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

IDIN.L vs. ESGG.L

Last updated Jul 29, 2026
Documentation

IDIN.L (iShares Global Infrastructure UCITS ETF USD (Dist)) and ESGG.L (Invesco MSCI World ESG Universal Screened UCITS ETF Acc) are both exchange-traded funds - IDIN.L is a Infrastructure Equities fund tracking the FTSE Global Core Infrastructure Index (USD), while ESGG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, IDIN.L returned 6.81%/yr vs 10.52%/yr for ESGG.L. Their 0.54 correlation means they have sometimes moved together and sometimes differently. IDIN.L charges 0.65%/yr vs 0.19%/yr for ESGG.L.

Performance

IDIN.L vs. ESGG.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IDIN.L achieves a 13.66% return, which is significantly higher than ESGG.L's 9.21% return.

IDIN.L

1D
0.32%
1M
1.77%
6M
10.69%
YTD
13.66%
1Y
18.05%
3Y*
11.67%
5Y*
6.81%
10Y*
7.20%
ALL TIME*
5.10%

ESGG.L

1D
0.40%
1M
0.70%
6M
5.76%
YTD
9.21%
1Y
18.81%
3Y*
17.79%
5Y*
10.52%
10Y*
—
ALL TIME*
10.60%
*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
$23.66K$175.49K$97.27K

IDIN.L

iShares Global Infrastructure UCITS ETF USD (Dist)
$620.25K$690.83K$1.55M

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

2026 (YTD)2025202420232022202120202019
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)		13.66%12.97%8.79%-0.03%-5.92%17.16%-1.96%6.13%
ESGG.L
Invesco MSCI World ESG Universal Screened UCITS ETF Acc		9.21%20.65%18.44%24.85%-20.25%23.32%18.44%-9.69%

Correlation

The correlation between IDIN.L and ESGG.L is 0.12, which is low. Their historical price movements had little consistent relationship.

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

0.12

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

0.31

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

0.47

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

0.54

Over the past year, the correlation between IDIN.L and ESGG.L has dropped to 0.12 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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

Sectors
IDIN.L
ESGG.L

Utilities

54.2%
2.1%

Industrials

22.0%
10.0%

Energy

16.6%
2.6%

Real Estate

3.8%
2.0%

Communication Services

2.0%
6.4%

Consumer Cyclical

0.3%
7.7%

Technology

0.3%
32.7%

Financial Services

0.0%
19.3%

Basic Materials

-

3.2%

Consumer Defensive

-

4.8%

Healthcare

-

9.4%

Utilities

IDIN.L
54.2%
ESGG.L
2.1%

Industrials

IDIN.L
22.0%
ESGG.L
10.0%

Energy

IDIN.L
16.6%
ESGG.L
2.6%

Real Estate

IDIN.L
3.8%
ESGG.L
2.0%

Communication Services

IDIN.L
2.0%
ESGG.L
6.4%

Consumer Cyclical

IDIN.L
0.3%
ESGG.L
7.7%

Technology

IDIN.L
0.3%
ESGG.L
32.7%

Financial Services

IDIN.L
0.0%
ESGG.L
19.3%

Basic Materials

IDIN.L

-

ESGG.L
3.2%

Consumer Defensive

IDIN.L

-

ESGG.L
4.8%

Healthcare

IDIN.L

-

ESGG.L
9.4%

Compare stocks, funds, or ETFs

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iShares Global Infrastructure UCITS ETF USD (Dist)

Invesco MSCI World ESG Universal Screened UCITS ETF Acc

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
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

Return for Risk

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

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

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

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

IDIN.LESGG.LDifference
Sharpe ratioReturn per unit of total volatility
1.67
1.51

+0.16

Sortino ratioReturn per unit of downside risk
2.38
2.25

+0.13

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

3.54

2.03

+1.50

Martin ratioReturn relative to average drawdown

9.24

8.50

+0.74

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

The current IDIN.L Sharpe Ratio is 1.67, which is comparable to the ESGG.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IDIN.L and ESGG.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

IDIN.L vs. ESGG.L - Drawdown Comparison

The maximum IDIN.L drawdown since its inception was -49.57%, which is greater than ESGG.L's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for IDIN.L and ESGG.L.

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Drawdown Indicators

IDIN.LESGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-35.99%

-13.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-9.21%

+4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-17.39%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-29.00%

+6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.86%

—

—

Current Drawdown

Current decline from peak

-0.59%

-1.84%

+1.25%

Average Drawdown

Average peak-to-trough decline

-11.70%

-7.29%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.20%

-0.25%

Volatility

IDIN.L vs. ESGG.L - Volatility Comparison

The current volatility for iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) is 3.32%, while Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) has a volatility of 3.54%. This indicates that IDIN.L experiences smaller price fluctuations and is considered to be less risky than ESGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDIN.LESGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.54%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

9.87%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

12.42%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.53%

15.64%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.41%

18.43%

-4.02%

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

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

Dividends

IDIN.L vs. ESGG.L - Dividend Comparison

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

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

IDIN.L and ESGG.L have a correlation of 0.12, 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.

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

Portfolio Optimizer

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