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POWR vs. IFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWR vs. IFRA - Performance Comparison

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

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Returns By Period

In the year-to-date period, POWR achieves a 12.12% return, which is significantly lower than IFRA's 16.00% return.


POWR

1D
0.77%
1M
-3.78%
6M
6.76%
YTD
12.12%
1Y
16.38%
3Y*
7.49%
5Y*
15.95%
10Y*
8.36%
ALL TIME*
4.05%

IFRA

1D
0.00%
1M
-2.67%
6M
8.92%
YTD
16.00%
1Y
23.20%
3Y*
16.79%
5Y*
13.28%
10Y*
ALL TIME*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.72M$20.65M$23.36M
$5.98M$6.98M$7.47M

POWR vs. IFRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
POWR
iShares U.S. Power Infrastructure ETF
12.12%10.81%-1.30%3.66%42.54%42.03%-28.30%8.44%-9.22%
IFRA
iShares U.S. Infrastructure ETF
16.00%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-7.97%

Correlation

The correlation between POWR and IFRA is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.60

The correlation between POWR and IFRA shifts across timeframes, from 0.53 (3 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.

POWR vs. IFRA - Sectors Allocation Comparison


Sectors
POWR
IFRA

Utilities

58.2%
37.8%

Industrials

23.7%
36.9%

Energy

12.4%
7.9%

Technology

5.4%

-

Basic Materials

0.1%
17.1%

Communication Services

-

-

Consumer Cyclical

-

0.0%

Consumer Defensive

-

0.0%

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

POWR
58.2%
IFRA
37.8%

Industrials

POWR
23.7%
IFRA
36.9%

Energy

POWR
12.4%
IFRA
7.9%

Technology

POWR
5.4%
IFRA

-

Basic Materials

POWR
0.1%
IFRA
17.1%

Communication Services

POWR

-

IFRA

-

Consumer Cyclical

POWR

-

IFRA
0.0%

Consumer Defensive

POWR

-

IFRA
0.0%

Financial Services

POWR

-

IFRA

-

Healthcare

POWR

-

IFRA

-

Real Estate

POWR

-

IFRA

-

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Return for Risk

POWR vs. IFRA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

POWR
POWR Risk / Return Rank: 3939
Overall Rank
POWR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
POWR Sortino Ratio Rank: 3434
Sortino Ratio Rank
POWR Omega Ratio Rank: 3333
Omega Ratio Rank
POWR Calmar Ratio Rank: 4343
Calmar Ratio Rank
POWR Martin Ratio Rank: 4747
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 6565
Overall Rank
IFRA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 6565
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5555
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7575
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

POWR vs. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Power Infrastructure ETF (POWR) and iShares U.S. Infrastructure ETF (IFRA). 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.


POWRIFRADifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

1.54

2.61

-1.08

Martin ratioReturn relative to average drawdown

5.38

8.59

-3.20

POWR vs. IFRA - Sharpe Ratio Comparison

The current POWR Sharpe Ratio is 0.87, which is lower than the IFRA Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of POWR and IFRA, 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

POWR vs. IFRA - Drawdown Comparison

The maximum POWR drawdown since its inception was -65.98%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for POWR and IFRA.


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Drawdown Indicators


POWRIFRADifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-41.06%

-24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-8.40%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-19.93%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-19.93%

-5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-63.42%

Current Drawdown

Current decline from peak

-6.78%

-5.46%

-1.32%

Average Drawdown

Average peak-to-trough decline

-17.99%

-5.09%

-12.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.55%

+0.24%

Volatility

POWR vs. IFRA - Volatility Comparison

iShares U.S. Power Infrastructure ETF (POWR) has a higher volatility of 5.12% compared to iShares U.S. Infrastructure ETF (IFRA) at 4.01%. This indicates that POWR's price experiences larger fluctuations and is considered to be riskier than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWRIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

4.01%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

12.02%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

15.40%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

17.87%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

21.29%

+4.21%

POWR vs. IFRA - Expense Ratio Comparison

POWR has a 0.40% expense ratio, which is higher than IFRA's 0.30% expense ratio.


Dividends

POWR vs. IFRA - Dividend Comparison

POWR's dividend yield for the trailing twelve months is around 5.75%, more than IFRA's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
IFRA
iShares U.S. Infrastructure ETF
1.61%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%
POWR
iShares U.S. Power Infrastructure ETF
5.75%7.56%4.36%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%

Frequently Asked Questions


POWR and IFRA have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWR has higher volatility (5.12%) compared to IFRA (4.01%). In terms of maximum drawdown, POWR dropped -65.98% vs IFRA's -41.06%.

On 5-year performance, POWR leads with 15.95% vs 13.28% for IFRA. On fees, IFRA is cheaper at 0.30% per year. On volatility, IFRA has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, POWR has performed better with a 15.95% return vs 13.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFRA is cheaper with a 0.30% expense ratio, compared with 0.40% for POWR.

POWR has the higher dividend yield at 5.75%, compared with 1.61% for IFRA.

POWR tracks S&P U.S. Power Infrastructure Select Index, while IFRA tracks NYSE FactSet U.S. Infrastructure Index (TR). Their fees differ too: 0.40% for POWR and 0.30% for IFRA.

IFRA currently has the higher Sharpe Ratio (1.43 vs 0.87), 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 POWR and IFRA

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