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IGSG.L vs. CIND.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IGSG.LCIND.L
YTD Return13.28%18.14%
1Y Return18.58%30.15%
3Y Return (Ann)7.57%8.45%
5Y Return (Ann)11.58%11.30%
10Y Return (Ann)11.26%11.35%
Sharpe Ratio1.962.61
Sortino Ratio2.743.69
Omega Ratio1.361.48
Calmar Ratio3.335.11
Martin Ratio13.9114.14
Ulcer Index1.32%1.98%
Daily Std Dev9.32%10.83%
Max Drawdown-24.74%-36.68%
Current Drawdown-0.06%-0.52%

Correlation

-0.50.00.51.00.8

The correlation between IGSG.L and CIND.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

IGSG.L vs. CIND.L - Performance Comparison

In the year-to-date period, IGSG.L achieves a 13.28% return, which is significantly lower than CIND.L's 18.14% return. Both investments have delivered pretty close results over the past 10 years, with IGSG.L having a 11.26% annualized return and CIND.L not far ahead at 11.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.29%
11.45%
IGSG.L
CIND.L

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IGSG.L vs. CIND.L - Expense Ratio Comparison

IGSG.L has a 0.60% expense ratio, which is higher than CIND.L's 0.33% expense ratio.


IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)
Expense ratio chart for IGSG.L: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for CIND.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

IGSG.L vs. CIND.L - Risk-Adjusted Performance 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 iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.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.L
Sharpe ratio
The chart of Sharpe ratio for IGSG.L, currently valued at 1.97, compared to the broader market-2.000.002.004.006.001.97
Sortino ratio
The chart of Sortino ratio for IGSG.L, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.0012.002.80
Omega ratio
The chart of Omega ratio for IGSG.L, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for IGSG.L, currently valued at 2.95, compared to the broader market0.005.0010.0015.002.95
Martin ratio
The chart of Martin ratio for IGSG.L, currently valued at 12.08, compared to the broader market0.0020.0040.0060.0080.00100.0012.08
CIND.L
Sharpe ratio
The chart of Sharpe ratio for CIND.L, currently valued at 2.61, compared to the broader market-2.000.002.004.006.002.61
Sortino ratio
The chart of Sortino ratio for CIND.L, currently valued at 3.69, compared to the broader market-2.000.002.004.006.008.0010.0012.003.69
Omega ratio
The chart of Omega ratio for CIND.L, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for CIND.L, currently valued at 5.11, compared to the broader market0.005.0010.0015.005.11
Martin ratio
The chart of Martin ratio for CIND.L, currently valued at 14.14, compared to the broader market0.0020.0040.0060.0080.00100.0014.14

IGSG.L vs. CIND.L - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 1.96, which is comparable to the CIND.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of IGSG.L and CIND.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.97
2.61
IGSG.L
CIND.L

Dividends

IGSG.L vs. CIND.L - Dividend Comparison

Neither IGSG.L nor CIND.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IGSG.L vs. CIND.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, smaller than the maximum CIND.L drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for IGSG.L and CIND.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.94%
-0.52%
IGSG.L
CIND.L

Volatility

IGSG.L vs. CIND.L - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 2.94%, while iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) has a volatility of 4.26%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than CIND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.94%
4.26%
IGSG.L
CIND.L