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IGSG.AS vs. BOND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSG.AS vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGSG.AS is traded in EUR, while BOND is traded in USD. To make them comparable, the BOND values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGSG.AS achieves a 11.56% return, which is significantly higher than BOND's 3.14% return. Over the past 10 years, IGSG.AS has outperformed BOND with an annualized return of 11.76%, while BOND has yielded a comparatively lower 1.69% annualized return.


IGSG.AS

1D
0.00%
1M
1.53%
6M
9.12%
YTD
11.56%
1Y
21.95%
3Y*
15.34%
5Y*
11.25%
10Y*
11.76%

BOND

1D
-0.21%
1M
0.89%
6M
1.48%
YTD
3.14%
1Y
7.13%
3Y*
4.27%
5Y*
0.85%
10Y*
1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.AS vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
11.56%8.59%18.22%22.31%-12.70%31.66%4.00%28.06%-4.00%7.54%
BOND
PIMCO Active Bond ETF
3.14%-4.48%9.55%3.29%-9.27%6.65%-1.09%10.99%4.78%-8.12%

Correlation

The correlation between IGSG.AS and BOND is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.22

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

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.14

The correlation between IGSG.AS and BOND shifts across timeframes, from 0.11 (5 years) to 0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGSG.AS vs. BOND — Risk / Return Rank

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

IGSG.AS
IGSG.AS Risk / Return Rank: 7575
Overall Rank
IGSG.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IGSG.AS Sortino Ratio Rank: 7575
Sortino Ratio Rank
IGSG.AS Omega Ratio Rank: 7575
Omega Ratio Rank
IGSG.AS Calmar Ratio Rank: 7575
Calmar Ratio Rank
IGSG.AS Martin Ratio Rank: 7878
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 5151
Overall Rank
BOND Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 5555
Sortino Ratio Rank
BOND Omega Ratio Rank: 5252
Omega Ratio Rank
BOND Calmar Ratio Rank: 4848
Calmar Ratio Rank
BOND Martin Ratio Rank: 4444
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.

IGSG.AS vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) and PIMCO Active Bond ETF (BOND). 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.


IGSG.ASBONDDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.12

Calmar ratioReturn relative to maximum drawdown

3.07

1.95

+1.11

Martin ratioReturn relative to average drawdown

11.79

5.69

+6.11

IGSG.AS vs. BOND - Sharpe Ratio Comparison

The current IGSG.AS Sharpe Ratio is 1.92, which is higher than the BOND Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of IGSG.AS and BOND, 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

IGSG.AS vs. BOND - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, which is greater than BOND's maximum drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and BOND.


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Drawdown Indicators


IGSG.ASBONDDifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-15.13%

-28.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-3.67%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-11.89%

-7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-12.33%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-15.13%

-17.78%

Current Drawdown

Current decline from peak

-0.70%

-4.31%

+3.61%

Average Drawdown

Average peak-to-trough decline

-11.69%

-5.27%

-6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.26%

+0.60%

Volatility

IGSG.AS vs. BOND - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) has a higher volatility of 2.88% compared to PIMCO Active Bond ETF (BOND) at 1.42%. This indicates that IGSG.AS's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSG.ASBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

1.42%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

4.35%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

5.81%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

7.84%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

7.73%

+8.46%

IGSG.AS vs. BOND - Expense Ratio Comparison

IGSG.AS has a 0.60% expense ratio, which is higher than BOND's 0.54% expense ratio.


Dividends

IGSG.AS vs. BOND - Dividend Comparison

IGSG.AS has not paid dividends to shareholders, while BOND's dividend yield for the trailing twelve months is around 5.20%.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.20%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGSG.AS and BOND have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BOND is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BOND is cheaper with a 0.54% expense ratio, compared with 0.60% for IGSG.AS.

IGSG.AS is categorized as Global Equities, while BOND is Intermediate Core-Plus Bond. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.60% for IGSG.AS and 0.54% for BOND.

Portfolio Optimizer

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