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

IGSG.L vs. TUR

Last updated Jun 16, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and TUR (iShares MSCI Turkey ETF) are both exchange-traded funds - IGSG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while TUR is a Emerging Markets Equities fund tracking the MSCI Turkey Investable Market Index. Both are passively managed. Over the past 10 years, IGSG.L returned 13.33%/yr vs 4.02%/yr for TUR. At a 0.28 correlation, their price movements are largely independent. IGSG.L charges 0.60%/yr vs 0.59%/yr for TUR.

Performance

IGSG.L vs. TUR - 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 Turkey ETF (TUR). 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 TUR is traded in USD. To make them comparable, the TUR 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 TUR's 18.63% return. Over the past 10 years, IGSG.L has outperformed TUR with an annualized return of 13.33%, while TUR has yielded a comparatively lower 4.02% annualized 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%

TUR

1D
2.95%
1M
-2.16%
YTD
18.63%
6M
16.06%
1Y
37.22%
3Y*
11.80%
5Y*
16.47%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. TUR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		8.54%14.21%12.74%19.46%-7.27%23.00%9.72%21.71%-3.46%11.82%
TUR
iShares MSCI Turkey ETF		18.63%-8.55%14.89%-13.38%130.21%-26.72%-4.09%10.13%-37.99%25.69%

Correlation

The correlation between IGSG.L and TUR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.21

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

0.20

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.29

IGSG.L vs. TUR - Sectors Allocation Comparison

Sectors
IGSG.L
TUR

Technology

37.2%
0.8%

Financial Services

19.0%
17.1%

Industrials

12.7%
29.9%

Healthcare

8.8%
2.3%

Basic Materials

5.3%
11.9%

Energy

3.6%
6.2%

Communication Services

3.4%
3.2%

Consumer Cyclical

3.4%
6.0%

Utilities

3.0%
4.0%

Real Estate

2.0%
5.5%

Consumer Defensive

1.8%
13.3%

Technology

IGSG.L
37.2%
TUR
0.8%

Financial Services

IGSG.L
19.0%
TUR
17.1%

Industrials

IGSG.L
12.7%
TUR
29.9%

Healthcare

IGSG.L
8.8%
TUR
2.3%

Basic Materials

IGSG.L
5.3%
TUR
11.9%

Energy

IGSG.L
3.6%
TUR
6.2%

Communication Services

IGSG.L
3.4%
TUR
3.2%

Consumer Cyclical

IGSG.L
3.4%
TUR
6.0%

Utilities

IGSG.L
3.0%
TUR
4.0%

Real Estate

IGSG.L
2.0%
TUR
5.5%

Consumer Defensive

IGSG.L
1.8%
TUR
13.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

iShares MSCI Turkey 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 TUR:
TUR vs. VOOTUR vs. HEDJTUR vs. EPOLTUR vs. AMRTUR vs. SPYTUR vs. VGKTUR vs. SFM

Return for Risk

IGSG.L vs. TUR — 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: 6666
Overall Rank
IGSG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGSG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IGSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
IGSG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IGSG.L Martin Ratio Rank: 6363
Martin Ratio Rank
TUR
TUR Risk / Return Rank: 4545
Overall Rank
TUR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 4444
Sortino Ratio Rank
TUR Omega Ratio Rank: 4646
Omega Ratio Rank
TUR Calmar Ratio Rank: 4949
Calmar Ratio Rank
TUR Martin Ratio Rank: 4343
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. TUR - 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 Turkey ETF (TUR). 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.LTURDifference
Sharpe ratioReturn per unit of total volatility
2.14
1.50

+0.64

Sortino ratioReturn per unit of downside risk
2.91
2.14

+0.77

Omega ratioGain probability vs. loss probability

1.39

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

2.80

2.50

+0.30

Martin ratioReturn relative to average drawdown

10.74

7.50

+3.24

IGSG.L vs. TUR - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 2.14, which is higher than the TUR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IGSG.L and TUR, 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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Drawdowns

IGSG.L vs. TUR - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -49.54%, smaller than the maximum TUR drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for IGSG.L and TUR.

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Drawdown Indicators

IGSG.LTURDifference

Max Drawdown

Largest peak-to-trough decline

-49.54%

-68.02%

+18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-14.97%

+6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-20.05%

-35.05%

+15.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-35.05%

+15.00%

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

-59.94%

+35.20%

Current Drawdown

Current decline from peak

-0.75%

-15.58%

+14.83%

Average Drawdown

Average peak-to-trough decline

-13.20%

-34.35%

+21.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

4.98%

-2.84%

Volatility

IGSG.L vs. TUR - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 3.30%, while iShares MSCI Turkey ETF (TUR) has a volatility of 14.20%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGSG.LTURDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

14.20%

-10.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

19.45%

-10.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

25.02%

-14.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

34.11%

-15.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

34.32%

-17.10%

IGSG.L vs. TUR - Expense Ratio Comparison

IGSG.L has a 0.60% expense ratio, which is higher than TUR's 0.59% expense ratio.

Dividends

IGSG.L vs. TUR - Dividend Comparison

IGSG.L has not paid dividends to shareholders, while TUR's dividend yield for the trailing twelve months is around 3.25%.

PositionTTM20252024202320222021202020192018201720162015
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TUR
iShares MSCI Turkey ETF		3.25%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

Frequently Asked Questions

IGSG.L and TUR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TUR is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TUR is cheaper with a 0.59% expense ratio, compared with 0.60% for IGSG.L.

IGSG.L is categorized as Global Equities, while TUR is Emerging Markets Equities. IGSG.L tracks MSCI ACWI NR USD, while TUR tracks MSCI Turkey Investable Market Index. Their fees differ too: 0.60% for IGSG.L and 0.59% for TUR.

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