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TOLZ vs. IGF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOLZ vs. IGF - Performance Comparison

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

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TOLZ vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
11.27%14.76%11.67%6.18%-4.25%20.47%-9.46%26.84%-7.90%13.28%
IGF
iShares Global Infrastructure ETF
9.19%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

Returns By Period

In the year-to-date period, TOLZ achieves a 11.27% return, which is significantly higher than IGF's 9.19% return. Both investments have delivered pretty close results over the past 10 years, with TOLZ having a 8.41% annualized return and IGF not far ahead at 8.80%.


TOLZ

1D
0.38%
1M
-2.88%
YTD
11.27%
6M
12.10%
1Y
18.59%
3Y*
13.80%
5Y*
10.31%
10Y*
8.41%

IGF

1D
0.80%
1M
-3.42%
YTD
9.19%
6M
11.40%
1Y
26.64%
3Y*
15.76%
5Y*
11.38%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOLZ vs. IGF - Expense Ratio Comparison

TOLZ has a 0.46% expense ratio, which is higher than IGF's 0.39% expense ratio.


Return for Risk

TOLZ vs. IGF — Risk / Return Rank

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

TOLZ
TOLZ Risk / Return Rank: 7979
Overall Rank
TOLZ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 7575
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 7979
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 8888
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 9393
Overall Rank
IGF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9393
Sortino Ratio Rank
IGF Omega Ratio Rank: 9494
Omega Ratio Rank
IGF Calmar Ratio Rank: 9191
Calmar Ratio Rank
IGF Martin Ratio Rank: 9595
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.

TOLZ vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) 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.


TOLZIGFDifference

Sharpe ratio

Return per unit of total volatility

1.44

2.10

-0.66

Sortino ratio

Return per unit of downside risk

1.94

2.77

-0.83

Omega ratio

Gain probability vs. loss probability

1.28

1.42

-0.14

Calmar ratio

Return relative to maximum drawdown

2.14

3.10

-0.96

Martin ratio

Return relative to average drawdown

10.58

15.62

-5.04

TOLZ vs. IGF - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.44, which is lower than the IGF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TOLZ 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.


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Sharpe Ratios by Period


TOLZIGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.10

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.82

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.24

+0.18

Correlation

The correlation between TOLZ and IGF is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TOLZ vs. IGF - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 3.66%, more than IGF's 2.95% yield.


TTM20252024202320222021202020192018201720162015
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%
IGF
iShares Global Infrastructure ETF
2.95%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Drawdowns

TOLZ vs. IGF - Drawdown Comparison

The maximum TOLZ drawdown since its inception was -39.33%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for TOLZ and IGF.


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Drawdown Indicators


TOLZIGFDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-58.33%

+19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-8.74%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-20.83%

-1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-42.11%

+2.78%

Current Drawdown

Current decline from peak

-3.16%

-3.42%

+0.26%

Average Drawdown

Average peak-to-trough decline

-6.70%

-11.96%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.74%

+0.05%

Volatility

TOLZ vs. IGF - Volatility Comparison

The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.63%, while iShares Global Infrastructure ETF (IGF) has a volatility of 4.25%. This indicates that TOLZ experiences smaller price fluctuations and is considered to be less risky than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLZIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

4.25%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

7.33%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

12.73%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

13.89%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

16.81%

-0.51%