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

IGSG.L vs. MWRD.L

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds tracking the MSCI ACWI NR USD, from iShares and Amundi respectively. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. IGSG.L charges 0.60%/yr vs 0.08%/yr for MWRD.L.

Performance

IGSG.L vs. MWRD.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 Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

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%

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. MWRD.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%5.78%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%23.29%-4.10%6.52%

Correlation

The correlation between IGSG.L and MWRD.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.36

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.81

The correlation between IGSG.L and MWRD.L shifts across timeframes, from 0.36 (3 years) to 0.81 (all time), reflecting how their relationship changes across market environments.

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

Sectors
IGSG.L
MWRD.L

Technology

35.6%
24.7%

Financial Services

19.7%
14.7%

Industrials

12.8%
10.6%

Healthcare

9.1%
12.4%

Basic Materials

5.3%
3.8%

Energy

3.8%
4.4%

Consumer Cyclical

3.4%
10.5%

Communication Services

3.3%
7.5%

Utilities

3.1%
2.4%

Real Estate

2.1%
2.4%

Consumer Defensive

1.9%
6.7%

Technology

IGSG.L
35.6%
MWRD.L
24.7%

Financial Services

IGSG.L
19.7%
MWRD.L
14.7%

Industrials

IGSG.L
12.8%
MWRD.L
10.6%

Healthcare

IGSG.L
9.1%
MWRD.L
12.4%

Basic Materials

IGSG.L
5.3%
MWRD.L
3.8%

Energy

IGSG.L
3.8%
MWRD.L
4.4%

Consumer Cyclical

IGSG.L
3.4%
MWRD.L
10.5%

Communication Services

IGSG.L
3.3%
MWRD.L
7.5%

Utilities

IGSG.L
3.1%
MWRD.L
2.4%

Real Estate

IGSG.L
2.1%
MWRD.L
2.4%

Consumer Defensive

IGSG.L
1.9%
MWRD.L
6.7%

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

Amundi Index MSCI World

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 MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

IGSG.L vs. MWRD.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
MWRD.L
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. MWRD.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 Amundi Index MSCI World (MWRD.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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.32

—

—

Sortino ratioReturn per unit of downside risk
3.14

—

—

Omega ratioGain probability vs. loss probability

1.43

—

—

Calmar ratioReturn relative to maximum drawdown

2.97

—

—

Martin ratioReturn relative to average drawdown

11.52

—

—

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. MWRD.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IGSG.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

—

—

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

—

—

Drawdowns

IGSG.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

IGSG.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

—

—

Current Drawdown

Current decline from peak

0.00%

—

—

Average Drawdown

Average peak-to-trough decline

-3.70%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

—

—

Volatility

IGSG.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

IGSG.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

—

—

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

IGSG.L has a 0.60% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.

Dividends

IGSG.L vs. MWRD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IGSG.L and MWRD.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.60% for IGSG.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IGSG.L and 0.08% for MWRD.L.

Portfolio Optimizer

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