IGSG.L vs. XDEQ.L
Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
IGSG.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGSG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 25, 2011. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both IGSG.L and XDEQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGSG.L or XDEQ.L.
Key characteristics
| IGSG.L | XDEQ.L | |
|---|---|---|
| YTD Return | 13.28% | 19.64% |
| 1Y Return | 18.58% | 25.06% |
| 3Y Return (Ann) | 7.57% | 8.73% |
| 5Y Return (Ann) | 11.58% | 13.00% |
| 10Y Return (Ann) | 11.26% | 12.99% |
| Sharpe Ratio | 1.96 | 2.28 |
| Sortino Ratio | 2.74 | 3.28 |
| Omega Ratio | 1.36 | 1.42 |
| Calmar Ratio | 3.33 | 3.84 |
| Martin Ratio | 13.91 | 13.74 |
| Ulcer Index | 1.32% | 1.80% |
| Daily Std Dev | 9.32% | 10.77% |
| Max Drawdown | -24.74% | -23.79% |
| Current Drawdown | -0.06% | 0.00% |
Correlation
The correlation between IGSG.L and XDEQ.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IGSG.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, IGSG.L achieves a 13.28% return, which is significantly lower than XDEQ.L's 19.64% return. Over the past 10 years, IGSG.L has underperformed XDEQ.L with an annualized return of 11.26%, while XDEQ.L has yielded a comparatively higher 12.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IGSG.L vs. XDEQ.L - Expense Ratio Comparison
IGSG.L has a 0.60% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
IGSG.L vs. XDEQ.L - Risk-Adjusted Performance 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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
IGSG.L vs. XDEQ.L - Dividend Comparison
Neither IGSG.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
IGSG.L vs. XDEQ.L - Drawdown Comparison
The maximum IGSG.L drawdown since its inception was -24.74%, roughly equal to the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for IGSG.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
IGSG.L vs. XDEQ.L - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) has a higher volatility of 2.94% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.65%. This indicates that IGSG.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.