SUPL vs. RIFR
SUPL (ProShares Supply Chain Logistics ETF) and RIFR (Russell Investments Global Infrastructure ETF) are both Industrials Equities funds. SUPL is passively managed, while RIFR is actively managed. Over the past year, SUPL returned 28.98% vs 12.93% for RIFR. At a 0.45 correlation, their price movements are largely independent. SUPL charges 0.58%/yr vs 0.59%/yr for RIFR.
Performance
SUPL vs. RIFR - Performance Comparison
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Returns By Period
In the year-to-date period, SUPL achieves a 18.43% return, which is significantly higher than RIFR's 9.03% return.
SUPL
- 1D
- 0.07%
- 1M
- 3.30%
- YTD
- 18.43%
- 6M
- 21.89%
- 1Y
- 28.98%
- 3Y*
- 11.82%
- 5Y*
- —
- 10Y*
- —
RIFR
- 1D
- 1.10%
- 1M
- -2.35%
- YTD
- 9.03%
- 6M
- 8.79%
- 1Y
- 12.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUPL vs. RIFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SUPL ProShares Supply Chain Logistics ETF | 18.43% | 8.55% |
RIFR Russell Investments Global Infrastructure ETF | 9.03% | 7.21% |
Correlation
The correlation between SUPL and RIFR 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 | 0.45 |
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Return for Risk
SUPL vs. RIFR — Risk / Return Rank
SUPL
RIFR
SUPL vs. RIFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Supply Chain Logistics ETF (SUPL) and Russell Investments Global Infrastructure ETF (RIFR). 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.
| SUPL | RIFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.24 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.75 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.99 | +1.02 |
Martin ratioReturn relative to average drawdown | 9.56 | 6.43 | +3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUPL | RIFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.24 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.51 | -1.11 |
Drawdowns
SUPL vs. RIFR - Drawdown Comparison
The maximum SUPL drawdown since its inception was -24.42%, which is greater than RIFR's maximum drawdown of -6.80%. Use the drawdown chart below to compare losses from any high point for SUPL and RIFR.
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Drawdown Indicators
| SUPL | RIFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.42% | -6.80% | -17.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -6.80% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.71% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.82% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -1.60% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.10% | +0.97% |
Volatility
SUPL vs. RIFR - Volatility Comparison
ProShares Supply Chain Logistics ETF (SUPL) has a higher volatility of 6.12% compared to Russell Investments Global Infrastructure ETF (RIFR) at 3.57%. This indicates that SUPL's price experiences larger fluctuations and is considered to be riskier than RIFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUPL | RIFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 3.57% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.81% | 8.60% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 10.51% | +5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 10.71% | +8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 10.71% | +8.23% |
SUPL vs. RIFR - Expense Ratio Comparison
SUPL has a 0.58% expense ratio, which is lower than RIFR's 0.59% expense ratio.
Dividends
SUPL vs. RIFR - Dividend Comparison
SUPL's dividend yield for the trailing twelve months is around 2.65%, more than RIFR's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
RIFR Russell Investments Global Infrastructure ETF | 0.90% | 0.98% | 0.00% | 0.00% | 0.00% |
SUPL ProShares Supply Chain Logistics ETF | 2.65% | 3.03% | 4.78% | 4.71% | 3.00% |
Frequently Asked Questions
SUPL and RIFR 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 (6.12%) compared to RIFR (3.57%). In terms of maximum drawdown, SUPL dropped -24.42% vs RIFR's -6.80%.
On 1-year performance, SUPL leads with 28.98% vs 12.93% for RIFR. On fees, SUPL is cheaper at 0.58% per year. On volatility, RIFR has been the lower-risk option at 3.57%. 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 28.98% return vs 12.93%. 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 2.65%, compared with 0.90% for RIFR.
They also come from different issuers: ProShares and Russell. Their fees differ too: 0.58% for SUPL and 0.59% for RIFR.
SUPL currently has the higher Sharpe Ratio (1.81 vs 1.24), 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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