CIND.L vs. IGSG.L
Compare and contrast key facts about iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) and iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L).
CIND.L and IGSG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIND.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 26, 2010. IGSG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 25, 2011. Both CIND.L and IGSG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIND.L or IGSG.L.
Key characteristics
| CIND.L | IGSG.L | |
|---|---|---|
| YTD Return | 18.14% | 13.28% |
| 1Y Return | 30.15% | 18.58% |
| 3Y Return (Ann) | 8.45% | 7.57% |
| 5Y Return (Ann) | 11.30% | 11.58% |
| 10Y Return (Ann) | 11.35% | 11.26% |
| Sharpe Ratio | 2.61 | 1.96 |
| Sortino Ratio | 3.69 | 2.74 |
| Omega Ratio | 1.48 | 1.36 |
| Calmar Ratio | 5.11 | 3.33 |
| Martin Ratio | 14.14 | 13.91 |
| Ulcer Index | 1.98% | 1.32% |
| Daily Std Dev | 10.83% | 9.32% |
| Max Drawdown | -36.68% | -24.74% |
| Current Drawdown | -0.52% | -0.06% |
Correlation
The correlation between CIND.L and IGSG.L is 0.79, 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.
Performance
CIND.L vs. IGSG.L - Performance Comparison
In the year-to-date period, CIND.L achieves a 18.14% return, which is significantly higher than IGSG.L's 13.28% return. Both investments have delivered pretty close results over the past 10 years, with CIND.L having a 11.35% annualized return and IGSG.L not far behind at 11.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CIND.L vs. IGSG.L - Expense Ratio Comparison
CIND.L has a 0.33% expense ratio, which is lower than IGSG.L's 0.60% expense ratio.
Risk-Adjusted Performance
CIND.L vs. IGSG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) and iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L). 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.
Dividends
CIND.L vs. IGSG.L - Dividend Comparison
Neither CIND.L nor IGSG.L has paid dividends to shareholders.
Drawdowns
CIND.L vs. IGSG.L - Drawdown Comparison
The maximum CIND.L drawdown since its inception was -36.68%, which is greater than IGSG.L's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for CIND.L and IGSG.L. For additional features, visit the drawdowns tool.
Volatility
CIND.L vs. IGSG.L - Volatility Comparison
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) has a higher volatility of 4.26% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) at 2.94%. This indicates that CIND.L's price experiences larger fluctuations and is considered to be riskier than IGSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.