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FVRR vs. IGSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVRR vs. IGSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiverr International Ltd. (FVRR) and iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FVRR achieves a -49.54% return, which is significantly lower than IGSG.L's 8.20% return.


FVRR

1D
0.10%
1M
-3.67%
YTD
-49.54%
6M
-50.10%
1Y
-65.89%
3Y*
-30.12%
5Y*
-45.08%
10Y*

IGSG.L

1D
1.22%
1M
3.26%
YTD
8.20%
6M
9.43%
1Y
21.77%
3Y*
16.43%
5Y*
10.50%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVRR vs. IGSG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FVRR
Fiverr International Ltd.
-49.54%-37.72%16.57%-6.59%-74.37%-41.72%730.21%-9.62%
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)
8.20%22.83%10.86%25.76%-17.18%21.88%13.08%12.59%

Correlation

The correlation between FVRR and IGSG.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

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

0.29

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Return for Risk

FVRR vs. IGSG.L — Risk / Return Rank

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

FVRR
FVRR Risk / Return Rank: 22
Overall Rank
FVRR Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FVRR Sortino Ratio Rank: 11
Sortino Ratio Rank
FVRR Omega Ratio Rank: 22
Omega Ratio Rank
FVRR Calmar Ratio Rank: 22
Calmar Ratio Rank
FVRR Martin Ratio Rank: 66
Martin Ratio Rank

IGSG.L
IGSG.L Risk / Return Rank: 6666
Overall Rank
IGSG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGSG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IGSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
IGSG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IGSG.L Martin Ratio Rank: 6363
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.

FVRR vs. IGSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiverr International Ltd. (FVRR) 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.

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.


FVRRIGSG.LDifference
Sharpe ratioReturn per unit of total volatility

-3.16

Sortino ratioReturn per unit of downside risk

-5.13

Omega ratioGain probability vs. loss probability

0.70

1.31

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.98

2.21

-3.19

Martin ratioReturn relative to average drawdown

-1.52

8.57

-10.09

FVRR vs. IGSG.L - Sharpe Ratio Comparison

The current FVRR Sharpe Ratio is -1.40, which is lower than the IGSG.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FVRR and IGSG.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

FVRR vs. IGSG.L - Drawdown Comparison

The maximum FVRR drawdown since its inception was -96.98%, which is greater than IGSG.L's maximum drawdown of -52.00%. Use the drawdown chart below to compare losses from any high point for FVRR and IGSG.L.


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Drawdown Indicators


FVRRIGSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.98%

-52.00%

-44.98%

Max Drawdown (1Y)

Largest decline over 1 year

-67.34%

-9.81%

-57.53%

Max Drawdown (3Y)

Largest decline over 3 years

-72.47%

-19.19%

-53.28%

Max Drawdown (5Y)

Largest decline over 5 years

-96.23%

-27.91%

-68.32%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

Current Drawdown

Current decline from peak

-96.91%

-1.06%

-95.85%

Average Drawdown

Average peak-to-trough decline

-67.69%

-16.33%

-51.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.40%

2.52%

+40.88%

Volatility

FVRR vs. IGSG.L - Volatility Comparison

Fiverr International Ltd. (FVRR) has a higher volatility of 12.31% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) at 3.62%. This indicates that FVRR'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.


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Volatility by Period


FVRRIGSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.31%

3.62%

+8.69%

Volatility (6M)

Calculated over the trailing 6-month period

37.83%

10.00%

+27.83%

Volatility (1Y)

Calculated over the trailing 1-year period

47.35%

12.33%

+35.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.98%

20.51%

+43.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.91%

18.44%

+52.47%

Dividends

FVRR vs. IGSG.L - Dividend Comparison

Neither FVRR nor IGSG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FVRR and IGSG.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FVRR and IGSG.L

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