PortfoliosLab logoPortfoliosLab logo
SUPL vs. RIFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUPL vs. RIFR - Performance Comparison

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

Loading charts...

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

SUPL vs. RIFR - Yearly Performance Comparison


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

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

SUPL vs. RIFR — Risk / Return Rank

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

SUPL
SUPL Risk / Return Rank: 5353
Overall Rank
SUPL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SUPL Sortino Ratio Rank: 5050
Sortino Ratio Rank
SUPL Omega Ratio Rank: 5050
Omega Ratio Rank
SUPL Calmar Ratio Rank: 5959
Calmar Ratio Rank
SUPL Martin Ratio Rank: 5555
Martin Ratio Rank

RIFR
RIFR Risk / Return Rank: 3535
Overall Rank
RIFR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RIFR Sortino Ratio Rank: 3232
Sortino Ratio Rank
RIFR Omega Ratio Rank: 3232
Omega Ratio Rank
RIFR Calmar Ratio Rank: 4040
Calmar Ratio Rank
RIFR Martin Ratio Rank: 4040
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.

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.


SUPLRIFRDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.24

+0.57

Sortino ratio

Return per unit of downside risk

2.48

1.75

+0.73

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

3.01

1.99

+1.02

Martin ratio

Return relative to average drawdown

9.56

6.43

+3.13

SUPL vs. RIFR - Sharpe Ratio Comparison

The current SUPL Sharpe Ratio is 1.81, which is higher than the RIFR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SUPL and RIFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SUPLRIFRDifference

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.


Loading charts...

Drawdown Indicators


SUPLRIFRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-3.82%

+3.82%

Average Drawdown

Average peak-to-trough decline

-5.97%

-1.60%

-4.37%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SUPLRIFRDifference

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.


PositionTTM2025202420232022
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.

Portfolio Optimizer

Find the right allocation for SUPL and RIFR

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