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

ESGG.L vs. IWVG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L).

ESGG.L and IWVG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGG.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jun 13, 2019. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. Both ESGG.L and IWVG.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.

Performance

ESGG.L vs. IWVG.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 Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020
ESGG.L
Invesco MSCI World ESG Universal Screened UCITS ETF Acc		-1.50%12.19%20.44%19.21%-11.17%22.81%9.98%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)		6.96%27.50%5.20%13.05%1.04%21.47%-8.89%
Different Trading Currencies

ESGG.L is traded in GBp, while IWVG.L is traded in GBP. To make them comparable, the IWVG.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 -1.50% return, which is significantly lower than IWVG.L's 6.96% return.

ESGG.L

1D
2.04%
1M
-3.53%
YTD
-1.50%
6M
2.33%
1Y
16.03%
3Y*
14.56%
5Y*
10.88%
10Y*
—

IWVG.L

1D
3.06%
1M
-2.54%
YTD
6.96%
6M
16.02%
1Y
30.84%
3Y*
16.42%
5Y*
12.05%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 Edge MSCI World Value Factor UCITS ETF USD (Dist)

Often compared with ESGG.L:
ESGG.L vs. V3AB.LESGG.L vs. ACWIESGG.L vs. VTESGG.L vs. FWIA.DEESGG.L vs. VOOESGG.L vs. MVOL.LESGG.L vs. JEPG.L
Often compared with IWVG.L:
IWVG.L vs. IWQU.LIWVG.L vs. VTVIWVG.L vs. XDEV.LIWVG.L vs. URTHIWVG.L vs. VTIWVG.L vs. IUVD.LIWVG.L vs. VWRA.L

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

ESGG.L has a 0.19% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.

IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
ESGG.L
Invesco MSCI World ESG Universal Screened UCITS ETF Acc

Return for Risk

ESGG.L vs. IWVG.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: 6565
Overall Rank
ESGG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ESGG.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
ESGG.L Omega Ratio Rank: 5959
Omega Ratio Rank
ESGG.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
ESGG.L Martin Ratio Rank: 7373
Martin Ratio Rank
IWVG.L
IWVG.L Risk / Return Rank: 9292
Overall Rank
IWVG.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IWVG.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IWVG.L Omega Ratio Rank: 9191
Omega Ratio Rank
IWVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVG.L Martin Ratio Rank: 9494
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. IWVG.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 Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.

ESGG.LIWVG.LDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.09

-0.97

Sortino ratio

Return per unit of downside risk

1.57

2.68

-1.11

Omega ratio

Gain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratio

Return relative to maximum drawdown

2.28

4.37

-2.10

Martin ratio

Return relative to average drawdown

8.41

15.30

-6.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ESGG.L Sharpe Ratio is 1.11, which is lower than the IWVG.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ESGG.L and IWVG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ESGG.LIWVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.09

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.94

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.55

+0.41

Correlation

The correlation between ESGG.L and IWVG.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ESGG.L vs. IWVG.L - Dividend Comparison

Neither ESGG.L nor IWVG.L has paid dividends to shareholders.

TTM20252024202320222021202020192018
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%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)		0.00%0.00%1.82%3.23%3.12%2.61%2.37%2.90%2.48%

Drawdowns

ESGG.L vs. IWVG.L - Drawdown Comparison

The maximum ESGG.L drawdown since its inception was -23.30%, smaller than the maximum IWVG.L drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for ESGG.L and IWVG.L.

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Drawdown Indicators

ESGG.LIWVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.30%

-28.07%

+4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-10.74%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-13.79%

-4.85%

Current Drawdown

Current decline from peak

-3.97%

-3.68%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.09%

-4.38%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.05%

-0.13%

Volatility

ESGG.L vs. IWVG.L - Volatility Comparison

The current volatility for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) is 4.58%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a volatility of 6.14%. This indicates that ESGG.L experiences smaller price fluctuations and is considered to be less risky than IWVG.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.LIWVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

6.14%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

9.90%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

14.73%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

12.84%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

15.50%

+4.54%