PLD vs. IGF
PLD (Prologis, Inc.) is a stock, while IGF (iShares Global Infrastructure ETF) is Industrials Equities fund tracking the S&P Global Infrastructure Index. Over the past 10 years, PLD returned 14.19%/yr vs 8.26%/yr for IGF. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
PLD vs. IGF - Performance Comparison
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Returns By Period
In the year-to-date period, PLD achieves a 12.74% return, which is significantly higher than IGF's 7.07% return. Over the past 10 years, PLD has outperformed IGF with an annualized return of 14.19%, while IGF has yielded a comparatively lower 8.26% annualized return.
PLD
- 1D
- -1.22%
- 1M
- -0.91%
- YTD
- 12.74%
- 6M
- 14.51%
- 1Y
- 35.80%
- 3Y*
- 9.00%
- 5Y*
- 5.89%
- 10Y*
- 14.19%
IGF
- 1D
- -0.73%
- 1M
- -1.91%
- YTD
- 7.07%
- 6M
- 8.23%
- 1Y
- 13.89%
- 3Y*
- 15.43%
- 5Y*
- 9.75%
- 10Y*
- 8.26%
PLD vs. IGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLD Prologis, Inc. | 12.74% | 25.08% | -18.12% | 21.58% | -31.33% | 72.33% | 14.74% | 55.87% | -6.25% | 25.94% |
IGF iShares Global Infrastructure ETF | 7.07% | 21.31% | 14.81% | 6.14% | -1.26% | 11.57% | -6.50% | 25.82% | -9.95% | 19.31% |
Correlation
The correlation between PLD and IGF is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2007 | 0.55 |
The correlation between PLD and IGF has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
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Return for Risk
PLD vs. IGF — Risk / Return Rank
PLD
IGF
PLD vs. IGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prologis, Inc. (PLD) and iShares Global Infrastructure ETF (IGF). 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.
| PLD | IGF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 2.38 | +1.37 |
| Martin ratioReturn relative to average drawdown | 12.35 | 7.08 | +5.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLD | IGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.32 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.70 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.49 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.23 | +0.10 |
Drawdowns
PLD vs. IGF - Drawdown Comparison
The maximum PLD drawdown since its inception was -84.70%, which is greater than IGF's maximum drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for PLD and IGF.
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Drawdown Indicators
| PLD | IGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.70% | -58.33% | -26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -5.87% | -3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -31.37% | -14.28% | -17.09% |
Max Drawdown (5Y)Largest decline over 5 years | -43.30% | -20.83% | -22.47% |
Max Drawdown (10Y)Largest decline over 10 years | -43.30% | -42.11% | -1.19% |
Current DrawdownCurrent decline from peak | -6.67% | -5.29% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -11.87% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.97% | +0.94% |
Volatility
PLD vs. IGF - Volatility Comparison
Prologis, Inc. (PLD) has a higher volatility of 5.54% compared to iShares Global Infrastructure ETF (IGF) at 3.61%. This indicates that PLD's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLD | IGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 3.61% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 8.68% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 10.56% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 14.00% | +12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.98% | 16.84% | +10.14% |
Dividends
PLD vs. IGF - Dividend Comparison
PLD's dividend yield for the trailing twelve months is around 2.87%, less than IGF's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.01% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
PLD Prologis, Inc. | 2.87% | 3.16% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% |
Frequently Asked Questions
PLD and IGF have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLD has higher volatility (5.54%) compared to IGF (3.61%). In terms of maximum drawdown, PLD dropped -84.70% vs IGF's -58.33%.
PLD currently has the higher Sharpe Ratio (1.70 vs 1.32), 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.
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