ESGW.L vs. IGDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World Universal Screened UCITS ETF Acc (ESGW.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L).

ESGW.L and IGDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGW.L is a passively managed fund by Invesco that tracks the performance of the MSCI World Universal Select Business Screens Index. It was launched on Jun 13, 2019. IGDA.L is a passively managed fund by Invesco that tracks the performance of the Dow Jones Islamic Market Developed Markets Index. It was launched on Jan 7, 2022. Both ESGW.L and IGDA.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

ESGW.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World Universal Screened UCITS ETF Acc (ESGW.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). The values are adjusted to include any dividend payments, if applicable.

ESGW.L vs. IGDA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESGW.L Invesco MSCI World Universal Screened UCITS ETF Acc	-2.64%	20.25%	18.23%	25.76%	-12.40%
IGDA.L Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc	-3.18%	18.74%	17.94%	29.72%	-14.30%

Returns By Period

In the year-to-date period, ESGW.L achieves a -2.64% return, which is significantly higher than IGDA.L's -3.18% return.

ESGW.L

• 1D: 2.78%
• 1M: -3.89%
• YTD: -2.64%
• 6M: 0.92%
• 1Y: 19.50%
• 3Y*: 17.34%
• 5Y*: 10.01%
• 10Y*: —

IGDA.L

• 1D: 2.88%
• 1M: -4.81%
• YTD: -3.18%
• 6M: 1.04%
• 1Y: 22.45%
• 3Y*: 16.86%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGW.L vs. IGDA.L - Expense Ratio Comparison

ESGW.L has a 0.19% expense ratio, which is lower than IGDA.L's 0.40% expense ratio.

IGDA.L

Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc

ESGW.L

Invesco MSCI World Universal Screened UCITS ETF Acc

Return for Risk

ESGW.L vs. IGDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGW.L

ESGW.L Risk / Return Rank: 67
ESGW.L Sharpe Ratio Rank: 65
ESGW.L Sortino Ratio Rank: 65
ESGW.L Omega Ratio Rank: 65
ESGW.L Calmar Ratio Rank: 70
ESGW.L Martin Ratio Rank: 71

IGDA.L

IGDA.L Risk / Return Rank: 74
IGDA.L Sharpe Ratio Rank: 71
IGDA.L Sortino Ratio Rank: 72
IGDA.L Omega Ratio Rank: 68
IGDA.L Calmar Ratio Rank: 80
IGDA.L Martin Ratio Rank: 82

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.

ESGW.L vs. IGDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World Universal Screened UCITS ETF Acc (ESGW.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.

	ESGW.L	IGDA.L	Difference
Sharpe ratio Return per unit of total volatility	1.23	1.31	-0.08
Sortino ratio Return per unit of downside risk	1.75	1.87	-0.11
Omega ratio Gain probability vs. loss probability	1.25	1.26	-0.01
Calmar ratio Return relative to maximum drawdown	2.09	2.29	-0.20
Martin ratio Return relative to average drawdown	8.43	9.52	-1.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGW.L vs. IGDA.L - Sharpe Ratio Comparison

The current ESGW.L Sharpe Ratio is 1.23, which is comparable to the IGDA.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ESGW.L and IGDA.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.

Sharpe Ratios by Period

	ESGW.L	IGDA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	1.31	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.61	+0.14

Correlation

The correlation between ESGW.L and IGDA.L is 0.85, 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.

Dividends

ESGW.L vs. IGDA.L - Dividend Comparison

Neither ESGW.L nor IGDA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ESGW.L vs. IGDA.L - Drawdown Comparison

The maximum ESGW.L drawdown since its inception was -32.55%, which is greater than IGDA.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for ESGW.L and IGDA.L.

Drawdown Indicators

	ESGW.L	IGDA.L	Difference
Max Drawdown Largest peak-to-trough decline	-32.55%	-24.18%	-8.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.88%	-11.73%	-0.15%
Max Drawdown (5Y) Largest decline over 5 years	-28.32%	—	—
Current Drawdown Current decline from peak	-5.86%	-6.36%	+0.50%
Average Drawdown Average peak-to-trough decline	-5.81%	-5.37%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.33%	-0.06%

Volatility

ESGW.L vs. IGDA.L - Volatility Comparison

The current volatility for Invesco MSCI World Universal Screened UCITS ETF Acc (ESGW.L) is 5.40%, while Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a volatility of 5.72%. This indicates that ESGW.L experiences smaller price fluctuations and is considered to be less risky than IGDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGW.L	IGDA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	5.72%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	9.05%	10.08%	-1.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	17.17%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	18.69%	-2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.45%	18.69%	-1.24%