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NFRA vs. BILT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFRA vs. BILT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and iShares Infrastructure Active ETF (BILT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NFRA achieves a 8.93% return, which is significantly lower than BILT's 12.39% return.


NFRA

1D
-1.08%
1M
0.27%
YTD
8.93%
6M
9.67%
1Y
13.59%
3Y*
12.91%
5Y*
5.56%
10Y*
7.17%

BILT

1D
0.00%
1M
-1.24%
YTD
12.39%
6M
11.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFRA vs. BILT - Yearly Performance Comparison


Correlation

The correlation between NFRA and BILT is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.78

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Return for Risk

NFRA vs. BILT — Risk / Return Rank

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

NFRA
NFRA Risk / Return Rank: 3737
Overall Rank
NFRA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 3636
Sortino Ratio Rank
NFRA Omega Ratio Rank: 3535
Omega Ratio Rank
NFRA Calmar Ratio Rank: 3838
Calmar Ratio Rank
NFRA Martin Ratio Rank: 3838
Martin Ratio Rank

BILT
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.

NFRA vs. BILT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and iShares Infrastructure Active ETF (BILT). 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.


NFRABILTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.87

Martin ratioReturn relative to average drawdown

6.01

NFRA vs. BILT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NFRABILTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

2.00

-1.51

Drawdowns

NFRA vs. BILT - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, which is greater than BILT's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for NFRA and BILT.


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Drawdown Indicators


NFRABILTDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-5.38%

-27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

Current Drawdown

Current decline from peak

-2.15%

-2.36%

+0.21%

Average Drawdown

Average peak-to-trough decline

-4.53%

-1.44%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

Volatility

NFRA vs. BILT - Volatility Comparison


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Volatility by Period


NFRABILTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

10.28%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

10.28%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

10.28%

+4.69%

NFRA vs. BILT - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is lower than BILT's 0.60% expense ratio.


Dividends

NFRA vs. BILT - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 5.54%, more than BILT's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
BILT
iShares Infrastructure Active ETF
1.33%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.54%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%

Frequently Asked Questions


NFRA and BILT have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NFRA is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NFRA is cheaper with a 0.47% expense ratio, compared with 0.60% for BILT.

NFRA has the higher dividend yield at 5.54%, compared with 1.33% for BILT.

They also come from different issuers: FlexShares and iShares. Their fees differ too: 0.47% for NFRA and 0.60% for BILT.

Portfolio Optimizer

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