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GGRO.TO vs. MA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRO.TO vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Growth ETF Portfolio (GGRO.TO) and Mastercard Incorporated (MA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GGRO.TO is traded in CAD, while MA is traded in USD. To make them comparable, the MA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGRO.TO achieves a 13.16% return, which is significantly higher than MA's -12.09% return.


GGRO.TO

1D
1.41%
1M
5.68%
YTD
13.16%
6M
11.03%
1Y
25.16%
3Y*
18.97%
5Y*
11.34%
10Y*

MA

1D
0.07%
1M
1.02%
YTD
-12.09%
6M
-12.28%
1Y
-9.82%
3Y*
11.88%
5Y*
9.73%
10Y*
19.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRO.TO vs. MA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GGRO.TO
iShares ESG Growth ETF Portfolio
13.16%14.25%20.49%19.17%-14.12%15.53%7.20%
MA
Mastercard Incorporated
-12.09%4.06%34.69%20.47%3.51%1.11%4.64%

Correlation

The correlation between GGRO.TO and MA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.26

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

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2020

0.35

The correlation between GGRO.TO and MA shifts across timeframes, from 0.19 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GGRO.TO vs. MA — Risk / Return Rank

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

GGRO.TO
GGRO.TO Risk / Return Rank: 7070
Overall Rank
GGRO.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GGRO.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
GGRO.TO Omega Ratio Rank: 7070
Omega Ratio Rank
GGRO.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
GGRO.TO Martin Ratio Rank: 7474
Martin Ratio Rank

MA
MA Risk / Return Rank: 1818
Overall Rank
MA Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1818
Sortino Ratio Rank
MA Omega Ratio Rank: 1818
Omega Ratio Rank
MA Calmar Ratio Rank: 2121
Calmar Ratio Rank
MA Martin Ratio Rank: 1616
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.

GGRO.TO vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Growth ETF Portfolio (GGRO.TO) and Mastercard Incorporated (MA). 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.


GGRO.TOMADifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.38

0.94

+0.44

Calmar ratioReturn relative to maximum drawdown

3.26

-0.46

+3.73

Martin ratioReturn relative to average drawdown

13.00

-0.90

+13.90

GGRO.TO vs. MA - Sharpe Ratio Comparison

The current GGRO.TO Sharpe Ratio is 2.05, which is higher than the MA Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of GGRO.TO and MA, 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

GGRO.TO vs. MA - Drawdown Comparison

The maximum GGRO.TO drawdown since its inception was -22.12%, smaller than the maximum MA drawdown of -52.89%. Use the drawdown chart below to compare losses from any high point for GGRO.TO and MA.


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Drawdown Indicators


GGRO.TOMADifference

Max Drawdown

Largest peak-to-trough decline

-22.12%

-52.89%

+30.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-21.23%

+13.49%

Max Drawdown (3Y)

Largest decline over 3 years

-13.77%

-21.23%

+7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-22.54%

+0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

Current Drawdown

Current decline from peak

0.00%

-17.34%

+17.34%

Average Drawdown

Average peak-to-trough decline

-5.22%

-9.14%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

10.90%

-8.96%

Volatility

GGRO.TO vs. MA - Volatility Comparison

The current volatility for iShares ESG Growth ETF Portfolio (GGRO.TO) is 4.56%, while Mastercard Incorporated (MA) has a volatility of 6.58%. This indicates that GGRO.TO experiences smaller price fluctuations and is considered to be less risky than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRO.TOMADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

6.58%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

17.67%

-7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

22.34%

-10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

24.68%

-9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

27.68%

-11.33%

Dividends

GGRO.TO vs. MA - Dividend Comparison

GGRO.TO's dividend yield for the trailing twelve months is around 1.37%, more than MA's 0.66% yield.


PositionTTM20252024202320222021202020192018201720162015
GGRO.TO
iShares ESG Growth ETF Portfolio
1.37%1.52%1.63%1.89%1.69%1.44%0.83%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Incorporated
0.66%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%

Frequently Asked Questions


GGRO.TO and MA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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