIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.74%

3.68%

+8.06%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

8.59%

+15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

32.61%

10.49%

+22.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.27%

13.99%

+18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.18%

16.83%

+17.35%

JETS vs. IGF - Expense Ratio Comparison

JETS has a 0.60% expense ratio, which is higher than IGF's 0.39% expense ratio.


Dividends

JETS vs. IGF - Dividend Comparison

JETS's dividend yield for the trailing twelve months is around 0.84%, less than IGF's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.98%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
JETS
U.S. Global Jets ETF
0.84%0.83%0.00%0.00%0.00%0.67%0.04%1.24%0.09%1.57%0.58%0.17%

Frequently Asked Questions


JETS and IGF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETS has higher volatility (11.74%) compared to IGF (3.68%). In terms of maximum drawdown, JETS dropped -64.92% vs IGF's -58.33%.

On 10-year performance, IGF leads with 8.29% vs 2.63% for JETS. On fees, IGF is cheaper at 0.39% per year. On volatility, IGF has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGF has performed better with a 8.29% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGF is cheaper with a 0.39% expense ratio, compared with 0.60% for JETS.

IGF has the higher dividend yield at 2.98%, compared with 0.84% for JETS.

JETS tracks U.S. Global Jets Index, while IGF tracks S&P Global Infrastructure Index. They also come from different issuers: US Global and iShares. Their fees differ too: 0.60% for JETS and 0.39% for IGF.

IGF currently has the higher Sharpe Ratio (1.47 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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