IGSU.L vs. IGSG.AS
Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS).
IGSU.L and IGSG.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGSU.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. IGSG.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 25, 2011. Both IGSU.L and IGSG.AS 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: IGSU.L or IGSG.AS.
Key characteristics
| IGSU.L | IGSG.AS | |
|---|---|---|
| YTD Return | 14.79% | 18.06% |
| 1Y Return | 26.01% | 25.09% |
| 3Y Return (Ann) | 6.10% | 8.49% |
| 5Y Return (Ann) | 11.62% | 11.87% |
| 10Y Return (Ann) | 9.06% | 10.46% |
| Sharpe Ratio | 2.30 | 2.36 |
| Sortino Ratio | 3.27 | 3.16 |
| Omega Ratio | 1.41 | 1.46 |
| Calmar Ratio | 3.64 | 3.23 |
| Martin Ratio | 14.73 | 15.52 |
| Ulcer Index | 1.72% | 1.54% |
| Daily Std Dev | 11.00% | 10.05% |
| Max Drawdown | -33.33% | -32.91% |
| Current Drawdown | -0.77% | 0.00% |
Correlation
The correlation between IGSU.L and IGSG.AS is 0.80, 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
IGSU.L vs. IGSG.AS - Performance Comparison
In the year-to-date period, IGSU.L achieves a 14.79% return, which is significantly lower than IGSG.AS's 18.06% return. Over the past 10 years, IGSU.L has underperformed IGSG.AS with an annualized return of 9.06%, while IGSG.AS has yielded a comparatively higher 10.46% 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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IGSU.L vs. IGSG.AS - Expense Ratio Comparison
Both IGSU.L and IGSG.AS have an expense ratio of 0.60%.
Risk-Adjusted Performance
IGSU.L vs. IGSG.AS - 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) (IGSU.L) and iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS). 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
IGSU.L vs. IGSG.AS - Dividend Comparison
Neither IGSU.L nor IGSG.AS has paid dividends to shareholders.
Drawdowns
IGSU.L vs. IGSG.AS - Drawdown Comparison
The maximum IGSU.L drawdown since its inception was -33.33%, roughly equal to the maximum IGSG.AS drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for IGSU.L and IGSG.AS. For additional features, visit the drawdowns tool.
Volatility
IGSU.L vs. IGSG.AS - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) have volatilities of 3.13% and 3.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.