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IGSG.L vs. IJPH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGSG.L vs. IJPH.L

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and IJPH.L (iShares MSCI Japan GBP Hedged UCITS ETF) are both exchange-traded funds - IGSG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IJPH.L is a Japan Equities fund tracking the MSCI Japan 100% Hedged to GBP Index. Both are passively managed. Over the past 10 years, IGSG.L returned 13.10%/yr vs 14.77%/yr for IJPH.L. A 0.61 correlation means they provide meaningful diversification when combined. IGSG.L charges 0.60%/yr vs 0.64%/yr for IJPH.L.

Performance

IGSG.L vs. IJPH.L - 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 iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L). 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 IJPH.L is traded in GBP. To make them comparable, the IJPH.L 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 IJPH.L's 19.91% return. Over the past 10 years, IGSG.L has underperformed IJPH.L with an annualized return of 13.10%, while IJPH.L has yielded a comparatively higher 14.77% annualized return.

IGSG.L

1D
0.37%
1M
4.29%
YTD
9.09%
6M
9.86%
1Y
24.21%
3Y*
14.94%
5Y*
11.83%
10Y*
13.10%

IJPH.L

1D
-0.37%
1M
5.15%
YTD
19.91%
6M
21.81%
1Y
53.07%
3Y*
28.46%
5Y*
20.45%
10Y*
14.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. IJPH.L - 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%
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF		19.91%29.38%23.82%34.19%-4.30%11.94%9.27%15.95%-15.90%19.46%

Correlation

The correlation between IGSG.L and IJPH.L is 0.58, 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

0.58

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

0.56

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

0.60

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

0.62

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2012

0.61

The correlation between IGSG.L and IJPH.L has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

IGSG.L vs. IJPH.L - Sectors Allocation Comparison

Sectors
IGSG.L
IJPH.L

Technology

35.6%
19.1%

Financial Services

19.7%
17.5%

Industrials

12.8%
26.0%

Healthcare

9.1%
6.3%

Basic Materials

5.3%
3.0%

Energy

3.8%
1.1%

Consumer Cyclical

3.4%
12.2%

Communication Services

3.3%
7.9%

Utilities

3.1%
1.1%

Real Estate

2.1%
2.3%

Consumer Defensive

1.9%
3.6%

Technology

IGSG.L
35.6%
IJPH.L
19.1%

Financial Services

IGSG.L
19.7%
IJPH.L
17.5%

Industrials

IGSG.L
12.8%
IJPH.L
26.0%

Healthcare

IGSG.L
9.1%
IJPH.L
6.3%

Basic Materials

IGSG.L
5.3%
IJPH.L
3.0%

Energy

IGSG.L
3.8%
IJPH.L
1.1%

Consumer Cyclical

IGSG.L
3.4%
IJPH.L
12.2%

Communication Services

IGSG.L
3.3%
IJPH.L
7.9%

Utilities

IGSG.L
3.1%
IJPH.L
1.1%

Real Estate

IGSG.L
2.1%
IJPH.L
2.3%

Consumer Defensive

IGSG.L
1.9%
IJPH.L
3.6%

Compare stocks, funds, or ETFs

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

iShares MSCI Japan GBP Hedged UCITS ETF

Often compared with IGSG.L:
IGSG.L vs. CIND.LIGSG.L vs. VYMIGSG.L vs. VUSA.LIGSG.L vs. XDEQ.LIGSG.L vs. ^GSPCIGSG.L vs. SSAC.LIGSG.L vs. MWOZ.L
Often compared with IJPH.L:
IJPH.L vs. SUJA.LIJPH.L vs. XSTC.LIJPH.L vs. XDJP.DEIJPH.L vs. EWJIJPH.L vs. XM1D.DEIJPH.L vs. ^N225IJPH.L vs. BRK-B

Return for Risk

IGSG.L vs. IJPH.L — 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
IJPH.L
IJPH.L Risk / Return Rank: 8585
Overall Rank
IJPH.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IJPH.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
IJPH.L Omega Ratio Rank: 8282
Omega Ratio Rank
IJPH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IJPH.L Martin Ratio Rank: 8888
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. IJPH.L - 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 iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.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.LIJPH.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.62

-0.30

Sortino ratioReturn per unit of downside risk
3.14
3.72

-0.58

Omega ratioGain probability vs. loss probability

1.43

1.49

-0.06

Calmar ratioReturn relative to maximum drawdown

2.97

5.41

-2.44

Martin ratioReturn relative to average drawdown

11.52

19.27

-7.75

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. IJPH.L - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 2.32, which is comparable to the IJPH.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of IGSG.L and IJPH.L, 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.LIJPH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.62

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.07

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.77

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.73

0.00

Drawdowns

IGSG.L vs. IJPH.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, smaller than the maximum IJPH.L drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for IGSG.L and IJPH.L.

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Drawdown Indicators

IGSG.LIJPH.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-34.55%

+9.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-9.64%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-21.95%

+5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-21.95%

+5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

-34.55%

+9.81%

Current Drawdown

Current decline from peak

0.00%

-0.37%

+0.37%

Average Drawdown

Average peak-to-trough decline

-3.70%

-7.42%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.71%

-0.59%

Volatility

IGSG.L vs. IJPH.L - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 2.92%, while iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a volatility of 3.51%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than IJPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGSG.LIJPH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.51%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

15.39%

-6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

19.98%

-9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

19.01%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

19.24%

-5.10%

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

IGSG.L has a 0.60% expense ratio, which is lower than IJPH.L's 0.64% expense ratio.

Dividends

IGSG.L vs. IJPH.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IGSG.L and IJPH.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGSG.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGSG.L is cheaper with a 0.60% expense ratio, compared with 0.64% for IJPH.L.

IGSG.L is categorized as Global Equities, while IJPH.L is Japan Equities. IGSG.L tracks MSCI ACWI NR USD, while IJPH.L tracks MSCI Japan 100% Hedged to GBP Index. Their fees differ too: 0.60% for IGSG.L and 0.64% for IJPH.L.

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