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NFRA vs. MLPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFRA vs. MLPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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 8.91% return, which is significantly lower than MLPB's 26.62% return. Over the past 10 years, NFRA has underperformed MLPB with an annualized return of 6.83%, while MLPB has yielded a comparatively higher 8.89% annualized return.


NFRA

1D
-0.33%
1M
1.08%
6M
5.98%
YTD
8.91%
1Y
13.70%
3Y*
11.88%
5Y*
5.93%
10Y*
6.83%
ALL TIME*
6.90%

MLPB

1D
1.16%
1M
7.18%
6M
17.75%
YTD
26.62%
1Y
25.65%
3Y*
21.81%
5Y*
22.18%
10Y*
8.89%
ALL TIME*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$90.23K$111.55K$133.00K
$3.34M$2.60M$4.28M

NFRA vs. MLPB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
8.91%18.42%4.76%8.96%-10.11%9.61%2.24%26.27%-7.74%15.92%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
26.62%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-8.79%-9.71%

Correlation

The correlation between NFRA and MLPB is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (10Y)
Provides a long-term view across more market conditions.

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.37

The correlation between NFRA and MLPB shifts across timeframes, from 0.23 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NFRA vs. MLPB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NFRA
NFRA Risk / Return Rank: 5555
Overall Rank
NFRA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 5757
Sortino Ratio Rank
NFRA Omega Ratio Rank: 5656
Omega Ratio Rank
NFRA Calmar Ratio Rank: 5555
Calmar Ratio Rank
NFRA Martin Ratio Rank: 5050
Martin Ratio Rank

MLPB
MLPB Risk / Return Rank: 6969
Overall Rank
MLPB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 7373
Sortino Ratio Rank
MLPB Omega Ratio Rank: 6767
Omega Ratio Rank
MLPB Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLPB Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NFRA vs. MLPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NFRAMLPBDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

1.94

2.56

-0.61

Martin ratioReturn relative to average drawdown

5.78

6.82

-1.04

NFRA vs. MLPB - Sharpe Ratio Comparison

The current NFRA Sharpe Ratio is 1.36, which is comparable to the MLPB Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of NFRA and MLPB, 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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Drawdowns

NFRA vs. MLPB - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, smaller than the maximum MLPB drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for NFRA and MLPB.


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Drawdown Indicators


NFRAMLPBDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-71.93%

+39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-9.28%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-9.16%

-16.49%

+7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-20.41%

-2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

-71.93%

+39.44%

Current Drawdown

Current decline from peak

-2.16%

0.00%

-2.16%

Average Drawdown

Average peak-to-trough decline

-4.50%

-14.67%

+10.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

3.72%

-1.28%

Volatility

NFRA vs. MLPB - Volatility Comparison

The current volatility for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) is 2.42%, while ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) has a volatility of 4.65%. This indicates that NFRA experiences smaller price fluctuations and is considered to be less risky than MLPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFRAMLPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

4.65%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

11.14%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.38%

14.17%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

19.62%

-6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

27.20%

-12.33%

NFRA vs. MLPB - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is lower than MLPB's 0.85% expense ratio.


Dividends

NFRA vs. MLPB - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 5.68%, which matches MLPB's 5.70% yield.


PositionTTM20252024202320222021202020192018201720162015
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.70%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%0.00%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.68%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 MLPB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPB has higher volatility (4.65%) compared to NFRA (2.42%). In terms of maximum drawdown, NFRA dropped -32.49% vs MLPB's -71.93%.

On 10-year performance, MLPB leads with 8.89% vs 6.83% for NFRA. On fees, NFRA is cheaper at 0.47% per year. On volatility, NFRA has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MLPB has performed better with a 8.89% return vs 6.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFRA is cheaper with a 0.47% expense ratio, compared with 0.85% for MLPB.

MLPB has the higher dividend yield at 5.70%, compared with 5.68% for NFRA.

NFRA tracks STOXX Global Broad Infrastructure Index, while MLPB tracks Alerian MLP Infrastructure Index. They also come from different issuers: FlexShares and UBS. Their fees differ too: 0.47% for NFRA and 0.85% for MLPB.

MLPB currently has the higher Sharpe Ratio (1.67 vs 1.36), 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.

Portfolio Optimizer

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