IGSG.L vs. ^GSPC
Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and S&P 500 Index (^GSPC).
IGSG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 25, 2011.
Performance
IGSG.L vs. ^GSPC - Performance Comparison
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IGSG.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | -1.14% | 14.21% | 12.74% | 19.46% | -7.27% | 23.00% | 9.72% | 21.71% | -3.46% | 11.82% |
^GSPC S&P 500 Index | -2.36% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
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 -1.14% return, which is significantly higher than ^GSPC's -2.36% return. Over the past 10 years, IGSG.L has underperformed ^GSPC with an annualized return of 12.25%, while ^GSPC has yielded a comparatively higher 13.04% annualized return.
IGSG.L
- 1D
- 1.79%
- 1M
- -4.51%
- YTD
- -1.14%
- 6M
- 1.92%
- 1Y
- 15.88%
- 3Y*
- 13.01%
- 5Y*
- 10.49%
- 10Y*
- 12.25%
^GSPC
- 1D
- 0.49%
- 1M
- -3.37%
- YTD
- -2.36%
- 6M
- -0.37%
- 1Y
- 13.80%
- 3Y*
- 14.19%
- 5Y*
- 11.28%
- 10Y*
- 13.04%
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Return for Risk
IGSG.L vs. ^GSPC — Risk / Return Rank
IGSG.L
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.74 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.15 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.22 | +0.76 |
Martin ratioReturn relative to average drawdown | 7.60 | 4.79 | +2.82 |
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.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.74 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.71 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.72 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.55 | +0.15 |
Correlation
The correlation between IGSG.L and ^GSPC is 0.54, 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.
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 -37.67%. 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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -56.78% | +32.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -12.14% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -25.43% | +8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -24.74% | -33.92% | +9.18% |
Current DrawdownCurrent decline from peak | -5.15% | -5.78% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -10.75% | +7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.60% | -0.46% |
Volatility
IGSG.L vs. ^GSPC - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and S&P 500 Index (^GSPC) have volatilities of 4.66% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGSG.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.58% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 9.50% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 18.75% | -5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 15.90% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.15% | 18.17% | -4.02% |