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FT Wilshire GLIO Sharpe Ratio Time-Lapse


  • Green – FT Wilshire GLIO Developed Listed Infrastructure Index

  • Blue – FT Wilshire Developed Large Cap Equities Index

  • Yellow – Bloomberg Global Bonds


  • Y-axis – 10-year rolling Sharpe Ratios

  • X-axis – 10-year rolling USD annual returns

  • Bubble size – 10-year rolling volatility Timeframe – April 2010 to Jan 2024



The video chart rolls forward month by month over 170-months and finishes with the simple averages for the 170-month time frame.



  • FTW GLIO Developed Infra – Sharpe Ratios outperform FTW Equities & Bonds for 108/170 months

  • FTW GLIO Developed Infra mkt cap only ‘overlaps’ FTW Global Developed Equities by approx. 4% currently

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