RIFR vs. TOLZ
RIFR (Russell Investments Global Infrastructure ETF) and TOLZ (ProShares DJ Brookfield Global Infrastructure ETF) are both Industrials Equities funds. RIFR is actively managed, while TOLZ is passively managed. Over the past year, RIFR returned 12.80% vs 13.97% for TOLZ. Their correlation of 0.88 suggests significant overlap in exposure. RIFR charges 0.59%/yr vs 0.46%/yr for TOLZ.
Performance
RIFR vs. TOLZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RIFR achieves a 8.62% return, which is significantly lower than TOLZ's 11.31% return.
RIFR
- 1D
- -0.38%
- 1M
- -1.89%
- YTD
- 8.62%
- 6M
- 8.08%
- 1Y
- 12.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TOLZ
- 1D
- -0.10%
- 1M
- -1.82%
- YTD
- 11.31%
- 6M
- 11.51%
- 1Y
- 13.97%
- 3Y*
- 14.17%
- 5Y*
- 8.46%
- 10Y*
- 7.75%
RIFR vs. TOLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RIFR Russell Investments Global Infrastructure ETF | 8.62% | 7.21% |
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 11.31% | 6.18% |
Correlation
The correlation between RIFR and TOLZ is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 15, 2025 | 0.88 |
The correlation between RIFR and TOLZ has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RIFR vs. TOLZ — Risk / Return Rank
RIFR
TOLZ
RIFR vs. TOLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure ETF (RIFR) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.
| RIFR | TOLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.71 | -0.82 |
| Martin ratioReturn relative to average drawdown | 6.07 | 8.20 | -2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RIFR | TOLZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.36 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.47 | 0.41 | +1.05 |
Drawdowns
RIFR vs. TOLZ - Drawdown Comparison
The maximum RIFR drawdown since its inception was -6.80%, smaller than the maximum TOLZ drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for RIFR and TOLZ.
Loading charts...
Drawdown Indicators
| RIFR | TOLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.80% | -39.33% | +32.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -5.18% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.33% | — |
Current DrawdownCurrent decline from peak | -4.18% | -3.13% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -6.63% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.71% | +0.41% |
Volatility
RIFR vs. TOLZ - Volatility Comparison
Russell Investments Global Infrastructure ETF (RIFR) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) have volatilities of 3.50% and 3.37%, 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.
Loading charts...
Volatility by Period
| RIFR | TOLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.37% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 8.20% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 10.29% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.69% | 13.99% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.69% | 16.29% | -5.60% |
RIFR vs. TOLZ - Expense Ratio Comparison
RIFR has a 0.59% expense ratio, which is higher than TOLZ's 0.46% expense ratio.
Dividends
RIFR vs. TOLZ - Dividend Comparison
RIFR's dividend yield for the trailing twelve months is around 0.90%, less than TOLZ's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIFR Russell Investments Global Infrastructure ETF | 0.90% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 3.66% | 3.99% | 3.53% | 3.34% | 3.01% | 3.28% | 3.16% | 2.96% | 3.63% | 3.30% | 2.62% | 3.67% |
Frequently Asked Questions
RIFR and TOLZ have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIFR has higher volatility (3.50%) compared to TOLZ (3.37%). In terms of maximum drawdown, RIFR dropped -6.80% vs TOLZ's -39.33%.
On 1-year performance, TOLZ leads with 13.97% vs 12.80% for RIFR. On fees, TOLZ is cheaper at 0.46% per year. On volatility, TOLZ has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TOLZ has performed better with a 13.97% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TOLZ is cheaper with a 0.46% expense ratio, compared with 0.59% for RIFR.
TOLZ has the higher dividend yield at 3.66%, compared with 0.90% for RIFR.
They also come from different issuers: Russell and ProShares. Their fees differ too: 0.59% for RIFR and 0.46% for TOLZ.
TOLZ currently has the higher Sharpe Ratio (1.36 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.
Find the right allocation for RIFR and TOLZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer