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RIFR vs. SUPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIFR vs. SUPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Infrastructure ETF (RIFR) and ProShares Supply Chain Logistics ETF (SUPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIFR achieves a 8.62% return, which is significantly lower than SUPL's 18.07% return.


RIFR

1D
-0.38%
1M
-1.89%
YTD
8.62%
6M
8.08%
1Y
12.80%
3Y*
5Y*
10Y*

SUPL

1D
-0.30%
1M
7.38%
YTD
18.07%
6M
19.98%
1Y
27.72%
3Y*
11.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIFR vs. SUPL - Yearly Performance Comparison


Correlation

The correlation between RIFR and SUPL is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

0.46

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Return for Risk

RIFR vs. SUPL — Risk / Return Rank

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

RIFR
RIFR Risk / Return Rank: 3636
Overall Rank
RIFR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RIFR Sortino Ratio Rank: 3333
Sortino Ratio Rank
RIFR Omega Ratio Rank: 3333
Omega Ratio Rank
RIFR Calmar Ratio Rank: 3939
Calmar Ratio Rank
RIFR Martin Ratio Rank: 3939
Martin Ratio Rank

SUPL
SUPL Risk / Return Rank: 5252
Overall Rank
SUPL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SUPL Sortino Ratio Rank: 4949
Sortino Ratio Rank
SUPL Omega Ratio Rank: 4949
Omega Ratio Rank
SUPL Calmar Ratio Rank: 5858
Calmar Ratio Rank
SUPL Martin Ratio Rank: 5454
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.

RIFR vs. SUPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure ETF (RIFR) and ProShares Supply Chain Logistics ETF (SUPL). 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.


RIFRSUPLDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratioReturn relative to maximum drawdown

1.89

2.85

-0.96

Martin ratioReturn relative to average drawdown

6.07

9.05

-2.98

RIFR vs. SUPL - Sharpe Ratio Comparison

The current RIFR Sharpe Ratio is 1.22, which is comparable to the SUPL Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RIFR and SUPL, 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


RIFRSUPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.73

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.40

+1.07

Drawdowns

RIFR vs. SUPL - Drawdown Comparison

The maximum RIFR drawdown since its inception was -6.80%, smaller than the maximum SUPL drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for RIFR and SUPL.


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Drawdown Indicators


RIFRSUPLDifference

Max Drawdown

Largest peak-to-trough decline

-6.80%

-24.42%

+17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-9.76%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-21.71%

Current Drawdown

Current decline from peak

-4.18%

-0.30%

-3.88%

Average Drawdown

Average peak-to-trough decline

-1.61%

-5.97%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.07%

-0.95%

Volatility

RIFR vs. SUPL - Volatility Comparison

The current volatility for Russell Investments Global Infrastructure ETF (RIFR) is 3.50%, while ProShares Supply Chain Logistics ETF (SUPL) has a volatility of 4.15%. This indicates that RIFR experiences smaller price fluctuations and is considered to be less risky than SUPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIFRSUPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.15%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

12.82%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

16.09%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.69%

18.93%

-8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

18.93%

-8.24%

RIFR vs. SUPL - Expense Ratio Comparison

RIFR has a 0.59% expense ratio, which is higher than SUPL's 0.58% expense ratio.


Dividends

RIFR vs. SUPL - Dividend Comparison

RIFR's dividend yield for the trailing twelve months is around 0.90%, less than SUPL's 2.66% yield.


PositionTTM2025202420232022
RIFR
Russell Investments Global Infrastructure ETF
0.90%0.98%0.00%0.00%0.00%
SUPL
ProShares Supply Chain Logistics ETF
2.66%3.03%4.78%4.71%3.00%

Frequently Asked Questions


RIFR and SUPL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SUPL has higher volatility (4.15%) compared to RIFR (3.50%). In terms of maximum drawdown, RIFR dropped -6.80% vs SUPL's -24.42%.

On 1-year performance, SUPL leads with 27.72% vs 12.80% for RIFR. On fees, SUPL is cheaper at 0.58% per year. On volatility, RIFR has been the lower-risk option at 3.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SUPL has performed better with a 27.72% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SUPL is cheaper with a 0.58% expense ratio, compared with 0.59% for RIFR.

SUPL has the higher dividend yield at 2.66%, compared with 0.90% for RIFR.

They also come from different issuers: Russell and ProShares. Their fees differ too: 0.59% for RIFR and 0.58% for SUPL.

SUPL currently has the higher Sharpe Ratio (1.73 vs 1.22), 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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