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ESGG.L vs. IDIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGG.L vs. IDIN.L

Last updated Jul 29, 2026
Documentation

ESGG.L (Invesco MSCI World ESG Universal Screened UCITS ETF Acc) and IDIN.L (iShares Global Infrastructure UCITS ETF USD (Dist)) are both exchange-traded funds - ESGG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IDIN.L is a Infrastructure Equities fund tracking the FTSE Global Core Infrastructure Index (USD). Both are passively managed. Over the past 5 years, ESGG.L returned 11.60%/yr vs 7.86%/yr for IDIN.L. Their 0.53 correlation means they have sometimes moved together and sometimes differently. ESGG.L charges 0.19%/yr vs 0.65%/yr for IDIN.L.

Performance

ESGG.L vs. IDIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESGG.L is traded in GBp, while IDIN.L is traded in USD. To make them comparable, the IDIN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESGG.L achieves a 10.54% return, which is significantly lower than IDIN.L's 15.24% return.

ESGG.L

1D
0.37%
1M
-0.10%
6M
10.14%
YTD
10.54%
1Y
19.35%
3Y*
16.45%
5Y*
11.60%
10Y*
—
ALL TIME*
9.86%

IDIN.L

1D
0.36%
1M
1.07%
6M
15.34%
YTD
15.24%
1Y
18.65%
3Y*
10.41%
5Y*
7.86%
10Y*
7.15%
ALL TIME*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ESGG.L

Invesco MSCI World ESG Universal Screened UCITS ETF Acc
£17.70K£131.17K£72.51K

IDIN.L

iShares Global Infrastructure UCITS ETF USD (Dist)
£464.31K£517.55K£1.16M

ESGG.L vs. IDIN.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ESGG.L
Invesco MSCI World ESG Universal Screened UCITS ETF Acc		10.54%12.19%20.44%18.59%-10.70%24.45%14.92%-13.64%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)		15.24%4.93%10.69%-5.02%5.26%18.27%-4.84%1.58%

Correlation

The correlation between ESGG.L and IDIN.L is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.53

Over the past year, the correlation between ESGG.L and IDIN.L has dropped to 0.09 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

ESGG.L vs. IDIN.L - Sectors Allocation Comparison

Sectors
ESGG.L
IDIN.L

Technology

32.7%
0.3%

Financial Services

19.3%
0.0%

Industrials

10.0%
22.0%

Healthcare

9.4%

-

Consumer Cyclical

7.7%
0.3%

Communication Services

6.4%
2.0%

Consumer Defensive

4.8%

-

Basic Materials

3.2%

-

Energy

2.6%
16.6%

Utilities

2.1%
54.2%

Real Estate

2.0%
3.8%

Technology

ESGG.L
32.7%
IDIN.L
0.3%

Financial Services

ESGG.L
19.3%
IDIN.L
0.0%

Industrials

ESGG.L
10.0%
IDIN.L
22.0%

Healthcare

ESGG.L
9.4%
IDIN.L

-

Consumer Cyclical

ESGG.L
7.7%
IDIN.L
0.3%

Communication Services

ESGG.L
6.4%
IDIN.L
2.0%

Consumer Defensive

ESGG.L
4.8%
IDIN.L

-

Basic Materials

ESGG.L
3.2%
IDIN.L

-

Energy

ESGG.L
2.6%
IDIN.L
16.6%

Utilities

ESGG.L
2.1%
IDIN.L
54.2%

Real Estate

ESGG.L
2.0%
IDIN.L
3.8%

Compare stocks, funds, or ETFs

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

Invesco MSCI World ESG Universal Screened UCITS ETF Acc

iShares Global Infrastructure UCITS ETF USD (Dist)

Often compared with ESGG.L:
ESGG.L vs. V3AB.LESGG.L vs. ACWIESGG.L vs. FWIA.DEESGG.L vs. VTESGG.L vs. VOOESGG.L vs. FWRG.LESGG.L vs. JEPG.L
Often compared with IDIN.L:
IDIN.L vs. FVD.LIDIN.L vs. HTWO.LIDIN.L vs. DGSD.LIDIN.L vs. IDUP.LIDIN.L vs. DHSD.LIDIN.L vs. FSWD.LIDIN.L vs. EEWG.L

Return for Risk

ESGG.L vs. IDIN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGG.L
ESGG.L Risk / Return Rank: 7676
Overall Rank
ESGG.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ESGG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ESGG.L Omega Ratio Rank: 7676
Omega Ratio Rank
ESGG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESGG.L Martin Ratio Rank: 7979
Martin Ratio Rank
IDIN.L
IDIN.L Risk / Return Rank: 7575
Overall Rank
IDIN.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 6868
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 7474
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.

ESGG.L vs. IDIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.

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.

ESGG.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility
1.73
1.57

+0.16

Sortino ratioReturn per unit of downside risk
2.42
2.25

+0.17

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

2.71

3.73

-1.02

Martin ratioReturn relative to average drawdown

10.27

8.39

+1.87

ESGG.L vs. IDIN.L - Sharpe Ratio Comparison

The current ESGG.L Sharpe Ratio is 1.73, which is comparable to the IDIN.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ESGG.L and IDIN.L, 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

ESGG.L vs. IDIN.L - Drawdown Comparison

The maximum ESGG.L drawdown since its inception was -29.72%, smaller than the maximum IDIN.L drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for ESGG.L and IDIN.L.

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Drawdown Indicators

ESGG.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.72%

-36.86%

+7.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-4.98%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-11.31%

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-23.50%

+4.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.06%

—

Current Drawdown

Current decline from peak

-1.45%

-0.38%

-1.07%

Average Drawdown

Average peak-to-trough decline

-5.53%

-7.25%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.22%

-0.34%

Volatility

ESGG.L vs. IDIN.L - Volatility Comparison

The current volatility for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) is 3.26%, while iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) has a volatility of 3.93%. This indicates that ESGG.L experiences smaller price fluctuations and is considered to be less risky than IDIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGG.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

3.93%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

9.76%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

11.86%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

13.13%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

14.47%

+2.18%

ESGG.L vs. IDIN.L - Expense Ratio Comparison

ESGG.L has a 0.19% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.

Dividends

ESGG.L vs. IDIN.L - Dividend Comparison

ESGG.L has not paid dividends to shareholders, while IDIN.L's dividend yield for the trailing twelve months is around 2.01%.

PositionTTM20252024202320222021202020192018201720162015
ESGG.L
Invesco MSCI World ESG Universal Screened UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)		2.01%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%

Frequently Asked Questions

ESGG.L and IDIN.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGG.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGG.L is cheaper with a 0.19% expense ratio, compared with 0.65% for IDIN.L.

ESGG.L is categorized as Global Equities, while IDIN.L is Infrastructure Equities. ESGG.L tracks MSCI ACWI NR USD, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for ESGG.L and 0.65% for IDIN.L.

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