iShares Global Infrastructure ETF

for period ending January 31, 2025


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  Overview

IGF is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.ishares.com)

Description   iShares Global Infrastructure ETF gives investors access to equities in a particular global sector. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Sectors, Infrastructure

Peer Group   Global Sectors. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of developed market equities in the infrastructure industry. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the S&P Global Infrastructure IndexTM (the "underlying index"), which is designed to track performance of the stocks of large infrastructure companies in developed markets, or whose stocks are listed on developed market exchanges around the world. You may consult www.ishares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "IGF" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending January 31, 2025

5-year graph

● IGF ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
IGF 1.8% 1.8% 21.2% 7.3% 4.8% 5.2% 6.5%  
Peer Group* average
60% Equity / 40% Bonds 2.1% 2.1% 16.1% 6.2% 8.5% 8.5% 9.5% 7.8%
Global Equities (ACWI) 3.1% 3.1% 20.8% 8.2% 11.1% 9.9% 9.8%  
U.S. Equities (SPY) 2.7% 2.7% 26.2% 11.8% 15.1% 13.6% 14.3% 10.5%
U.S. Bonds (BND) 0.6% 0.6% 2.1% -1.6% -0.6% 1.1% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -0.0878734622144273% -0.0878734622144273% -16.3278880439195% -14.232368165991% -0.137742462901558% 3.18462413858813% -1.31131413727139% 0%
RXI 4.30702468131272% 4.30702468131272% 26.0435390687042% 6.05421439686487% 10.4356015944658% 9.89811410666039% 12.0431316718235% 0%
KXI 1.54254436888372% 1.54254436888372% 5.7025139228692% 1.53719396736587% 4.59132851917261% 5.4962089352051% 7.97828232436326% 0%
IXC 2.38344683080147% 2.38344683080147% 5.29709215006424% 11.4349311264176% 11.6182859230887% 5.22207936206893% 4.69648968072529% 5.53351465768834%
IXG 6.31680313149032% 6.31680313149032% 32.0143564413734% 11.2684131700845% 11.9909175882824% 9.55862312488573% 8.77119028826483% 4.96185540978171%
IXJ 6.33942072816098% 6.33942072816098% 4.3770102619594% 4.20986605814575% 7.5932552588913% 7.741050519759% 10.7717034207006% 8.82597061450876%
EXI 4.63782482475397% 4.63782482475397% 18.4415251861707% 10.2883893440001% 10.7201351219576% 9.74155244666308% 10.4768445091934% 0%
IGF 1.76009183087813% 1.76009183087813% 21.1915669903987% 7.26876451651985% 4.77551196387211% 5.17122213515593% 6.50688918770201% 0%
MXI 4.85817245817246% 4.85817245817246% 1.88811169087166% 1.11263494529252% 8.42814887438337% 6.9203695438786% 5.21915156911674% 0%
IXN -1.30973451327434% -1.30973451327434% 20.1881322182207% 12.6536282164798% 19.1811346634453% 19.4813912738744% 17.3164228165116% 13.3041004962308%
IXP 7.44801903382641% 7.44801903382641% 35.7872897452929% 10.7460876678624% 12.5207574610204% 8.0030600843185% 8.67838014648645% 7.31806963493824%
WOOD 5.18731988472623% 5.18731988472623% 7.56651490234475% -1.68068919968445% 6.91936923532781% 5.89398060547406% 7.26986161108099% 0%
JXI 2.32561764719637% 2.32561764719637% 20.0550050050446% 4.74416076342725% 4.22652228859184% 6.36561109302027% 6.3140254046989% 0%
Historical Return
 
