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

IGSG.L vs. MVEW.L

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and MVEW.L (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds from iShares tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, IGSG.L returned 11.83%/yr vs 6.63%/yr for MVEW.L. A 0.70 correlation means they provide meaningful diversification when combined. IGSG.L charges 0.60%/yr vs 0.30%/yr for MVEW.L.

Performance

IGSG.L vs. MVEW.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 Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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 MVEW.L is traded in GBP. To make them comparable, the MVEW.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 higher than MVEW.L's 0.37% 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%

MVEW.L

1D
0.20%
1M
1.97%
YTD
0.37%
6M
0.14%
1Y
3.27%
3Y*
6.64%
5Y*
6.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. MVEW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		9.09%14.21%12.74%19.46%-7.27%23.00%5.78%
MVEW.L
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)		0.37%3.73%12.44%4.00%-0.60%18.17%-1.61%

Correlation

The correlation between IGSG.L and MVEW.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.60

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.70

Over the past year, the correlation between IGSG.L and MVEW.L has dropped to 0.46 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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

Sectors
IGSG.L
MVEW.L

Technology

35.6%
22.6%

Financial Services

19.7%
15.2%

Industrials

12.8%
8.2%

Healthcare

9.1%
14.9%

Basic Materials

5.3%
1.5%

Energy

3.8%
3.3%

Consumer Cyclical

3.4%
5.4%

Communication Services

3.3%
10.5%

Utilities

3.1%
6.7%

Real Estate

2.1%
1.4%

Consumer Defensive

1.9%
10.2%

Technology

IGSG.L
35.6%
MVEW.L
22.6%

Financial Services

IGSG.L
19.7%
MVEW.L
15.2%

Industrials

IGSG.L
12.8%
MVEW.L
8.2%

Healthcare

IGSG.L
9.1%
MVEW.L
14.9%

Basic Materials

IGSG.L
5.3%
MVEW.L
1.5%

Energy

IGSG.L
3.8%
MVEW.L
3.3%

Consumer Cyclical

IGSG.L
3.4%
MVEW.L
5.4%

Communication Services

IGSG.L
3.3%
MVEW.L
10.5%

Utilities

IGSG.L
3.1%
MVEW.L
6.7%

Real Estate

IGSG.L
2.1%
MVEW.L
1.4%

Consumer Defensive

IGSG.L
1.9%
MVEW.L
10.2%

Compare stocks, funds, or ETFs

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

iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (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 MVEW.L:
MVEW.L vs. MINV.LMVEW.L vs. JEPIMVEW.L vs. FLXD.LMVEW.L vs. MVOL.LMVEW.L vs. TDGB.LMVEW.L vs. XDEQ.LMVEW.L vs. SPY

Return for Risk

IGSG.L vs. MVEW.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
MVEW.L
MVEW.L Risk / Return Rank: 1515
Overall Rank
MVEW.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEW.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEW.L Omega Ratio Rank: 1414
Omega Ratio Rank
MVEW.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
MVEW.L Martin Ratio Rank: 1616
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. MVEW.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 Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.LMVEW.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
0.41

+1.91

Sortino ratioReturn per unit of downside risk
3.14
0.64

+2.50

Omega ratioGain probability vs. loss probability

1.43

1.07

+0.36

Calmar ratioReturn relative to maximum drawdown

2.97

0.56

+2.42

Martin ratioReturn relative to average drawdown

11.52

1.47

+10.05

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. MVEW.L - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 2.32, which is higher than the MVEW.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IGSG.L and MVEW.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.LMVEW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

0.41

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.68

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.60

+0.14

Drawdowns

IGSG.L vs. MVEW.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, which is greater than MVEW.L's maximum drawdown of -10.07%. Use the drawdown chart below to compare losses from any high point for IGSG.L and MVEW.L.

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Drawdown Indicators

IGSG.LMVEW.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-10.07%

-14.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-5.85%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-9.04%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-10.07%

-6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

—

—

Current Drawdown

Current decline from peak

0.00%

-3.02%

+3.02%

Average Drawdown

Average peak-to-trough decline

-3.70%

-2.57%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.22%

-0.10%

Volatility

IGSG.L vs. MVEW.L - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) has a higher volatility of 2.92% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L) at 2.63%. This indicates that IGSG.L's price experiences larger fluctuations and is considered to be riskier than MVEW.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.LMVEW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.63%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

5.97%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

8.00%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

9.78%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

10.08%

+4.06%

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

IGSG.L has a 0.60% expense ratio, which is higher than MVEW.L's 0.30% expense ratio.

Dividends

IGSG.L vs. MVEW.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IGSG.L and MVEW.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEW.L is cheaper with a 0.30% expense ratio, compared with 0.60% for IGSG.L.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.60% for IGSG.L and 0.30% for MVEW.L.

Portfolio Optimizer

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