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

IGSG.L vs. ISAC.L

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IGSG.L tracks the MSCI ACWI NR USD while ISAC.L tracks the MSCI ACWI Index. Both are passively managed. Over the past 10 years, IGSG.L returned 13.10%/yr vs 13.47%/yr for ISAC.L. Their correlation of 0.85 suggests significant overlap in exposure. IGSG.L charges 0.60%/yr vs 0.20%/yr for ISAC.L.

Performance

IGSG.L vs. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.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 ISAC.L is traded in USD. To make them comparable, the ISAC.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 ISAC.L's 11.99% return. Both investments have delivered pretty close results over the past 10 years, with IGSG.L having a 13.10% annualized return and ISAC.L not far ahead at 13.47%.

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%

ISAC.L

1D
-0.10%
1M
3.84%
YTD
11.99%
6M
11.97%
1Y
29.83%
3Y*
18.15%
5Y*
12.59%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. ISAC.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%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)		11.96%13.64%19.87%16.44%-8.43%19.97%12.26%20.98%-4.37%13.63%

Correlation

The correlation between IGSG.L and ISAC.L is 0.79, 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

0.79

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

0.85

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

0.86

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

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2011

0.85

The correlation between IGSG.L and ISAC.L has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

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

Sectors
IGSG.L
ISAC.L

Technology

35.6%
33.9%

Financial Services

19.7%
17.3%

Industrials

12.8%
9.0%

Healthcare

9.1%
7.8%

Basic Materials

5.3%
2.9%

Energy

3.8%
3.6%

Consumer Cyclical

3.4%
8.5%

Communication Services

3.3%
8.6%

Utilities

3.1%
2.2%

Real Estate

2.1%
1.2%

Consumer Defensive

1.9%
4.4%

Technology

IGSG.L
35.6%
ISAC.L
33.9%

Financial Services

IGSG.L
19.7%
ISAC.L
17.3%

Industrials

IGSG.L
12.8%
ISAC.L
9.0%

Healthcare

IGSG.L
9.1%
ISAC.L
7.8%

Basic Materials

IGSG.L
5.3%
ISAC.L
2.9%

Energy

IGSG.L
3.8%
ISAC.L
3.6%

Consumer Cyclical

IGSG.L
3.4%
ISAC.L
8.5%

Communication Services

IGSG.L
3.3%
ISAC.L
8.6%

Utilities

IGSG.L
3.1%
ISAC.L
2.2%

Real Estate

IGSG.L
2.1%
ISAC.L
1.2%

Consumer Defensive

IGSG.L
1.9%
ISAC.L
4.4%

Compare stocks, funds, or ETFs

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

iShares MSCI ACWI UCITS ETF USD (Acc)

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 ISAC.L:
ISAC.L vs. VWRA.LISAC.L vs. SSAC.LISAC.L vs. IWDA.LISAC.L vs. VTISAC.L vs. SWDA.LISAC.L vs. VOOISAC.L vs. SWRD.L

Return for Risk

IGSG.L vs. ISAC.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
ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.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.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.52

-0.20

Sortino ratioReturn per unit of downside risk
3.14
3.47

-0.33

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.05

Calmar ratioReturn relative to maximum drawdown

2.97

4.35

-1.38

Martin ratioReturn relative to average drawdown

11.52

16.70

-5.18

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. ISAC.L - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 2.32, which is comparable to the ISAC.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IGSG.L and ISAC.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.LISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.52

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.88

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.87

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.86

-0.12

Drawdowns

IGSG.L vs. ISAC.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, roughly equal to the maximum ISAC.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for IGSG.L and ISAC.L.

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Drawdown Indicators

IGSG.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-25.84%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-6.88%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-18.33%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-18.33%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

-25.84%

+1.10%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.70%

-3.56%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.80%

+0.32%

Volatility

IGSG.L vs. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.70%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than ISAC.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.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.70%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

9.23%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

11.88%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

14.28%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

15.48%

-1.34%

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

IGSG.L has a 0.60% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.

Dividends

IGSG.L vs. ISAC.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IGSG.L and ISAC.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.60% for IGSG.L.

IGSG.L tracks MSCI ACWI NR USD, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.60% for IGSG.L and 0.20% for ISAC.L.

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