QUVU vs. IGF

Last updated Apr 2, 2026

Compare and contrast key facts about Hartford Quality Value ETF (QUVU) and iShares Global Infrastructure ETF (IGF).

QUVU and IGF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUVU is an actively managed fund by Hartford. It was launched on Feb 28, 2017. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007.

Performance

QUVU vs. IGF - Performance Comparison

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

QUVU vs. IGF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QUVU Hartford Quality Value ETF	-0.02%	14.54%	9.83%	8.32%
IGF iShares Global Infrastructure ETF	9.55%	21.31%	14.81%	11.66%

Returns By Period

In the year-to-date period, QUVU achieves a -0.02% return, which is significantly lower than IGF's 9.55% return.

QUVU

• 1D: 0.80%
• 1M: -5.19%
• YTD: -0.02%
• 6M: 4.73%
• 1Y: 11.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGF

• 1D: 0.33%
• 1M: -2.57%
• YTD: 9.55%
• 6M: 11.40%
• 1Y: 26.48%
• 3Y*: 15.89%
• 5Y*: 11.45%
• 10Y*: 8.84%

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

QUVU vs. IGF - Expense Ratio Comparison

QUVU has a 0.45% expense ratio, which is higher than IGF's 0.39% expense ratio.

QUVU

Hartford Quality Value ETF

IGF

iShares Global Infrastructure ETF

Return for Risk

QUVU vs. IGF — Risk / Return Rank

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

QUVU

QUVU Risk / Return Rank: 36
QUVU Sharpe Ratio Rank: 37
QUVU Sortino Ratio Rank: 36
QUVU Omega Ratio Rank: 36
QUVU Calmar Ratio Rank: 34
QUVU Martin Ratio Rank: 37

IGF

IGF Risk / Return Rank: 92
IGF Sharpe Ratio Rank: 91
IGF Sortino Ratio Rank: 92
IGF Omega Ratio Rank: 92
IGF Calmar Ratio Rank: 90
IGF Martin Ratio Rank: 94

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.

QUVU vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Quality Value ETF (QUVU) 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.

	QUVU	IGF	Difference
Sharpe ratio Return per unit of total volatility	0.77	2.09	-1.32
Sortino ratio Return per unit of downside risk	1.14	2.76	-1.62
Omega ratio Gain probability vs. loss probability	1.16	1.42	-0.26
Calmar ratio Return relative to maximum drawdown	1.05	3.10	-2.04
Martin ratio Return relative to average drawdown	4.15	15.49	-11.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QUVU vs. IGF - Sharpe Ratio Comparison

The current QUVU Sharpe Ratio is 0.77, which is lower than the IGF Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of QUVU and IGF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QUVU	IGF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	2.09	-1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.24	+0.85

Correlation

The correlation between QUVU and IGF is 0.65, 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

QUVU vs. IGF - Dividend Comparison

QUVU's dividend yield for the trailing twelve months is around 1.97%, less than IGF's 2.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QUVU Hartford Quality Value ETF	1.97%	1.97%	3.91%	2.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGF iShares Global Infrastructure ETF	2.94%	3.23%	3.21%	3.36%	2.67%	2.42%	2.33%	3.27%	3.52%	2.95%	2.98%	3.25%

Drawdowns

QUVU vs. IGF - Drawdown Comparison

The maximum QUVU drawdown since its inception was -13.11%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for QUVU and IGF.

Drawdown Indicators

	QUVU	IGF	Difference
Max Drawdown Largest peak-to-trough decline	-13.11%	-58.33%	+45.22%
Max Drawdown (1Y) Largest decline over 1 year	-10.34%	-8.74%	-1.60%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.11%	—
Current Drawdown Current decline from peak	-5.19%	-3.10%	-2.09%
Average Drawdown Average peak-to-trough decline	-2.04%	-11.95%	+9.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	1.75%	+0.88%

Volatility

QUVU vs. IGF - Volatility Comparison

Hartford Quality Value ETF (QUVU) and iShares Global Infrastructure ETF (IGF) have volatilities of 4.09% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QUVU	IGF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	3.90%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	7.33%	+0.84%
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	12.73%	+1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.33%	13.89%	-1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.33%	16.80%	-4.47%