IGF -6.5% 11.6% -1.3% 6.2% 14.8%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 141.796574727138% -24.1822573368325% -5.42687963748008% -20.3845859561091% -25.7207355531079%
RXI 24.4612007570898% 16.3294838742781% -29.0815003336622% 27.5770459498653% 17.2607552539878%
KXI 7.68721850836935% 13.6861866594652% -6.02371148035987% 2.44605593129426% 4.20211832000483%
IXC -30.938984976883% 40.9677286355949% 48.5074525972638% 3.93967415143586% 1.97803055701364%
IXG -2.99256668981839% 25.0995686817113% -8.96576392729397% 14.9939721679583% 25.7232884798356%
IXJ 12.7458342849344% 19.5854148462114% -4.93781455398783% 3.63079859525788% 0.554113924450639%
EXI 11.3272860090559% 17.3786418149251% -12.3586611327191% 22.0465791745248% 12.4812701691747%
IGF -6.50028441695069% 11.5809977561002% -1.25588804372817% 6.17475148807207% 14.8428765815984%
MXI 22.3054967928019% 15.0758257733935% -9.09192789105235% 14.3844877135156% -8.2315120686694%
IXN 43.6173755666857% 29.5860936543704% -29.8639177530712% 52.9906191433397% 24.8375717205781%
IXP 22.155206165431% 12.7718148187692% -32.9555148594912% 38.8058381951969% 31.3266281756651%
WOOD 20.3452075497758% 17.0339546292697% -19.3922308010803% 13.8435644476862% -4.20339941997292%
JXI 5.18438921706683% 10.8665857750977% -4.16667903018714% 0.662387867172032% 13.1633090698832%


