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WELD vs. IFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELD vs. IFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tema U.S. Manufacturing & Reshoring ETF (WELD) and iShares U.S. Infrastructure ETF (IFRA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WELD

1D
-2.82%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IFRA

1D
-0.91%
1M
3.93%
YTD
21.59%
6M
19.88%
1Y
31.45%
3Y*
20.45%
5Y*
14.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELD vs. IFRA - Yearly Performance Comparison


Correlation

The correlation between WELD and IFRA is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 22, 2026

0.50

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Return for Risk

WELD vs. IFRA — Risk / Return Rank

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

WELD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IFRA
IFRA Risk / Return Rank: 7777
Overall Rank
IFRA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 7979
Sortino Ratio Rank
IFRA Omega Ratio Rank: 6868
Omega Ratio Rank
IFRA Calmar Ratio Rank: 8282
Calmar Ratio Rank
IFRA Martin Ratio Rank: 8181
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.

WELD vs. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tema U.S. Manufacturing & Reshoring ETF (WELD) and iShares U.S. Infrastructure ETF (IFRA). 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.


WELDIFRADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.85

Martin ratioReturn relative to average drawdown

14.08

WELD vs. IFRA - Sharpe Ratio Comparison


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Drawdowns

WELD vs. IFRA - Drawdown Comparison

The maximum WELD drawdown since its inception was -6.34%, smaller than the maximum IFRA drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for WELD and IFRA.


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Drawdown Indicators


WELDIFRADifference

Max Drawdown

Largest peak-to-trough decline

-6.34%

-41.06%

+34.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

Current Drawdown

Current decline from peak

-5.19%

-0.91%

-4.28%

Average Drawdown

Average peak-to-trough decline

-4.46%

-5.11%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

Volatility

WELD vs. IFRA - Volatility Comparison


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Volatility by Period


WELDIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

46.79%

15.21%

+31.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.79%

17.92%

+28.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.79%

21.35%

+25.44%

WELD vs. IFRA - Expense Ratio Comparison

WELD has a 0.75% expense ratio, which is higher than IFRA's 0.30% expense ratio.


Dividends

WELD vs. IFRA - Dividend Comparison

WELD has not paid dividends to shareholders, while IFRA's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF
1.53%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%
WELD
Tema U.S. Manufacturing & Reshoring ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WELD and IFRA have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IFRA is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IFRA is cheaper with a 0.30% expense ratio, compared with 0.75% for WELD.

IFRA has the higher dividend yield at 1.53%, compared with 0.00% for WELD.

They also come from different issuers: Tema and iShares. Their fees differ too: 0.75% for WELD and 0.30% for IFRA.

Portfolio Optimizer

Find the right allocation for WELD and IFRA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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