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WPM vs. IFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WPM vs. IFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wheaton Precious Metals Corp. (WPM) 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

In the year-to-date period, WPM achieves a -0.90% return, which is significantly lower than IFRA's 18.48% return.


WPM

1D
3.05%
1M
-10.84%
YTD
-0.90%
6M
-0.91%
1Y
27.43%
3Y*
38.53%
5Y*
20.71%
10Y*
20.59%

IFRA

1D
1.29%
1M
2.41%
YTD
18.48%
6M
17.32%
1Y
31.06%
3Y*
19.49%
5Y*
13.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPM vs. IFRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WPM
Wheaton Precious Metals Corp.
-0.90%110.52%15.24%27.91%-7.53%4.22%41.82%54.62%-2.31%
IFRA
iShares U.S. Infrastructure ETF
18.48%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-7.97%

Correlation

The correlation between WPM and IFRA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.24

The correlation between WPM and IFRA shifts across timeframes, from 0.24 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WPM vs. IFRA — Risk / Return Rank

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

WPM
WPM Risk / Return Rank: 6161
Overall Rank
WPM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WPM Sortino Ratio Rank: 5858
Sortino Ratio Rank
WPM Omega Ratio Rank: 5959
Omega Ratio Rank
WPM Calmar Ratio Rank: 6161
Calmar Ratio Rank
WPM Martin Ratio Rank: 6565
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 7373
Overall Rank
IFRA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 7575
Sortino Ratio Rank
IFRA Omega Ratio Rank: 6363
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7878
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7878
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.

WPM vs. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) 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.


WPMIFRADifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.84

3.55

-2.71

Martin ratioReturn relative to average drawdown

2.40

12.99

-10.59

WPM vs. IFRA - Sharpe Ratio Comparison

The current WPM Sharpe Ratio is 0.64, which is lower than the IFRA Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WPM and IFRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WPM vs. IFRA - Drawdown Comparison

The maximum WPM drawdown since its inception was -48.64%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for WPM and IFRA.


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Drawdown Indicators


WPMIFRADifference

Max Drawdown

Largest peak-to-trough decline

-48.64%

-41.06%

-7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-34.92%

-8.40%

-26.52%

Max Drawdown (3Y)

Largest decline over 3 years

-34.92%

-19.93%

-14.99%

Max Drawdown (5Y)

Largest decline over 5 years

-43.29%

-19.93%

-23.36%

Max Drawdown (10Y)

Largest decline over 10 years

-48.64%

Current Drawdown

Current decline from peak

-29.73%

-1.30%

-28.43%

Average Drawdown

Average peak-to-trough decline

-18.87%

-5.13%

-13.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.22%

2.30%

+9.92%

Volatility

WPM vs. IFRA - Volatility Comparison

Wheaton Precious Metals Corp. (WPM) has a higher volatility of 16.76% compared to iShares U.S. Infrastructure ETF (IFRA) at 5.38%. This indicates that WPM's price experiences larger fluctuations and is considered to be riskier than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPMIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.76%

5.38%

+11.38%

Volatility (6M)

Calculated over the trailing 6-month period

39.19%

11.69%

+27.50%

Volatility (1Y)

Calculated over the trailing 1-year period

45.96%

15.13%

+30.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.44%

17.98%

+17.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.78%

21.37%

+15.41%

Dividends

WPM vs. IFRA - Dividend Comparison

WPM's dividend yield for the trailing twelve months is around 0.62%, less than IFRA's 1.57% yield.


PositionTTM2025202420232022202120202019201820172016
IFRA
iShares U.S. Infrastructure ETF
1.57%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%
WPM
Wheaton Precious Metals Corp.
0.62%0.56%1.10%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%

Frequently Asked Questions


WPM and IFRA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WPM has higher volatility (16.76%) compared to IFRA (5.38%). In terms of maximum drawdown, WPM dropped -48.64% vs IFRA's -41.06%.

IFRA currently has the higher Sharpe Ratio (1.97 vs 0.64), 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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