  Compare: Risk vs. Return

for period ending January 31, 2025

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● IGF ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● IGF ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● IGF ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
IGF risk vs. 60/40 Worse Worse Worse Worse Worse
IGF return vs. 60/40 Better Better Worse Worse Worse
Risk-Return Quadrant
NE NE SE SE SE
Risk-Return Direction 19° 69° 122° 126° 123°
Risk-Return Magnitude 5.4 3.1 7.1 5.6 5.4
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares IGF to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
IGF -7.1% -4.5% -10.4% -8.5% -7.9%  
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.4% -4.5% -2.3% -0.8% 0.3%
Global Equities (ACWI) -4.0% -3.5% -3.6% -3.5% -4.6%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.3% -21.9% -22.9% -14.6% -10.3% -4.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -30.6923864300919% -18.3056210452492% -13.6305614623689% -10.9018227812082% -14.2504177856566% 0%
RXI -4.32646080013689% -5.87574171692458% -5.8732674106761% -4.96953608979374% -3.94270899988247% 0%
KXI -20.5226280171512% -11.4508190094012% -10.1087944872103% -7.32834219346328% -4.91832014798669% 0%
IXC -21.0326336639418% -1.8069525415703% -6.87388544147862% -9.64329829771411% -10.8133585959667% -6.39175842224984%
IXG -0.182924286272936% -1.19444144099141% -4.62337710939633% -5.47831997755726% -7.16776533251741% -6.56503629119736%
IXJ -21.7167220371996% -7.85856039437794% -6.61872878032671% -5.30289664206798% -2.47799047299% -0.882877052890891%
EXI -10.8338454605522% -2.15065234237976% -5.41206281556364% -4.93691093479618% -5.27709452566254% 0%
IGF -7.06199835969501% -4.49633167421299% -10.3887389958371% -8.48574653272449% -7.8638336649592% 0%
MXI -23.3002419154664% -9.67377625946994% -7.61775803756304% -7.81105981379535% -10.0769997774122% 0%
IXN -10.5005253223227% -1.11178054932455% 0.99456374829527% 2.25453650001355% -0.052882255525537% 0.40520036402361%
IXP 8.94392241391876% -1.69753495176233% -2.75318047016403% -5.79826373184205% -5.69212131593928% -3.30673600431002%
WOOD -19.7105639116354% -12.1763602833266% -8.79712174396994% -8.730065114199% -8.50676707796767% 0%
JXI -11.7755437642001% -7.05598402809755% -10.8140155250018% -7.08120918981492% -7.69174229394868% 0%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 3.2% -3.1% -8.9% -5.9% -5.2%  
Peer Group* average
60% Equity / 40% Bonds -5.2% -4.0% -3.1% -1.4% -0.4% 0.3%
Global Equities (ACWI) -3.0% -3.3% -3.3% -3.1% -4.3%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.0% -9.1% -6.5% -2.7% -0.3% 0.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -40.9940815698949% -26.1184295724595% -16.7762400841922% -11.3133747077899% -17.974450033529% 0%
RXI 1.90720294018995% -6.54479393153232% -5.90545815315318% -4.79812562573208% -3.52613129270875% 0%
KXI -12.3538240703373% -7.4565381245916% -5.78824447636294% -3.54153429757425% -1.4699422384481% 0%
IXC -12.6547687773857% 1.28311592724719% -3.56239139487876% -8.7534805051087% -10.8759681438332% -5.49038258814646%
IXG 6.48607169594613% -0.198632343285832% -3.119382870714% -4.36016254640411% -6.85646535449991% -7.7750783117515%
IXJ -18.6788540931254% -5.17346582721154% -3.55772106878181% -2.67366541142724% 0.244441082564785% 0.919157231718626%
EXI -7.9737844843405% -1.97239758929649% -5.27412947432257% -4.77121584684499% -5.28831098996402% 0%
IGF 3.15341536752102% -3.13226855744662% -8.90101644350234% -5.92403200821206% -5.24727526747983% 0%
MXI -20.7758467901135% -10.7114657805565% -6.99097254570163% -7.28684722618296% -10.5922930717365% 0%
IXN -7.02542358010828% -0.734096890905362% 2.52701027875288% 4.27274489392308% 1.41227637520382% 1.5086577156923%
IXP 14.7816519706606% -0.555058875302855% -0.949233641239498% -3.73631512279966% -2.95324878129096% -1.4127436476943%
WOOD -21.2190850400488% -13.2194100632057% -8.11697397150476% -8.73064386067334% -8.20501352672713% 0%
JXI 1.86490668377001% -5.18147240504983% -7.09452627731919% -2.25495063031185% -2.53730441183121% 0%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 1.25 0.18 0.17 0.26 0.40  
Peer Group* average
60% Equity / 40% Bonds 1.25 0.11 0.43 0.61 0.82 0.62
Global Equities (ACWI) 1.51 0.23 0.50 0.56 0.60  
U.S. Equities (SPY) 1.80 0.41 0.67 0.76 0.88 0.62
U.S. Bonds (BND) -0.43 -0.80 -0.53 -0.17 0.18 0.27
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -0.816495090887238 -0.584555930935659 0.0639634844920584 0.168797525134723 0.0386159317814454 0
