PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WPS vs. IFGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WPS and IFGL is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

WPS vs. IFGL - Performance Comparison

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

80.00%85.00%90.00%95.00%100.00%105.00%110.00%115.00%NovemberDecember2025FebruaryMarchApril
95.36%
105.11%
WPS
IFGL

Key characteristics

Returns By Period


WPS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IFGL

YTD

7.74%

1M

3.30%

6M

-4.01%

1Y

8.69%

5Y*

1.30%

10Y*

-0.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WPS vs. IFGL - Expense Ratio Comparison

Both WPS and IFGL have an expense ratio of 0.48%.


WPS
iShares International Developed Property ETF
Expense ratio chart for WPS: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WPS: 0.48%
Expense ratio chart for IFGL: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IFGL: 0.48%

Risk-Adjusted Performance

WPS vs. IFGL — Risk-Adjusted Performance Rank

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

WPS
The Risk-Adjusted Performance Rank of WPS is 1919
Overall Rank
The Sharpe Ratio Rank of WPS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WPS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of WPS is 1919
Omega Ratio Rank
The Calmar Ratio Rank of WPS is 1717
Calmar Ratio Rank
The Martin Ratio Rank of WPS is 2020
Martin Ratio Rank

IFGL
The Risk-Adjusted Performance Rank of IFGL is 6060
Overall Rank
The Sharpe Ratio Rank of IFGL is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IFGL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IFGL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IFGL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IFGL is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WPS vs. IFGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) 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.


Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
WPS: 0.40
IFGL: 0.53
The chart of Sortino ratio for WPS, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
WPS: 0.64
IFGL: 0.85
The chart of Omega ratio for WPS, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
WPS: 1.13
IFGL: 1.10
The chart of Calmar ratio for WPS, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
WPS: 0.11
IFGL: 0.26
The chart of Martin ratio for WPS, currently valued at 0.94, compared to the broader market0.0020.0040.0060.00
WPS: 0.94
IFGL: 0.90


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.40
0.53
WPS
IFGL

Dividends

WPS vs. IFGL - Dividend Comparison

WPS has not paid dividends to shareholders, while IFGL's dividend yield for the trailing twelve months is around 4.46%.


TTM20242023202220212020201920182017201620152014
WPS
iShares International Developed Property ETF
102.38%102.76%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%
IFGL
iShares International Developed Real Estate ETF
4.46%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%3.56%

Drawdowns

WPS vs. IFGL - Drawdown Comparison


-32.00%-30.00%-28.00%-26.00%-24.00%-22.00%NovemberDecember2025FebruaryMarchApril
-27.15%
-24.63%
WPS
IFGL

Volatility

WPS vs. IFGL - Volatility Comparison

The current volatility for iShares International Developed Property ETF (WPS) is 0.00%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 8.33%. This indicates that WPS 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.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril0
8.33%
WPS
IFGL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab