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IGSG.AS vs. UETW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGSG.AS vs. UETW.DE - 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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE). The values are adjusted to include any dividend payments, if applicable.

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IGSG.AS vs. UETW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
-1.02%8.59%18.22%22.31%-12.70%31.66%4.00%12.19%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
-1.29%8.06%26.50%19.68%-13.72%32.17%5.50%12.54%

Returns By Period

In the year-to-date period, IGSG.AS achieves a -1.02% return, which is significantly higher than UETW.DE's -1.29% return.


IGSG.AS

1D
2.05%
1M
-4.36%
YTD
-1.02%
6M
1.68%
1Y
11.09%
3Y*
13.23%
5Y*
9.95%
10Y*
11.32%

UETW.DE

1D
2.04%
1M
-3.20%
YTD
-1.29%
6M
2.16%
1Y
12.31%
3Y*
15.21%
5Y*
10.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGSG.AS vs. UETW.DE - Expense Ratio Comparison

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


Return for Risk

IGSG.AS vs. UETW.DE — 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: 5656
Overall Rank
IGSG.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGSG.AS Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGSG.AS Omega Ratio Rank: 3737
Omega Ratio Rank
IGSG.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
IGSG.AS Martin Ratio Rank: 8888
Martin Ratio Rank

UETW.DE
UETW.DE Risk / Return Rank: 4747
Overall Rank
UETW.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 4040
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 6060
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. UETW.DE - 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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE). 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.ASUETW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.78

-0.04

Sortino ratio

Return per unit of downside risk

1.07

1.13

-0.06

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

2.96

1.49

+1.47

Martin ratio

Return relative to average drawdown

11.64

6.37

+5.27

IGSG.AS vs. UETW.DE - Sharpe Ratio Comparison

The current IGSG.AS Sharpe Ratio is 0.74, which is comparable to the UETW.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IGSG.AS and UETW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGSG.ASUETW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.78

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.76

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.74

-0.63

Correlation

The correlation between IGSG.AS and UETW.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IGSG.AS vs. UETW.DE - Dividend Comparison

Neither IGSG.AS nor UETW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IGSG.AS vs. UETW.DE - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, which is greater than UETW.DE's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and UETW.DE.


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Drawdown Indicators


IGSG.ASUETW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-33.72%

-10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.87%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-21.30%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

Current Drawdown

Current decline from peak

-4.67%

-4.03%

-0.64%

Average Drawdown

Average peak-to-trough decline

-11.89%

-4.73%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.95%

-0.14%

Volatility

IGSG.AS vs. UETW.DE - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) has a higher volatility of 4.62% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) at 4.32%. This indicates that IGSG.AS's price experiences larger fluctuations and is considered to be riskier than UETW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSG.ASUETW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.32%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

8.29%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

15.84%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

14.05%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

16.23%

+0.06%