IGSG.AS vs. VWRL.AS
IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) are both Global Equities funds - IGSG.AS tracks the MSCI ACWI NR USD while VWRL.AS tracks the FTSE All-World Index. Both are passively managed. Over the past 10 years, IGSG.AS returned 12.01%/yr vs 12.39%/yr for VWRL.AS. Their correlation of 0.93 suggests significant overlap in exposure. IGSG.AS charges 0.60%/yr vs 0.19%/yr for VWRL.AS.
Performance
IGSG.AS vs. VWRL.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 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%
IGSG.AS vs. VWRL.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% |
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
IGSG.AS
VWRL.AS
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.AS | VWRL.AS | Difference | |
|---|---|---|---|
| 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 |
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 | VWRL.AS | Difference | |
|---|---|---|---|
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.AS | VWRL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.36% | -0.61% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -4.38% | -7.39% |
Ulcer IndexDepth 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.AS | VWRL.AS | Difference | |
|---|---|---|---|
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%.
| 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% |
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.
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