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

IGSG.AS vs. EUEA.AS

Last updated Jun 5, 2026

IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and EUEA.AS (iShares EURO STOXX 50 UCITS ETF) are both exchange-traded funds - IGSG.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IGSG.AS returned 12.01%/yr vs 10.53%/yr for EUEA.AS. A 0.78 correlation means they provide meaningful diversification when combined. IGSG.AS charges 0.60%/yr vs 0.10%/yr for EUEA.AS.

Performance

IGSG.AS vs. EUEA.AS - 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 iShares EURO STOXX 50 UCITS ETF (EUEA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGSG.AS achieves a 10.10% return, which is significantly higher than EUEA.AS's 7.45% return. Over the past 10 years, IGSG.AS has outperformed EUEA.AS with an annualized return of 12.01%, while EUEA.AS has yielded a comparatively lower 10.53% annualized return.

IGSG.AS

1D
0.07%
1M
5.16%
YTD
10.10%
6M
11.53%
1Y
21.22%
3Y*
14.82%
5Y*
11.67%
10Y*
12.01%

EUEA.AS

1D
0.82%
1M
4.69%
YTD
7.45%
6M
8.63%
1Y
15.80%
3Y*
15.60%
5Y*
11.52%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.AS vs. EUEA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF		10.10%8.59%18.22%22.31%-12.70%31.66%4.00%28.06%-4.00%7.54%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		7.45%21.70%11.49%23.09%-9.29%24.04%-2.55%27.75%-11.10%9.82%

Correlation

The correlation between IGSG.AS and EUEA.AS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.77

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

0.72

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

0.77

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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2011

0.78

The correlation between IGSG.AS and EUEA.AS has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares Dow Jones Global Sustainability Screened UCITS ETF

iShares EURO STOXX 50 UCITS ETF

Often compared with IGSG.AS:
IGSG.AS vs. IGSU.LIGSG.AS vs. UETW.DEIGSG.AS vs. VOOIGSG.AS vs. CSPX.LIGSG.AS vs. VYMIGSG.AS vs. WPAD.ASIGSG.AS vs. SWRD.AS
Often compared with EUEA.AS:
EUEA.AS vs. IMAE.ASEUEA.AS vs. IESE.ASEUEA.AS vs. RWREUEA.AS vs. EGRW.LEUEA.AS vs. IDJG.ASEUEA.AS vs. FTAL.LEUEA.AS vs. EUNA.AS

Return for Risk

IGSG.AS vs. EUEA.AS — 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: 5959
Overall Rank
IGSG.AS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IGSG.AS Sortino Ratio Rank: 5757
Sortino Ratio Rank
IGSG.AS Omega Ratio Rank: 5858
Omega Ratio Rank
IGSG.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
IGSG.AS Martin Ratio Rank: 6363
Martin Ratio Rank
EUEA.AS
EUEA.AS Risk / Return Rank: 3030
Overall Rank
EUEA.AS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUEA.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUEA.AS Omega Ratio Rank: 2828
Omega Ratio Rank
EUEA.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUEA.AS Martin Ratio Rank: 3333
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. EUEA.AS - 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 iShares EURO STOXX 50 UCITS ETF (EUEA.AS). 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.

IGSG.ASEUEA.ASDifference
Sharpe ratioReturn per unit of total volatility
1.89
0.99

+0.91

Sortino ratioReturn per unit of downside risk
2.66
1.55

+1.12

Omega ratioGain probability vs. loss probability

1.35

1.18

+0.17

Calmar ratioReturn relative to maximum drawdown

2.94

1.43

+1.51

Martin ratioReturn relative to average drawdown

11.26

4.86

+6.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSG.AS vs. EUEA.AS - Sharpe Ratio Comparison

The current IGSG.AS Sharpe Ratio is 1.89, which is higher than the EUEA.AS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IGSG.AS and EUEA.AS, 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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Sharpe Ratios by Period

IGSG.ASEUEA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.99

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.65

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.57

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.12

0.00

Drawdowns

IGSG.AS vs. EUEA.AS - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, smaller than the maximum EUEA.AS drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and EUEA.AS.

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Drawdown Indicators

IGSG.ASEUEA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-62.53%

+18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-10.91%

+3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-16.32%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-23.35%

+4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-38.22%

+5.31%

Current Drawdown

Current decline from peak

-0.36%

-0.49%

+0.13%

Average Drawdown

Average peak-to-trough decline

-11.77%

-24.30%

+12.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.22%

-1.35%

Volatility

IGSG.AS vs. EUEA.AS - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) is 3.31%, while iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a volatility of 4.91%. This indicates that IGSG.AS experiences smaller price fluctuations and is considered to be less risky than EUEA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGSG.ASEUEA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.91%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

12.92%

-4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

15.80%

-4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

17.37%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

18.11%

-1.85%

IGSG.AS vs. EUEA.AS - Expense Ratio Comparison

IGSG.AS has a 0.60% expense ratio, which is higher than EUEA.AS's 0.10% expense ratio.

Dividends

IGSG.AS vs. EUEA.AS - Dividend Comparison

IGSG.AS has not paid dividends to shareholders, while EUEA.AS's dividend yield for the trailing twelve months is around 2.55%.

PositionTTM20252024202320222021202020192018201720162015
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		2.55%2.52%3.01%3.02%2.94%2.05%2.16%3.05%3.67%2.85%3.38%2.96%
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 EUEA.AS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.60% for IGSG.AS.

IGSG.AS is categorized as Global Equities, while EUEA.AS is Europe Equities. IGSG.AS tracks MSCI ACWI NR USD, while EUEA.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.60% for IGSG.AS and 0.10% for EUEA.AS.

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