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NFRA vs. POWR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFRA vs. POWR - 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 U.S. Power Infrastructure ETF (POWR). The values are adjusted to include any dividend payments, if applicable.

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NFRA vs. POWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.94%18.42%4.76%8.96%-10.11%9.61%2.24%26.27%-7.74%15.92%
POWR
iShares U.S. Power Infrastructure ETF
11.79%10.81%-1.30%3.66%42.54%42.03%-28.30%8.44%-11.74%9.69%

Returns By Period

In the year-to-date period, NFRA achieves a 5.94% return, which is significantly lower than POWR's 11.79% return. Over the past 10 years, NFRA has underperformed POWR with an annualized return of 7.17%, while POWR has yielded a comparatively higher 8.84% annualized return.


NFRA

1D
1.51%
1M
-4.83%
YTD
5.94%
6M
6.34%
1Y
17.73%
3Y*
11.49%
5Y*
6.00%
10Y*
7.17%

POWR

1D
1.47%
1M
-1.55%
YTD
11.79%
6M
10.83%
1Y
13.74%
3Y*
9.63%
5Y*
16.02%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFRA vs. POWR - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is higher than POWR's 0.40% expense ratio.


Return for Risk

NFRA vs. POWR — Risk / Return Rank

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

NFRA
NFRA Risk / Return Rank: 7979
Overall Rank
NFRA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 7878
Sortino Ratio Rank
NFRA Omega Ratio Rank: 7777
Omega Ratio Rank
NFRA Calmar Ratio Rank: 8282
Calmar Ratio Rank
NFRA Martin Ratio Rank: 8080
Martin Ratio Rank

POWR
POWR Risk / Return Rank: 3333
Overall Rank
POWR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
POWR Sortino Ratio Rank: 3333
Sortino Ratio Rank
POWR Omega Ratio Rank: 3535
Omega Ratio Rank
POWR Calmar Ratio Rank: 3333
Calmar Ratio Rank
POWR Martin Ratio Rank: 3232
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.

NFRA vs. POWR - 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 U.S. Power Infrastructure ETF (POWR). 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.


NFRAPOWRDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.63

+0.78

Sortino ratio

Return per unit of downside risk

1.98

0.94

+1.04

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

2.31

0.82

+1.49

Martin ratio

Return relative to average drawdown

8.54

2.88

+5.65

NFRA vs. POWR - Sharpe Ratio Comparison

The current NFRA Sharpe Ratio is 1.42, which is higher than the POWR Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NFRA and POWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NFRAPOWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.63

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.69

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.35

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.17

+0.30

Correlation

The correlation between NFRA and POWR is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NFRA vs. POWR - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 5.69%, less than POWR's 7.07% yield.


TTM20252024202320222021202020192018201720162015
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.69%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%
POWR
iShares U.S. Power Infrastructure ETF
7.07%7.56%4.36%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%

Drawdowns

NFRA vs. POWR - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, smaller than the maximum POWR drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for NFRA and POWR.


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Drawdown Indicators


NFRAPOWRDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-65.98%

+33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-17.67%

+9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-25.09%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

-63.42%

+30.93%

Current Drawdown

Current decline from peak

-4.83%

-2.03%

-2.80%

Average Drawdown

Average peak-to-trough decline

-4.56%

-18.36%

+13.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

5.00%

-2.88%

Volatility

NFRA vs. POWR - Volatility Comparison

The current volatility for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) is 4.51%, while iShares U.S. Power Infrastructure ETF (POWR) has a volatility of 5.93%. This indicates that NFRA experiences smaller price fluctuations and is considered to be less risky than POWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFRAPOWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

5.93%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

11.98%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

21.77%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

23.23%

-10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

25.64%

-10.68%