IGSG.L vs. AMD
IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI NR USD, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 10 years, IGSG.L returned 13.10%/yr vs 62.20%/yr for AMD. At a 0.29 correlation, their price movements are largely independent.
Performance
IGSG.L vs. AMD - Performance Comparison
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Different Trading Currencies
IGSG.L is traded in GBp, while AMD is traded in USD. To make them comparable, the AMD 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 AMD's 145.29% return. Over the past 10 years, IGSG.L has underperformed AMD with an annualized return of 13.10%, while AMD has yielded a comparatively higher 62.20% 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%
AMD
- 1D
- -3.56%
- 1M
- 48.62%
- YTD
- 145.29%
- 6M
- 140.57%
- 1Y
- 345.50%
- 3Y*
- 60.19%
- 5Y*
- 46.58%
- 10Y*
- 62.20%
IGSG.L vs. AMD - 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) | 9.09% | 14.21% | 12.74% | 19.46% | -7.27% | 23.00% | 9.72% | 21.71% | -3.46% | 11.82% |
AMD Advanced Micro Devices, Inc. | 145.29% | 64.67% | -16.63% | 116.21% | -49.64% | 58.39% | 94.10% | 138.98% | 90.22% | -17.19% |
Correlation
The correlation between IGSG.L and AMD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011 | 0.29 |
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Return for Risk
IGSG.L vs. AMD — Risk / Return Rank
IGSG.L
AMD
IGSG.L vs. AMD - 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 Advanced Micro Devices, Inc. (AMD). 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 | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.65 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 12.02 | -9.04 |
| Martin ratioReturn relative to average drawdown | 11.52 | 24.82 | -13.30 |
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 | AMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 5.44 | -3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.87 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 1.11 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.40 | +0.33 |
Drawdowns
IGSG.L vs. AMD - Drawdown Comparison
The maximum IGSG.L drawdown since its inception was -24.74%, smaller than the maximum AMD drawdown of -86.54%. Use the drawdown chart below to compare losses from any high point for IGSG.L and AMD.
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Drawdown Indicators
| IGSG.L | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -86.54% | +61.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -28.98% | +20.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -62.99% | +46.45% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -62.99% | +46.45% |
Max Drawdown (10Y)Largest decline over 10 years | -24.74% | -62.99% | +38.25% |
Current DrawdownCurrent decline from peak | 0.00% | -3.56% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -39.92% | +36.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 14.00% | -11.88% |
Volatility
IGSG.L vs. AMD - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 2.92%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 23.86%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than AMD 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 | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 23.86% | -20.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 45.85% | -37.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 64.05% | -53.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.65% | 53.86% | -41.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 56.31% | -42.17% |
Dividends
IGSG.L vs. AMD - Dividend Comparison
Neither IGSG.L nor AMD has paid dividends to shareholders.
Frequently Asked Questions
IGSG.L and AMD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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