RXI 1.45600272196231 0.125995700124575 0.406412777359444 0.486680348441137 0.654141663585866 0
KXI 0.123057492655239 -0.216336789544855 0.151921636781305 0.314739482774711 0.569336074810266 0
IXC 0.0927799373075261 0.346160251957475 0.403126743933256 0.241351224129426 0.249727187909767 0.271601329912695
IXG 1.76409062516479 0.364790928717087 0.472537709376905 0.46245208147957 0.462151447653958 0.252716263152865
IXJ 0.0340016112151164 -0.0170286687784107 0.337279383127629 0.448654554480573 0.73039856218735 0.564338520966117
EXI 0.954687145875897 0.314504262517331 0.426836930686023 0.487471123088564 0.572793568104591 0
IGF 1.25493315366195 0.175588957259305 0.169144713061099 0.262880123413189 0.398147173827532 0
MXI -0.101289558446198 -0.080346024464574 0.322499099224835 0.32441411392494 0.27935295729236 0
IXN 0.981200773346495 0.387716223099179 0.734697013206303 0.901634409968458 0.890487023636244 0.66283255999983
IXP 2.44704016048547 0.3373883259048 0.54233325022025 0.425927807350129 0.534447985910297 0.423391087161574
WOOD 0.226088657930094 -0.225087166112996 0.260617616685899 0.272619112330588 0.378319903128179 0
JXI 0.884717323805242 0.0423285481111557 0.134045466521279 0.342400281630585 0.402307699458529 0
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 2.34 0.24 0.22 0.35 0.56  
Peer Group* average
60% Equity / 40% Bonds 2.02 0.15 0.62 0.90 1.26 0.90
Global Equities (ACWI) 2.65 0.32 0.73 0.83 0.91  
U.S. Equities (SPY) 3.57 0.60 1.03 1.17 1.40 0.92
U.S. Bonds (BND) 2.02 0.15 0.62 0.90 1.26 0.90
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -1.03026886862958 -0.750304805563892 0.0952877255726367 0.253522240319132 0.0543427854053584 0
RXI 3.02084817608548 0.193211253956584 0.634446812135635 0.758391783261537 1.04828328823974 0
KXI 0.168975941923725 -0.281817335615081 0.217678487144286 0.45569580971992 0.869861091311022 0
IXC 0.139872366586678 0.542696972476448 0.617854951253977 0.363157407681048 0.37343282047137 0.402735467231511
IXG 3.69259346649615 0.546266079214783 0.690947818284194 0.67704559988433 0.681528924697286 0.351962690404762
IXJ 0.0478195853272459 -0.0239287282569999 0.517540156921323 0.670353568178655 1.15261639817073 0.853737133568502
EXI 1.53605119732197 0.479435881435287 0.63527061355116 0.72790316530798 0.873976141356829 0
IGF 2.33597926378283 0.240709679998005 0.221107379228723 0.352773726126861 0.557061514031362 0
MXI -0.134007312751489 -0.112829591206803 0.481115537627597 0.485850457035119 0.4171040216718 0
IXN 1.95637264066293 0.5857476448581 1.18290539752389 1.49326635526541 1.47766760648625 1.02442423062423
IXP 6.77142322795873 0.487564855785931 0.804172596814274 0.629544102924154 0.81802134885784 0.613785863679493
WOOD 0.32256503219486 -0.285250083289993 0.370383632327177 0.390249219160054 0.549976124890673 0
JXI 1.47581363030707 0.0564924299205753 0.182073778945549 0.484807639124388 0.584941611052832 0
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 33.8 8.9 5.0 6.2 7.7  
Peer Group* average
60% Equity / 40% Bonds 20.5 7.8 11.6 12.1 14.0 11.4
Global Equities (ACWI) 23.1 8.3 11.5 10.1 9.6  
U.S. Equities (SPY) 25.9 11.5 14.7 13.3 13.9 10.2
U.S. Bonds (BND) 20.5 7.8 11.6 12.1 14.0 11.4
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -17.9889343002773 -14.3962792193227 -0.425748903477983 2.64400529215853 -1.39375706668287 0
RXI 28.4920560597455 5.07595442459002 9.11654002907279 8.75249752151485 10.6130949392756 0
KXI 8.68211314195112 2.1429828697355 7.06899069837838 8.61769284539121 12.2432994571491 0
IXC 8.08934730077295 15.0038049457563 11.1799921410806 4.74183482976001 3.94739101417292 4.91959916510974
IXG 32.7445337288827 11.5417726765732 11.6183564373396 9.00084661154765 7.61327291926109 3.69325912478619
IXJ 4.73678524038217 6.2543221570041 10.8795895271334 10.3022351547581 14.7295459366547 12.1316132523867
EXI 17.9404453013258 9.27976580322142 9.62972549927421 8.73720568162099 9.06615016425845 0
IGF 33.8262054322263 8.89500093504207 5.03144100495551 6.20943073950487 7.66596509618695 0
MXI 1.85332728188387 0.766237259767053 7.85869516397339 6.26959266778119 4.34772450037543 0
IXN 18.9687397710394 9.85370125139304 16.6182606866844 16.8421281788729 15.0395917636412 11.3399725697392
IXP 46.9245012999576 11.3021508959009 14.1066406906095 9.18805441076035 10.4922831847906 8.79240687686888
WOOD 6.4497019698198 -2.1142248352999 6.60046598457937 5.11348669717581 6.32519040342224 0
JXI 31.6168918072 6.25391643697028 5.70305523551195 10.7249703774549 10.3491080956831 0


