TTD vs. IGF
TTD (The Trade Desk, Inc.) is a stock, while IGF (iShares Global Infrastructure ETF) is Industrials Equities fund tracking the S&P Global Infrastructure Index (Net). Over the past 5 years, TTD returned -23.11%/yr vs 11.06%/yr for IGF. At a 0.26 correlation, their price movements are largely independent.
Performance
TTD vs. IGF - Performance Comparison
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Returns By Period
In the year-to-date period, TTD achieves a -47.87% return, which is significantly lower than IGF's 10.74% return.
TTD
- 1D
- 1.33%
- 1M
- 2.65%
- 6M
- -46.37%
- YTD
- -47.87%
- 1Y
- -73.75%
- 3Y*
- -39.19%
- 5Y*
- -23.11%
- 10Y*
- —
IGF
- 1D
- 0.15%
- 1M
- 0.97%
- 6M
- 9.87%
- YTD
- 10.74%
- 1Y
- 17.66%
- 3Y*
- 15.89%
- 5Y*
- 11.06%
- 10Y*
- 8.23%
TTD vs. IGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTD The Trade Desk, Inc. | -47.87% | -67.70% | 63.33% | 60.52% | -51.08% | 14.41% | 208.34% | 123.83% | 153.79% | 65.27% |
IGF iShares Global Infrastructure ETF | 10.74% | 21.31% | 14.81% | 6.14% | -1.26% | 11.57% | -6.50% | 25.82% | -9.95% | 19.31% |
Correlation
The correlation between TTD and IGF is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016 | 0.26 |
The correlation between TTD and IGF shifts across timeframes, from -0.04 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TTD vs. IGF — Risk / Return Rank
TTD
IGF
TTD vs. IGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Trade Desk, Inc. (TTD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TTD | IGF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -4.40 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.30 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 3.02 | -3.94 |
| Martin ratioReturn relative to average drawdown | -1.21 | 8.32 | -9.53 |
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Drawdowns
TTD vs. IGF - Drawdown Comparison
The maximum TTD drawdown since its inception was -87.58%, which is greater than IGF's maximum drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for TTD and IGF.
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Drawdown Indicators
| TTD | IGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.58% | -58.33% | -29.25% |
Max Drawdown (1Y)Largest decline over 1 year | -80.69% | -5.87% | -74.82% |
Max Drawdown (3Y)Largest decline over 3 years | -87.58% | -14.28% | -73.30% |
Max Drawdown (5Y)Largest decline over 5 years | -87.58% | -20.83% | -66.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.11% | — |
Current DrawdownCurrent decline from peak | -85.81% | -2.04% | -83.77% |
Average DrawdownAverage peak-to-trough decline | -27.73% | -11.82% | -15.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.85% | 2.13% | +58.72% |
Volatility
TTD vs. IGF - Volatility Comparison
The Trade Desk, Inc. (TTD) has a higher volatility of 12.23% compared to iShares Global Infrastructure ETF (IGF) at 3.32%. This indicates that TTD's price experiences larger fluctuations and is considered to be riskier 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
| TTD | IGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.23% | 3.32% | +8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 41.67% | 8.95% | +32.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.51% | 10.73% | +53.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.04% | 13.97% | +53.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.27% | 16.71% | +51.56% |
Dividends
TTD vs. IGF - Dividend Comparison
TTD has not paid dividends to shareholders, while IGF's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 2.88% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
TTD The Trade Desk, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTD and IGF have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTD has higher volatility (12.23%) compared to IGF (3.32%). In terms of maximum drawdown, TTD dropped -87.58% vs IGF's -58.33%.
IGF currently has the higher Sharpe Ratio (1.66 vs -1.15), 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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