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

Performance

IGSG.AS vs. WPAD.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 iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS). The values are adjusted to include any dividend payments, if applicable.

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IGSG.AS vs. WPAD.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
-1.02%8.59%18.22%22.31%-12.70%16.67%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
-4.67%5.45%26.11%21.09%-17.55%19.50%
Different Trading Currencies

IGSG.AS is traded in EUR, while WPAD.AS is traded in USD. To make them comparable, the WPAD.AS 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 -1.02% return, which is significantly higher than WPAD.AS's -4.67% 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%

WPAD.AS

1D
2.77%
1M
-2.64%
YTD
-4.67%
6M
-1.77%
1Y
8.53%
3Y*
13.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IGSG.AS has a 0.60% expense ratio, which is higher than WPAD.AS's 0.20% expense ratio.


Return for Risk

IGSG.AS vs. WPAD.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: 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

WPAD.AS
WPAD.AS Risk / Return Rank: 4949
Overall Rank
WPAD.AS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WPAD.AS Sortino Ratio Rank: 5858
Sortino Ratio Rank
WPAD.AS Omega Ratio Rank: 5757
Omega Ratio Rank
WPAD.AS Calmar Ratio Rank: 3333
Calmar Ratio Rank
WPAD.AS Martin Ratio Rank: 4141
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. WPAD.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 iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.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.ASWPAD.ASDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.55

+0.19

Sortino ratio

Return per unit of downside risk

1.07

0.84

+0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

2.96

0.34

+2.62

Martin ratio

Return relative to average drawdown

11.64

1.31

+10.33

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

The current IGSG.AS Sharpe Ratio is 0.74, which is higher than the WPAD.AS Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IGSG.AS and WPAD.AS, 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.ASWPAD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.55

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

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

0.77

-0.66

Correlation

The correlation between IGSG.AS and WPAD.AS is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGSG.AS vs. WPAD.AS - Dividend Comparison

IGSG.AS has not paid dividends to shareholders, while WPAD.AS's dividend yield for the trailing twelve months is around 1.11%.


TTM20252024202320222021
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
1.11%1.05%1.10%1.23%1.48%0.28%

Drawdowns

IGSG.AS vs. WPAD.AS - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, which is greater than WPAD.AS's maximum drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and WPAD.AS.


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Drawdown Indicators


IGSG.ASWPAD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-29.34%

-14.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-11.33%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

Current Drawdown

Current decline from peak

-4.67%

-6.55%

+1.88%

Average Drawdown

Average peak-to-trough decline

-11.89%

-6.60%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.95%

-1.14%

Volatility

IGSG.AS vs. WPAD.AS - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) is 4.62%, while iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) has a volatility of 5.43%. This indicates that IGSG.AS experiences smaller price fluctuations and is considered to be less risky than WPAD.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.ASWPAD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.43%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

9.29%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

16.83%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

19.29%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

19.29%

-3.00%