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IGSU.L vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGSU.L vs. IWDA.L

Last updated Jun 5, 2026

IGSU.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IGSU.L tracks the MSCI ACWI NR USD while IWDA.L tracks the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IGSU.L returned 12.26%/yr vs 13.07%/yr for IWDA.L. Their correlation of 0.87 suggests significant overlap in exposure. IGSU.L charges 0.60%/yr vs 0.20%/yr for IWDA.L.

Performance

IGSU.L vs. IWDA.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) (IGSU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGSU.L achieves a 8.87% return, which is significantly lower than IWDA.L's 9.83% return. Over the past 10 years, IGSU.L has underperformed IWDA.L with an annualized return of 12.26%, while IWDA.L has yielded a comparatively higher 13.07% annualized return.

IGSU.L

1D
0.19%
1M
2.99%
YTD
8.87%
6M
11.43%
1Y
22.73%
3Y*
17.98%
5Y*
10.63%
10Y*
12.26%

IWDA.L

1D
0.10%
1M
2.44%
YTD
9.83%
6M
10.80%
1Y
25.67%
3Y*
20.77%
5Y*
11.86%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSU.L vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGSU.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		8.87%22.56%10.92%26.37%-17.16%21.45%13.60%25.67%-8.74%22.82%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.83%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-9.01%22.77%

Correlation

The correlation between IGSU.L and IWDA.L is 0.89, 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

0.89

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

0.93

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2011

0.87

The correlation between IGSU.L and IWDA.L has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

IGSU.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
IGSU.L
IWDA.L

Technology

37.1%
32.9%

Financial Services

20.2%
14.9%

Industrials

12.5%
9.7%

Healthcare

8.9%
8.6%

Basic Materials

5.3%
2.8%

Energy

3.6%
3.9%

Consumer Cyclical

3.0%
8.8%

Utilities

3.0%
2.4%

Communication Services

2.6%
9.3%

Consumer Defensive

1.7%
4.8%

Real Estate

1.6%
1.2%

Technology

IGSU.L
37.1%
IWDA.L
32.9%

Financial Services

IGSU.L
20.2%
IWDA.L
14.9%

Industrials

IGSU.L
12.5%
IWDA.L
9.7%

Healthcare

IGSU.L
8.9%
IWDA.L
8.6%

Basic Materials

IGSU.L
5.3%
IWDA.L
2.8%

Energy

IGSU.L
3.6%
IWDA.L
3.9%

Consumer Cyclical

IGSU.L
3.0%
IWDA.L
8.8%

Utilities

IGSU.L
3.0%
IWDA.L
2.4%

Communication Services

IGSU.L
2.6%
IWDA.L
9.3%

Consumer Defensive

IGSU.L
1.7%
IWDA.L
4.8%

Real Estate

IGSU.L
1.6%
IWDA.L
1.2%

Compare stocks, funds, or ETFs

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

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with IGSU.L:
IGSU.L vs. IGSG.ASIGSU.L vs. USML.LIGSU.L vs. GLRE.LIGSU.L vs. VUSA.LIGSU.L vs. GGRG.LIGSU.L vs. BOTZIGSU.L vs. VUAG.L
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

IGSU.L vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGSU.L
IGSU.L Risk / Return Rank: 5454
Overall Rank
IGSU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IGSU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IGSU.L Omega Ratio Rank: 5454
Omega Ratio Rank
IGSU.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IGSU.L Martin Ratio Rank: 5555
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

IGSU.L vs. IWDA.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) (IGSU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.

IGSU.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
1.81
2.17

-0.36

Sortino ratioReturn per unit of downside risk
2.66
3.26

-0.60

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

2.46

3.11

-0.65

Martin ratioReturn relative to average drawdown

9.44

13.16

-3.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSU.L vs. IWDA.L - Sharpe Ratio Comparison

The current IGSU.L Sharpe Ratio is 1.81, which is comparable to the IWDA.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IGSU.L and IWDA.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.

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Sharpe Ratios by Period

IGSU.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.17

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.76

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.82

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.79

-0.18

Drawdowns

IGSU.L vs. IWDA.L - Drawdown Comparison

The maximum IGSU.L drawdown since its inception was -33.33%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IGSU.L and IWDA.L.

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Drawdown Indicators

IGSU.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-34.11%

+0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.31%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-16.94%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-25.88%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.33%

-34.11%

+0.78%

Current Drawdown

Current decline from peak

-0.65%

-0.43%

-0.22%

Average Drawdown

Average peak-to-trough decline

-5.17%

-4.44%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.97%

+0.49%

Volatility

IGSU.L vs. IWDA.L - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) has a higher volatility of 4.00% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.40%. This indicates that IGSU.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGSU.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

3.40%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

9.19%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

11.93%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

15.68%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

15.91%

-0.05%

IGSU.L vs. IWDA.L - Expense Ratio Comparison

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

Dividends

IGSU.L vs. IWDA.L - Dividend Comparison

Neither IGSU.L nor IWDA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IGSU.L and IWDA.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.60% for IGSU.L.

IGSU.L tracks MSCI ACWI NR USD, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.60% for IGSU.L and 0.20% for IWDA.L.

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