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PFFD vs. PFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFD and PFF is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

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.

16.00%18.00%20.00%22.00%24.00%26.00%28.00%NovemberDecember2025FebruaryMarchApril
15.33%
17.87%
PFFD
PFF

Key characteristics

Sharpe Ratio

PFFD:

-0.04

PFF:

0.01

Sortino Ratio

PFFD:

0.01

PFF:

0.08

Omega Ratio

PFFD:

1.00

PFF:

1.01

Calmar Ratio

PFFD:

-0.03

PFF:

0.01

Martin Ratio

PFFD:

-0.13

PFF:

0.04

Ulcer Index

PFFD:

2.92%

PFF:

2.59%

Daily Std Dev

PFFD:

9.11%

PFF:

8.52%

Max Drawdown

PFFD:

-30.93%

PFF:

-65.55%

Current Drawdown

PFFD:

-11.47%

PFF:

-7.58%

Returns By Period

The year-to-date returns for both stocks are quite close, with PFFD having a -2.96% return and PFF slightly lower at -3.02%.


PFFD

YTD

-2.96%

1M

-4.20%

6M

-7.53%

1Y

-0.69%

5Y*

3.66%

10Y*

N/A

PFF

YTD

-3.02%

1M

-3.71%

6M

-6.91%

1Y

-0.20%

5Y*

5.74%

10Y*

2.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFFD vs. PFF - Expense Ratio Comparison

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


PFF
iShares Preferred and Income Securities ETF
Expense ratio chart for PFF: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFF: 0.46%
Expense ratio chart for PFFD: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFD: 0.23%

Risk-Adjusted Performance

PFFD vs. PFF — Risk-Adjusted Performance Rank

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

PFFD
The Risk-Adjusted Performance Rank of PFFD is 2424
Overall Rank
The Sharpe Ratio Rank of PFFD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PFFD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of PFFD is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PFFD is 2525
Martin Ratio Rank

PFF
The Risk-Adjusted Performance Rank of PFF is 2626
Overall Rank
The Sharpe Ratio Rank of PFF is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 2828
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFFD vs. PFF - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PFFD, currently valued at -0.04, compared to the broader market0.002.004.00
PFFD: -0.04
PFF: 0.01
The chart of Sortino ratio for PFFD, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.0010.0012.00
PFFD: 0.01
PFF: 0.08
The chart of Omega ratio for PFFD, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
PFFD: 1.00
PFF: 1.01
The chart of Calmar ratio for PFFD, currently valued at -0.03, compared to the broader market0.005.0010.0015.00
PFFD: -0.03
PFF: 0.01
The chart of Martin ratio for PFFD, currently valued at -0.13, compared to the broader market0.0020.0040.0060.0080.00100.00
PFFD: -0.13
PFF: 0.04

The current PFFD Sharpe Ratio is -0.04, which is lower than the PFF Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of PFFD and PFF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.04
0.01
PFFD
PFF

Dividends

PFFD vs. PFF - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.66%, which matches PFF's 6.68% yield.


TTM20242023202220212020201920182017201620152014
PFFD
Global X U.S. Preferred ETF
6.66%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.68%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.47%
-7.58%
PFFD
PFF

Volatility

PFFD vs. PFF - Volatility Comparison

The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.37%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.61%. 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.


1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
2.37%
2.61%
PFFD
PFF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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