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VRAI vs. IFGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRAI vs. IFGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Real Asset Income ETF (VRAI) and iShares International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

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VRAI vs. IFGL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VRAI
Virtus Real Asset Income ETF
17.47%6.67%2.66%6.12%-9.96%24.35%-5.94%5.61%
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-7.25%5.40%-24.21%8.29%-7.62%11.00%

Returns By Period

In the year-to-date period, VRAI achieves a 17.47% return, which is significantly higher than IFGL's -2.67% return.


VRAI

1D
-0.11%
1M
2.46%
YTD
17.47%
6M
15.58%
1Y
19.95%
3Y*
10.42%
5Y*
6.33%
10Y*

IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VRAI vs. IFGL - Expense Ratio Comparison

VRAI has a 0.55% expense ratio, which is higher than IFGL's 0.48% expense ratio.


Return for Risk

VRAI vs. IFGL — Risk / Return Rank

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

VRAI
VRAI Risk / Return Rank: 6161
Overall Rank
VRAI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VRAI Sortino Ratio Rank: 6161
Sortino Ratio Rank
VRAI Omega Ratio Rank: 6565
Omega Ratio Rank
VRAI Calmar Ratio Rank: 5252
Calmar Ratio Rank
VRAI Martin Ratio Rank: 6262
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
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.

VRAI vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Real Asset Income ETF (VRAI) and iShares International Developed Real Estate ETF (IFGL). 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.


VRAIIFGLDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.24

-0.12

Sortino ratio

Return per unit of downside risk

1.56

1.76

-0.20

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.33

1.17

+0.16

Martin ratio

Return relative to average drawdown

6.15

5.14

+1.01

VRAI vs. IFGL - Sharpe Ratio Comparison

The current VRAI Sharpe Ratio is 1.12, which is comparable to the IFGL Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VRAI and IFGL, 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


VRAIIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.24

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.07

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.04

+0.23

Correlation

The correlation between VRAI and IFGL is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VRAI vs. IFGL - Dividend Comparison

VRAI's dividend yield for the trailing twelve months is around 3.33%, less than IFGL's 3.92% yield.


TTM20252024202320222021202020192018201720162015
VRAI
Virtus Real Asset Income ETF
3.33%4.68%7.13%5.02%4.48%3.34%3.91%2.80%0.00%0.00%0.00%0.00%
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%

Drawdowns

VRAI vs. IFGL - Drawdown Comparison

The maximum VRAI drawdown since its inception was -47.51%, smaller than the maximum IFGL drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for VRAI and IFGL.


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Drawdown Indicators


VRAIIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-67.94%

+20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-14.38%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-38.47%

+11.76%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-0.11%

-15.36%

+15.25%

Average Drawdown

Average peak-to-trough decline

-10.33%

-16.73%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.28%

+0.12%

Volatility

VRAI vs. IFGL - Volatility Comparison

The current volatility for Virtus Real Asset Income ETF (VRAI) is 3.12%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 6.49%. This indicates that VRAI experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRAIIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

6.49%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

9.61%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.84%

14.41%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

16.16%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

16.49%

+5.85%