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IGSG.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

IGSG.L vs. ^GSPC

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI NR USD, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IGSG.L returned 13.10%/yr vs 14.50%/yr for ^GSPC. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

IGSG.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGSG.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGSG.L achieves a 9.09% return, which is significantly lower than ^GSPC's 11.24% return. Over the past 10 years, IGSG.L has underperformed ^GSPC with an annualized return of 13.10%, while ^GSPC has yielded a comparatively higher 14.50% annualized return.

IGSG.L

1D
0.37%
1M
5.67%
YTD
9.09%
6M
10.48%
1Y
24.51%
3Y*
14.94%
5Y*
11.83%
10Y*
13.10%

^GSPC

1D
0.41%
1M
5.44%
YTD
11.24%
6M
9.84%
1Y
28.25%
3Y*
18.03%
5Y*
13.60%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		9.09%14.21%12.74%19.46%-7.27%23.00%9.72%21.71%-3.46%11.82%
^GSPC
S&P 500 Index		11.24%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between IGSG.L and ^GSPC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

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

0.51

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

0.52

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

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2011

0.54

The correlation between IGSG.L and ^GSPC has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.

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iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)

S&P 500 Index

Often compared with IGSG.L:
IGSG.L vs. CIND.LIGSG.L vs. VYMIGSG.L vs. VUSA.LIGSG.L vs. XDEQ.LIGSG.L vs. SSAC.LIGSG.L vs. MWOZ.LIGSG.L vs. XDEV.L
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

IGSG.L vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGSG.L
IGSG.L Risk / Return Rank: 6868
Overall Rank
IGSG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IGSG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
IGSG.L Omega Ratio Rank: 7474
Omega Ratio Rank
IGSG.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IGSG.L Martin Ratio Rank: 6464
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and S&P 500 Index (^GSPC). 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.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.46

-0.14

Sortino ratioReturn per unit of downside risk
3.14
3.20

-0.06

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

2.97

3.53

-0.56

Martin ratioReturn relative to average drawdown

11.52

13.19

-1.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSG.L vs. ^GSPC - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 2.32, which is comparable to the ^GSPC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IGSG.L and ^GSPC, 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.L^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.46

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.86

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.80

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.58

+0.16

Drawdowns

IGSG.L vs. ^GSPC - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, smaller than the maximum ^GSPC drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for IGSG.L and ^GSPC.

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Drawdown Indicators

IGSG.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-37.07%

+12.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-8.03%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-22.15%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-22.15%

+5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

-26.01%

+1.27%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.70%

-5.32%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.15%

-0.03%

Volatility

IGSG.L vs. ^GSPC - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) has a higher volatility of 2.92% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that IGSG.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGSG.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.60%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

8.20%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

11.52%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

15.85%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

18.15%

-4.01%

Frequently Asked Questions

IGSG.L and ^GSPC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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