IGSG.AS vs. SSO
IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and SSO (ProShares Ultra S&P500) are both exchange-traded funds - IGSG.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while SSO is a Leveraged Equities fund tracking the S&P 500. Both are passively managed. Over the past 10 years, IGSG.AS returned 12.01%/yr vs 23.89%/yr for SSO. A 0.57 correlation means they provide meaningful diversification when combined. IGSG.AS charges 0.60%/yr vs 0.87%/yr for SSO.
Performance
IGSG.AS vs. SSO - Performance Comparison
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Different Trading Currencies
IGSG.AS is traded in EUR, while SSO is traded in USD. To make them comparable, the SSO 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 10.10% return, which is significantly lower than SSO's 21.57% return. Over the past 10 years, IGSG.AS has underperformed SSO with an annualized return of 12.01%, while SSO has yielded a comparatively higher 23.89% 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%
SSO
- 1D
- 0.56%
- 1M
- 9.56%
- YTD
- 21.57%
- 6M
- 19.75%
- 1Y
- 51.32%
- 3Y*
- 34.42%
- 5Y*
- 20.90%
- 10Y*
- 23.89%
IGSG.AS vs. SSO - 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% |
SSO ProShares Ultra S&P500 | 21.57% | 11.21% | 52.95% | 42.26% | -35.20% | 72.58% | 11.52% | 67.14% | -10.59% | 26.61% |
Correlation
The correlation between IGSG.AS and SSO is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2011 | 0.57 |
The correlation between IGSG.AS and SSO has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
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Return for Risk
IGSG.AS vs. SSO — Risk / Return Rank
IGSG.AS
SSO
IGSG.AS vs. SSO - 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 ProShares Ultra S&P500 (SSO). 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 | SSO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.09 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.26 | 12.66 | -1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGSG.AS | SSO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.23 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.64 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.67 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.43 | -0.31 |
Drawdowns
IGSG.AS vs. SSO - Drawdown Comparison
The maximum IGSG.AS drawdown since its inception was -44.01%, smaller than the maximum SSO drawdown of -82.84%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and SSO.
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Drawdown Indicators
| IGSG.AS | SSO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.01% | -82.84% | +38.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -16.71% | +9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -38.36% | +19.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.27% | -38.89% | +19.62% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -59.03% | +26.12% |
Current DrawdownCurrent decline from peak | -0.36% | -0.58% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -20.04% | +8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 4.06% | -2.19% |
Volatility
IGSG.AS vs. SSO - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) is 3.31%, while ProShares Ultra S&P500 (SSO) has a volatility of 4.82%. This indicates that IGSG.AS experiences smaller price fluctuations and is considered to be less risky than SSO 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 | SSO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.82% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 16.91% | -8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 23.16% | -12.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 32.62% | -19.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 35.65% | -19.39% |
IGSG.AS vs. SSO - Expense Ratio Comparison
IGSG.AS has a 0.60% expense ratio, which is lower than SSO's 0.87% expense ratio.
Dividends
IGSG.AS vs. SSO - Dividend Comparison
IGSG.AS has not paid dividends to shareholders, while SSO's dividend yield for the trailing twelve months is around 0.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSO ProShares Ultra S&P500 | 0.61% | 0.68% | 0.85% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% |
Frequently Asked Questions
IGSG.AS and SSO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGSG.AS is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGSG.AS is cheaper with a 0.60% expense ratio, compared with 0.87% for SSO.
IGSG.AS is categorized as Global Equities, while SSO is Leveraged Equities. IGSG.AS tracks MSCI ACWI NR USD, while SSO tracks S&P 500. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.60% for IGSG.AS and 0.87% for SSO.
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