IGSG.AS vs. IDVY.AS
IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and IDVY.AS (iShares Euro Dividend UCITS ETF) are both exchange-traded funds - IGSG.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while IDVY.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 7.33%/yr for IDVY.AS. A 0.69 correlation means they provide meaningful diversification when combined. IGSG.AS charges 0.60%/yr vs 0.40%/yr for IDVY.AS.
Performance
IGSG.AS vs. IDVY.AS - Performance Comparison
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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 IDVY.AS's 8.21% return. Over the past 10 years, IGSG.AS has outperformed IDVY.AS with an annualized return of 12.01%, while IDVY.AS has yielded a comparatively lower 7.33% 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%
IDVY.AS
- 1D
- 0.33%
- 1M
- 3.43%
- YTD
- 8.21%
- 6M
- 11.08%
- 1Y
- 21.10%
- 3Y*
- 20.03%
- 5Y*
- 9.08%
- 10Y*
- 7.33%
IGSG.AS vs. IDVY.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDVY.AS iShares Euro Dividend UCITS ETF | 8.21% | 41.92% | 8.62% | 4.42% | -13.82% | 24.39% | -17.87% | 20.43% | -10.28% | 9.96% |
Correlation
The correlation between IGSG.AS and IDVY.AS is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2011 | 0.69 |
The correlation between IGSG.AS and IDVY.AS shifts across timeframes, from 0.50 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IGSG.AS vs. IDVY.AS — Risk / Return Rank
IGSG.AS
IDVY.AS
IGSG.AS vs. IDVY.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 Dividend UCITS ETF (IDVY.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.AS | IDVY.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.61 | +0.33 |
| Martin ratioReturn relative to average drawdown | 11.26 | 8.13 | +3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGSG.AS | IDVY.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.77 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.60 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.42 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.23 | -0.11 |
Drawdowns
IGSG.AS vs. IDVY.AS - Drawdown Comparison
The maximum IGSG.AS drawdown since its inception was -44.01%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and IDVY.AS.
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Drawdown Indicators
| IGSG.AS | IDVY.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.01% | -71.33% | +27.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -7.97% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -12.81% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.27% | -24.57% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -42.34% | +9.43% |
Current DrawdownCurrent decline from peak | -0.36% | -1.42% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -22.54% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.57% | -0.70% |
Volatility
IGSG.AS vs. IDVY.AS - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) is 3.31%, while iShares Euro Dividend UCITS ETF (IDVY.AS) has a volatility of 3.54%. This indicates that IGSG.AS experiences smaller price fluctuations and is considered to be less risky than IDVY.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.AS | IDVY.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.54% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 9.62% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 11.77% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 14.80% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 17.26% | -1.00% |
IGSG.AS vs. IDVY.AS - Expense Ratio Comparison
IGSG.AS has a 0.60% expense ratio, which is higher than IDVY.AS's 0.40% expense ratio.
Dividends
IGSG.AS vs. IDVY.AS - Dividend Comparison
IGSG.AS has not paid dividends to shareholders, while IDVY.AS's dividend yield for the trailing twelve months is around 3.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.AS iShares Euro Dividend UCITS ETF | 3.99% | 4.36% | 5.85% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% |
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 IDVY.AS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDVY.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDVY.AS is cheaper with a 0.40% expense ratio, compared with 0.60% for IGSG.AS.
IGSG.AS is categorized as Global Equities, while IDVY.AS is Europe Equities. IGSG.AS tracks MSCI ACWI NR USD, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.60% for IGSG.AS and 0.40% for IDVY.AS.
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