  Compare: Risk & Volatility

for period ending January 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 4.6% 17.0% 22.6% 29.6% 29.6%  
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.0% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 21.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 12.7% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 22.8% 47.3% 59.9% 59.9% 64.5% 0%
RXI 4.8% 21.5% 31.6% 31.6% 31.6% 0%
KXI 7% 13.4% 16.4% 16.4% 16.4% 0%
IXC 8.3% 16.1% 34.6% 54.4% 59.7% 59.7%
IXG 4.5% 21.2% 23.6% 33.2% 33.2% 74%
IXJ 14.5% 14.5% 16% 16% 16% 36.9%
EXI 6.1% 21.7% 26.4% 27% 27% 0%
IGF 4.6% 17% 22.6% 29.6% 29.6% 0%
MXI 15.3% 25.9% 25.9% 30% 41.2% 0%
IXN 5.8% 27% 34.3% 34.3% 34.3% 52.3%
IXP 2.8% 29.3% 41% 41% 41% 45%
WOOD 11% 26.1% 27.6% 37.8% 37.8% 0%
JXI 8% 15.7% 15.7% 18.6% 18.6% 0%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 14.1% 17.9% 20.5% 16.3% 15.9%  
Peer Group* average
60% Equity / 40% Bonds 9.3% 13.6% 14.1% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.2% 17.8% 19.4% 16.3% 16.3%  
U.S. Equities (SPY) 12.8% 19.0% 21.0% 17.4% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.4% 5.1% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 20.5% 25.4% 36.1% 29.4% 28.7% 0%
RXI 15.9% 23.1% 24.6% 20.2% 19.6% 0%
KXI 10.8% 13.3% 14.7% 12.9% 13% 0%
IXC 14.4% 25.3% 36% 27.8% 25.6% 25.8%
IXG 17.1% 21.4% 25.1% 20.9% 20.8% 23.4%
IXJ 14.7% 14.6% 16.3% 14.9% 14.5% 14.6%
EXI 15.6% 21.7% 23.8% 19.6% 19.4% 0%
IGF 14.1% 17.9% 20.5% 16.3% 15.9% 0%
MXI 16.2% 23% 24.7% 21.5% 21.5% 0%
IXN 17.3% 26.8% 27.2% 23.2% 21.3% 21.6%
IXP 13.9% 21.5% 21% 17.1% 16.1% 16.4%
WOOD 18.3% 20.9% 24% 22.4% 21.4% 0%
JXI 19.5% 18.1% 18.3% 15.6% 14.7% 0%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 7.1% 11.9% 15.1% 11.7% 11.0%  
Peer Group* average
60% Equity / 40% Bonds 5.3% 9.0% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.9% 11.6% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 6.0% 12.1% 13.1% 10.8% 10.1% 11.0%
U.S. Bonds (BND) 4.2% 5.4% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 16.1% 18.9% 23.5% 19% 20% 0%
RXI 7.3% 14% 15.1% 12.4% 11.8% 0%
KXI 7.4% 9.2% 9.6% 8.5% 8.1% 0%
IXC 9.2% 15.2% 23% 18.1% 16.8% 17%
IXG 7.7% 13.3% 16.6% 13.8% 13.8% 16.5%
IXJ 10.1% 9.5% 10% 9.6% 8.9% 9.4%
EXI 9.2% 13.1% 15.3% 12.6% 12.4% 0%
IGF 7.1% 11.9% 15.1% 11.7% 11% 0%
MXI 12% 15.4% 15.9% 13.9% 14.1% 0%
IXN 8.2% 16.6% 16.1% 13.4% 12.4% 13.6%
IXP 4.5% 13.8% 13.4% 11% 10.1% 11%
WOOD 12.5% 15.6% 16.2% 15.2% 14.4% 0%
JXI 11.4% 12.5% 12.8% 10.5% 9.7% 0%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
IGF 0.62 0.78 0.88 0.78 0.80  
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.89 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.77 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.926801347481433 1.01252889369906 1.13217665223895 1.07425792288667 1.18786457280123 0
RXI 0.901979783750335 1.12489857353152 1.10692445346062 1.09155513358824 1.10230344997644 0
KXI 0.617157750645542 0.556660288274051 0.600799773978247 0.597831521998122 0.623524879526903 0
IXC 0.612263444821864 0.739189203084241 1.00840906464774 1.02867329459117 1.10255334720233 1.05480832445829
IXG 0.96718665161831 0.946486555477309 1.0024341347903 1.02371954741809 1.10687083890198 1.25027103391141
IXJ 0.851364280197234 0.618066267738415 0.666291199266294 0.717977206238611 0.707925618359982 0.699139507064949
EXI 1.00873999373364 1.07159049587388 1.07748186772376 1.07554660880858 1.11762587429961 0
IGF 0.616305796605992 0.778469171814039 0.880708221397252 0.777356545603127 0.803892087303495 0
MXI 0.833005158144457 1.00276308697591 1.02865274710103 1.04888616964543 1.12124654249901 0
IXN 1.04613442708433 1.24921056536061 1.13350334991471 1.13626440585744 1.1284975402198 1.14284403345751
IXP 0.755319891699997 0.920338726525262 0.863173396327694 0.833558361388954 0.794307539586317 0.793160419810914
WOOD 1.11977800382209 0.95778352009083 0.996155232881526 1.08530645111615 1.09492057377456 0
JXI 0.623423852664208 0.703539982095801 0.680730174080243 0.561430976102762 0.576836655311052 0


  Compare: Correlation

for period ending January 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.66 0.85 0.88 0.83 0.85
to S&P500 (SPY) 0.54 0.80 0.83 0.77 0.79
to U.S. Bonds (BND) 0.72 0.73 0.54 0.50 0.39
to Commodities (DBC) -0.26 0.39 0.59 0.50 0.53
to Gold (GLD) 0.35 0.45 0.32 0.31 0.23


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