IGSU.L vs. USML.L
Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and Invesco S&P SmallCap 600 UCITS ETF A (USML.L).
IGSU.L and USML.L 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. USML.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Jan 29, 2019. Both IGSU.L and USML.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: IGSU.L or USML.L.
Key characteristics
| IGSU.L | USML.L | |
|---|---|---|
| YTD Return | 13.33% | 15.39% |
| 1Y Return | 23.35% | 38.35% |
| 3Y Return (Ann) | 5.76% | 3.13% |
| 5Y Return (Ann) | 11.35% | 12.60% |
| Sharpe Ratio | 1.92 | 1.57 |
| Sortino Ratio | 2.73 | 2.39 |
| Omega Ratio | 1.34 | 1.29 |
| Calmar Ratio | 3.00 | 1.67 |
| Martin Ratio | 12.09 | 8.70 |
| Ulcer Index | 1.73% | 3.63% |
| Daily Std Dev | 11.04% | 20.69% |
| Max Drawdown | -33.33% | -42.65% |
| Current Drawdown | -2.03% | -0.86% |
Correlation
The correlation between IGSU.L and USML.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IGSU.L vs. USML.L - Performance Comparison
In the year-to-date period, IGSU.L achieves a 13.33% return, which is significantly lower than USML.L's 15.39% 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. USML.L - Expense Ratio Comparison
IGSU.L has a 0.60% expense ratio, which is higher than USML.L's 0.14% expense ratio.
Risk-Adjusted Performance
IGSU.L vs. USML.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) (IGSU.L) and Invesco S&P SmallCap 600 UCITS ETF A (USML.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
IGSU.L vs. USML.L - Dividend Comparison
Neither IGSU.L nor USML.L has paid dividends to shareholders.
Drawdowns
IGSU.L vs. USML.L - Drawdown Comparison
The maximum IGSU.L drawdown since its inception was -33.33%, smaller than the maximum USML.L drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IGSU.L and USML.L. For additional features, visit the drawdowns tool.
Volatility
IGSU.L vs. USML.L - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) is 3.21%, while Invesco S&P SmallCap 600 UCITS ETF A (USML.L) has a volatility of 6.92%. This indicates that IGSU.L experiences smaller price fluctuations and is considered to be less risky than USML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.