IGSG.AS vs. VWRP.L
IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both Global Equities funds - IGSG.AS tracks the MSCI ACWI NR USD while VWRP.L tracks the FTSE All-World Index. Both are passively managed. Over the past 5 years, IGSG.AS returned 11.67%/yr vs 12.32%/yr for VWRP.L. Their correlation of 0.90 suggests significant overlap in exposure. IGSG.AS charges 0.60%/yr vs 0.22%/yr for VWRP.L.
Performance
IGSG.AS vs. VWRP.L - Performance Comparison
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Different Trading Currencies
IGSG.AS is traded in EUR, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L 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 VWRP.L's 12.92% 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%
VWRP.L
- 1D
- -0.12%
- 1M
- 5.12%
- YTD
- 12.92%
- 6M
- 13.53%
- 1Y
- 26.51%
- 3Y*
- 17.81%
- 5Y*
- 12.32%
- 10Y*
- —
IGSG.AS vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | 10.10% | 8.59% | 18.22% | 22.31% | -12.70% | 31.66% | 4.00% | 7.16% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 12.92% | 8.00% | 25.37% | 18.09% | -13.13% | 27.81% | 6.17% | 7.65% |
Correlation
The correlation between IGSG.AS and VWRP.L is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.90 |
The correlation between IGSG.AS and VWRP.L has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
IGSG.AS vs. VWRP.L — Risk / Return Rank
IGSG.AS
VWRP.L
IGSG.AS vs. VWRP.L - 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) Accumulating (VWRP.L). 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 | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.95 | -1.01 |
| Martin ratioReturn relative to average drawdown | 11.26 | 16.55 | -5.29 |
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 | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.38 | -0.49 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.80 | -0.68 |
Drawdowns
IGSG.AS vs. VWRP.L - Drawdown Comparison
The maximum IGSG.AS drawdown since its inception was -44.01%, which is greater than VWRP.L's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and VWRP.L.
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Drawdown Indicators
| IGSG.AS | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.01% | -32.57% | -11.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.69% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -19.97% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.27% | -19.97% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.64% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -4.61% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.60% | +0.27% |
Volatility
IGSG.AS vs. VWRP.L - 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) Accumulating (VWRP.L) at 2.79%. This indicates that IGSG.AS's price experiences larger fluctuations and is considered to be riskier than VWRP.L 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 | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.79% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.98% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 11.08% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 13.66% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 15.97% | +0.29% |
IGSG.AS vs. VWRP.L - Expense Ratio Comparison
IGSG.AS has a 0.60% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Dividends
IGSG.AS vs. VWRP.L - Dividend Comparison
Neither IGSG.AS nor VWRP.L has paid dividends to shareholders.
Frequently Asked Questions
IGSG.AS and VWRP.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.60% for IGSG.AS.
IGSG.AS tracks MSCI ACWI NR USD, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for IGSG.AS and 0.22% for VWRP.L.
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