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POWR vs. GII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POWR vs. GII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Power Infrastructure ETF (POWR) and SPDR S&P Global Infrastructure ETF (GII). The values are adjusted to include any dividend payments, if applicable.

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POWR vs. GII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWR
iShares U.S. Power Infrastructure ETF
12.26%10.81%-1.30%3.66%42.54%42.03%-28.30%8.44%-11.74%9.69%
GII
SPDR S&P Global Infrastructure ETF
9.36%21.79%14.30%5.90%-0.54%11.39%-6.81%26.32%-10.08%19.07%

Returns By Period

In the year-to-date period, POWR achieves a 12.26% return, which is significantly higher than GII's 9.36% return. Both investments have delivered pretty close results over the past 10 years, with POWR having a 8.88% annualized return and GII not far ahead at 8.99%.


POWR

1D
0.42%
1M
-1.18%
YTD
12.26%
6M
11.01%
1Y
13.80%
3Y*
9.78%
5Y*
16.12%
10Y*
8.88%

GII

1D
0.37%
1M
-2.67%
YTD
9.36%
6M
11.39%
1Y
26.55%
3Y*
15.77%
5Y*
11.42%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POWR vs. GII - Expense Ratio Comparison

Both POWR and GII have an expense ratio of 0.40%.


Return for Risk

POWR vs. GII — Risk / Return Rank

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

POWR
POWR Risk / Return Rank: 3131
Overall Rank
POWR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
POWR Sortino Ratio Rank: 3030
Sortino Ratio Rank
POWR Omega Ratio Rank: 3232
Omega Ratio Rank
POWR Calmar Ratio Rank: 3030
Calmar Ratio Rank
POWR Martin Ratio Rank: 3131
Martin Ratio Rank

GII
GII Risk / Return Rank: 9191
Overall Rank
GII Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GII Sortino Ratio Rank: 9090
Sortino Ratio Rank
GII Omega Ratio Rank: 9292
Omega Ratio Rank
GII Calmar Ratio Rank: 8989
Calmar Ratio Rank
GII Martin Ratio Rank: 9595
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.

POWR vs. GII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Power Infrastructure ETF (POWR) and SPDR S&P Global Infrastructure ETF (GII). 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.


POWRGIIDifference

Sharpe ratio

Return per unit of total volatility

0.64

2.02

-1.38

Sortino ratio

Return per unit of downside risk

0.94

2.66

-1.71

Omega ratio

Gain probability vs. loss probability

1.14

1.41

-0.27

Calmar ratio

Return relative to maximum drawdown

0.80

3.09

-2.28

Martin ratio

Return relative to average drawdown

2.84

15.56

-12.72

POWR vs. GII - Sharpe Ratio Comparison

The current POWR Sharpe Ratio is 0.64, which is lower than the GII Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of POWR and GII, 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


POWRGIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

2.02

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.82

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.53

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.29

-0.12

Correlation

The correlation between POWR and GII is 0.53, 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

POWR vs. GII - Dividend Comparison

POWR's dividend yield for the trailing twelve months is around 7.04%, more than GII's 2.90% yield.


TTM20252024202320222021202020192018201720162015
POWR
iShares U.S. Power Infrastructure ETF
7.04%7.56%4.36%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%
GII
SPDR S&P Global Infrastructure ETF
2.90%3.17%3.23%3.70%3.07%2.37%2.66%3.39%3.31%3.38%3.11%3.54%

Drawdowns

POWR vs. GII - Drawdown Comparison

The maximum POWR drawdown since its inception was -65.98%, which is greater than GII's maximum drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for POWR and GII.


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Drawdown Indicators


POWRGIIDifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-50.98%

-15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.63%

-8.78%

-8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-20.67%

-4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-63.42%

-42.84%

-20.58%

Current Drawdown

Current decline from peak

-1.62%

-3.11%

+1.49%

Average Drawdown

Average peak-to-trough decline

-18.35%

-11.59%

-6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

1.74%

+3.26%

Volatility

POWR vs. GII - Volatility Comparison

iShares U.S. Power Infrastructure ETF (POWR) has a higher volatility of 5.66% compared to SPDR S&P Global Infrastructure ETF (GII) at 4.16%. This indicates that POWR's price experiences larger fluctuations and is considered to be riskier than GII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWRGIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

4.16%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

7.59%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

13.21%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.22%

13.97%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

17.14%

+8.50%