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PFFD vs. PFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFD vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Preferred ETF (PFFD) and iShares Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFD achieves a 1.75% return, which is significantly higher than PFF's 1.44% return.


PFFD

1D
0.00%
1M
0.10%
YTD
1.75%
6M
1.42%
1Y
6.96%
3Y*
5.74%
5Y*
-0.48%
10Y*

PFF

1D
-0.19%
1M
-1.04%
YTD
1.44%
6M
1.15%
1Y
7.10%
3Y*
6.69%
5Y*
1.03%
10Y*
3.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFD vs. PFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFFD
Global X U.S. Preferred ETF
1.75%3.22%7.07%6.85%-20.20%5.07%8.90%17.43%-3.94%0.69%
PFF
iShares Preferred and Income Securities ETF
1.44%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-4.64%-0.52%

Correlation

The correlation between PFFD and PFF is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2017

0.88

The correlation between PFFD and PFF has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

PFFD vs. PFF — Risk / Return Rank

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

PFFD
PFFD Risk / Return Rank: 2626
Overall Rank
PFFD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 2626
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2424
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2525
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2626
Martin Ratio Rank

PFF
PFF Risk / Return Rank: 2828
Overall Rank
PFF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFF Omega Ratio Rank: 2626
Omega Ratio Rank
PFF Calmar Ratio Rank: 2828
Calmar Ratio Rank
PFF Martin Ratio Rank: 3030
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.

PFFD vs. PFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) and iShares Preferred and Income Securities ETF (PFF). 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.


PFFDPFFDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.17

1.35

-0.18

Martin ratioReturn relative to average drawdown

3.42

4.07

-0.65

PFFD vs. PFF - Sharpe Ratio Comparison

The current PFFD Sharpe Ratio is 0.95, which is comparable to the PFF Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PFFD and PFF, 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

PFFD vs. PFF - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for PFFD and PFF.


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Drawdown Indicators


PFFDPFFDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-65.55%

+34.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-5.28%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

-10.63%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-21.05%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-4.19%

-2.54%

-1.65%

Average Drawdown

Average peak-to-trough decline

-6.57%

-5.75%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.75%

+0.29%

Volatility

PFFD vs. PFF - Volatility Comparison

The current volatility for Global X U.S. Preferred ETF (PFFD) is 1.99%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.42%. This indicates that PFFD experiences smaller price fluctuations and is considered to be less risky than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFDPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.42%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.44%

5.42%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

7.35%

7.03%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.01%

10.35%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.73%

12.68%

+0.05%

PFFD vs. PFF - Expense Ratio Comparison

PFFD has a 0.23% expense ratio, which is lower than PFF's 0.46% expense ratio.


Dividends

PFFD vs. PFF - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.40%, more than PFF's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
PFF
iShares Preferred and Income Securities ETF
5.55%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%
PFFD
Global X U.S. Preferred ETF
6.40%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, PFFD and PFF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PFF has higher volatility (2.42%) compared to PFFD (1.99%). In terms of maximum drawdown, PFFD dropped -30.93% vs PFF's -65.55%.

On 5-year performance, PFF leads with 1.03% vs -0.48% for PFFD. On fees, PFFD is cheaper at 0.23% per year. On volatility, PFFD has been the lower-risk option at 1.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFF has performed better with a 1.03% return vs -0.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFD is cheaper with a 0.23% expense ratio, compared with 0.46% for PFF.

PFFD has the higher dividend yield at 6.40%, compared with 5.55% for PFF.

PFFD tracks ICE BofA Diversified Core U.S. Preferred Securities Index, while PFF tracks ICE Exchange-Listed Preferred & Hybrid Securities Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.23% for PFFD and 0.46% for PFF.

PFF currently has the higher Sharpe Ratio (1.01 vs 0.95), 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

Find the right allocation for PFFD and PFF

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