IGSG.L vs. SUWG.L

Last updated Jun 16, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and SUWG.L (iShares MSCI World SRI UCITS ETF USD (Dist)) 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 11.42%/yr vs 10.67%/yr for SUWG.L. Their correlation of 0.90 suggests significant overlap in exposure. IGSG.L charges 0.60%/yr vs 0.20%/yr for SUWG.L.

Performance

IGSG.L vs. SUWG.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 World SRI UCITS ETF USD (Dist) (SUWG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IGSG.L is traded in GBp, while SUWG.L is traded in GBP. To make them comparable, the SUWG.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 8.54% return, which is significantly lower than SUWG.L's 11.81% return.

IGSG.L

• 1D: 1.08%
• 1M: 2.53%
• YTD: 8.54%
• 6M: 9.10%
• 1Y: 23.09%
• 3Y*: 14.68%
• 5Y*: 11.42%
• 10Y*: 13.33%

SUWG.L

• 1D: 1.15%
• 1M: 3.78%
• YTD: 11.81%
• 6M: 11.81%
• 1Y: 24.04%
• 3Y*: 13.36%
• 5Y*: 10.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)	8.54%	14.21%	12.74%	19.46%	-7.27%	21.81%
SUWG.L iShares MSCI World SRI UCITS ETF USD (Dist)	11.81%	7.29%	12.84%	18.47%	-11.83%	28.01%

Correlation

The correlation between IGSG.L and SUWG.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Feb 23, 2021	0.90

The correlation between IGSG.L and SUWG.L has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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

Sectors	IGSG.L	SUWG.L
Technology	37.2%	33.5%
Financial Services	19.0%	15.5%
Industrials	12.7%	11.3%
Healthcare	8.8%	8.7%
Basic Materials	5.3%	3.2%
Energy	3.6%	-
Communication Services	3.4%	8.8%
Consumer Cyclical	3.4%	9.9%
Utilities	3.0%	1.6%
Real Estate	2.0%	2.1%
Consumer Defensive	1.8%	5.4%

Return for Risk

IGSG.L vs. SUWG.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: 66
IGSG.L Sharpe Ratio Rank: 70
IGSG.L Sortino Ratio Rank: 68
IGSG.L Omega Ratio Rank: 70
IGSG.L Calmar Ratio Rank: 59
IGSG.L Martin Ratio Rank: 63

SUWG.L

SUWG.L Risk / Return Rank: 66
SUWG.L Sharpe Ratio Rank: 66
SUWG.L Sortino Ratio Rank: 68
SUWG.L Omega Ratio Rank: 68
SUWG.L Calmar Ratio Rank: 64
SUWG.L Martin Ratio Rank: 66

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. SUWG.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 World SRI UCITS ETF USD (Dist) (SUWG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IGSG.L	SUWG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.05	+0.09
Sortino ratio: Return per unit of downside risk	2.91	2.90	+0.01
Omega ratio: Gain probability vs. loss probability	1.39	1.38	+0.01
Calmar ratio: Return relative to maximum drawdown	2.80	3.00	-0.20
Martin ratio: Return relative to average drawdown	10.74	11.34	-0.60

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

The current IGSG.L Sharpe Ratio is 2.14, which is comparable to the SUWG.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IGSG.L and SUWG.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.

Drawdowns

IGSG.L vs. SUWG.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -49.54%, which is greater than SUWG.L's maximum drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for IGSG.L and SUWG.L.

Drawdown Indicators

	IGSG.L	SUWG.L	Difference
Max Drawdown Largest peak-to-trough decline	-49.54%	-18.99%	-30.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.21%	-7.98%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-20.05%	-18.99%	-1.06%
Max Drawdown (5Y) Largest decline over 5 years	-20.05%	-18.99%	-1.06%
Max Drawdown (10Y) Largest decline over 10 years	-24.74%	—	—
Current Drawdown Current decline from peak	-0.75%	0.00%	-0.75%
Average Drawdown Average peak-to-trough decline	-13.20%	-4.28%	-8.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	2.11%	+0.03%

Volatility

IGSG.L vs. SUWG.L - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 3.30%, while iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) has a volatility of 3.54%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than SUWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGSG.L	SUWG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	3.54%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	9.05%	-0.37%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	11.71%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.88%	13.77%	+5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	13.72%	+3.50%

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

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

Dividends

IGSG.L vs. SUWG.L - Dividend Comparison

IGSG.L has not paid dividends to shareholders, while SUWG.L's dividend yield for the trailing twelve months is around 0.66%.

Position	TTM	2025	2024	2023	2022	2021
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SUWG.L iShares MSCI World SRI UCITS ETF USD (Dist)	0.66%	1.21%	1.38%	1.54%	1.69%	1.17%

Frequently Asked Questions

Can I hold both IGSG.L and SUWG.L in my portfolio?

IGSG.L and SUWG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IGSG.L or SUWG.L?

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

Which ETF is cheaper, IGSG.L or SUWG.L?

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

What is the main difference between IGSG.L and SUWG.L?

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.60% for IGSG.L and 0.20% for SUWG.L.