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

Performance

IGSG.AS vs. VWRL.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 Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.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 lower than VWRL.AS's 12.89% return. Both investments have delivered pretty close results over the past 10 years, with IGSG.AS having a 12.01% annualized return and VWRL.AS not far ahead at 12.39%.


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%

VWRL.AS

1D
-0.19%
1M
5.02%
YTD
12.89%
6M
13.40%
1Y
26.44%
3Y*
17.84%
5Y*
12.29%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.AS vs. VWRL.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%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
12.89%8.40%25.57%18.07%-13.65%28.52%6.31%27.76%-4.68%8.95%

Correlation

The correlation between IGSG.AS and VWRL.AS is 0.91, 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

0.91

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

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.93

The correlation between IGSG.AS and VWRL.AS has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

IGSG.AS vs. VWRL.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

VWRL.AS
VWRL.AS Risk / Return Rank: 7777
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7575
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
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. VWRL.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 Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.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.ASVWRL.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

2.94

4.00

-1.06

Martin ratioReturn relative to average drawdown

11.26

16.48

-5.22

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

The current IGSG.AS Sharpe Ratio is 1.89, which is comparable to the VWRL.AS Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of IGSG.AS and VWRL.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.ASVWRL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.34

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.88

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.82

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.77

-0.65

Drawdowns

IGSG.AS vs. VWRL.AS - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, which is greater than VWRL.AS's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and VWRL.AS.


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Drawdown Indicators


IGSG.ASVWRL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-33.27%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-6.53%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-21.00%

+1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-21.00%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-33.27%

+0.36%

Current Drawdown

Current decline from peak

-0.36%

-0.61%

+0.25%

Average Drawdown

Average peak-to-trough decline

-11.77%

-4.38%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.59%

+0.28%

Volatility

IGSG.AS vs. VWRL.AS - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) has a higher volatility of 3.31% compared to Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) at 3.07%. This indicates that IGSG.AS's price experiences larger fluctuations and is considered to be riskier than VWRL.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.ASVWRL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.07%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

8.03%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

11.16%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

13.70%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

14.82%

+1.44%

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

IGSG.AS has a 0.60% expense ratio, which is higher than VWRL.AS's 0.19% expense ratio.


Dividends

IGSG.AS vs. VWRL.AS - Dividend Comparison

IGSG.AS has not paid dividends to shareholders, while VWRL.AS's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM20252024202320222021202020192018201720162015
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%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
1.24%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%

Frequently Asked Questions


With a correlation of 0.91, IGSG.AS and VWRL.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.60% for IGSG.AS.

IGSG.AS tracks MSCI ACWI NR USD, while VWRL.AS tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for IGSG.AS and 0.19% for VWRL.AS.

Portfolio Optimizer

Find the right allocation for IGSG.AS and VWRL.AS

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