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NFRA vs. UTES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFRA vs. UTES - Performance Comparison

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

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NFRA vs. UTES - 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%
UTES
Virtus Reaves Utilities ETF
1.60%25.71%45.35%-2.46%0.80%20.74%-0.30%25.48%5.14%14.21%

Returns By Period

In the year-to-date period, NFRA achieves a 5.94% return, which is significantly higher than UTES's 1.60% return. Over the past 10 years, NFRA has underperformed UTES with an annualized return of 7.17%, while UTES has yielded a comparatively higher 12.83% 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%

UTES

1D
0.11%
1M
-6.27%
YTD
1.60%
6M
-3.38%
1Y
25.54%
3Y*
22.73%
5Y*
16.38%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFRA vs. UTES - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is lower than UTES's 0.49% expense ratio.


Return for Risk

NFRA vs. UTES — 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

UTES
UTES Risk / Return Rank: 6464
Overall Rank
UTES Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 6565
Sortino Ratio Rank
UTES Omega Ratio Rank: 6161
Omega Ratio Rank
UTES Calmar Ratio Rank: 7676
Calmar Ratio Rank
UTES Martin Ratio Rank: 5252
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. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and Virtus Reaves Utilities ETF (UTES). 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.


NFRAUTESDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.13

+0.29

Sortino ratio

Return per unit of downside risk

1.98

1.56

+0.42

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

2.31

1.88

+0.43

Martin ratio

Return relative to average drawdown

8.54

4.68

+3.86

NFRA vs. UTES - Sharpe Ratio Comparison

The current NFRA Sharpe Ratio is 1.42, which is comparable to the UTES Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of NFRA and UTES, 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


NFRAUTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.13

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.81

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.64

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Correlation

The correlation between NFRA and UTES is 0.55, 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. UTES - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 5.69%, more than UTES's 1.47% 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%
UTES
Virtus Reaves Utilities ETF
1.47%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Drawdowns

NFRA vs. UTES - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, smaller than the maximum UTES drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for NFRA and UTES.


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Drawdown Indicators


NFRAUTESDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-35.39%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-13.88%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-20.40%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

-35.39%

+2.90%

Current Drawdown

Current decline from peak

-4.83%

-7.89%

+3.06%

Average Drawdown

Average peak-to-trough decline

-4.56%

-5.51%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

5.59%

-3.47%

Volatility

NFRA vs. UTES - Volatility Comparison

The current volatility for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) is 4.51%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 8.04%. This indicates that NFRA experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFRAUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

8.04%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

16.26%

-8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

22.79%

-10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

20.28%

-7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

20.03%

-5.07%