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PLD vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLD vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prologis, Inc. (PLD) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLD vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

PLD
PLD Risk / Return Rank: 8585
Overall Rank
PLD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
PLD Omega Ratio Rank: 8181
Omega Ratio Rank
PLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
PLD Martin Ratio Rank: 9191
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 4545
Overall Rank
IGF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 4141
Sortino Ratio Rank
IGF Omega Ratio Rank: 4040
Omega Ratio Rank
IGF Calmar Ratio Rank: 5353
Calmar Ratio Rank
IGF Martin Ratio Rank: 4747
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.

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.


PLDIGFDifference
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

PLD vs. IGF - Sharpe Ratio Comparison

The current PLD Sharpe Ratio is 1.70, which is comparable to the IGF Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PLD and IGF, 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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Sharpe Ratios by Period


PLDIGFDifference

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


PLDIGFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.67%

-5.29%

-1.38%

Average Drawdown

Average peak-to-trough decline

-17.36%

-11.87%

-5.49%

Ulcer Index

Depth 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


PLDIGFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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