IGSG.AS vs. IWDA.AS
IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IGSG.AS tracks the MSCI ACWI NR USD while IWDA.AS tracks the MSCI World Index. Both are passively managed. Over the past 10 years, IGSG.AS returned 12.01%/yr vs 12.81%/yr for IWDA.AS. Their correlation of 0.90 suggests significant overlap in exposure. IGSG.AS charges 0.60%/yr vs 0.20%/yr for IWDA.AS.
Performance
IGSG.AS vs. IWDA.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGSG.AS achieves a 10.10% return, which is significantly lower than IWDA.AS's 11.06% return. Over the past 10 years, IGSG.AS has underperformed IWDA.AS with an annualized return of 12.01%, while IWDA.AS has yielded a comparatively higher 12.81% 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%
IWDA.AS
- 1D
- -0.03%
- 1M
- 4.79%
- YTD
- 11.06%
- 6M
- 11.31%
- 1Y
- 23.80%
- 3Y*
- 17.53%
- 5Y*
- 12.88%
- 10Y*
- 12.81%
IGSG.AS vs. IWDA.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% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.06% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -4.16% | 7.49% |
Correlation
The correlation between IGSG.AS and IWDA.AS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2011 | 0.90 |
The correlation between IGSG.AS and IWDA.AS has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IGSG.AS vs. IWDA.AS — Risk / Return Rank
IGSG.AS
IWDA.AS
IGSG.AS vs. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.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 | IWDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.64 | -0.70 |
| Martin ratioReturn relative to average drawdown | 11.26 | 14.53 | -3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IGSG.AS | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.15 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.90 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.84 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.82 | -0.70 |
Drawdowns
IGSG.AS vs. IWDA.AS - Drawdown Comparison
The maximum IGSG.AS drawdown since its inception was -44.01%, which is greater than IWDA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and IWDA.AS.
Loading charts...
Drawdown Indicators
| IGSG.AS | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.01% | -33.63% | -10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.45% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -21.59% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.27% | -21.59% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -33.63% | +0.72% |
Current DrawdownCurrent decline from peak | -0.36% | -0.34% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -4.25% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.63% | +0.24% |
Volatility
IGSG.AS vs. IWDA.AS - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) has a higher volatility of 3.31% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.62%. This indicates that IGSG.AS's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IGSG.AS | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.62% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.61% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 10.90% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 14.08% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 14.99% | +1.27% |
IGSG.AS vs. IWDA.AS - Expense Ratio Comparison
IGSG.AS has a 0.60% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.
Dividends
IGSG.AS vs. IWDA.AS - Dividend Comparison
Neither IGSG.AS nor IWDA.AS has paid dividends to shareholders.
Frequently Asked Questions
IGSG.AS and IWDA.AS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.60% for IGSG.AS.
IGSG.AS tracks MSCI ACWI NR USD, while IWDA.AS tracks MSCI World Index. Their fees differ too: 0.60% for IGSG.AS and 0.20% for IWDA.AS.
Find the right allocation for IGSG.AS and IWDA.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer