IGSU.L vs. VUAG.L
Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
IGSU.L and VUAG.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. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019. Both IGSU.L and VUAG.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 VUAG.L.
Key characteristics
| IGSU.L | VUAG.L | |
|---|---|---|
| YTD Return | 13.33% | 26.25% |
| 1Y Return | 23.35% | 32.03% |
| 3Y Return (Ann) | 5.76% | 11.86% |
| 5Y Return (Ann) | 11.35% | 15.86% |
| Sharpe Ratio | 1.92 | 0.95 |
| Sortino Ratio | 2.73 | 1.58 |
| Omega Ratio | 1.34 | 1.46 |
| Calmar Ratio | 3.00 | 1.56 |
| Martin Ratio | 12.09 | 3.15 |
| Ulcer Index | 1.73% | 10.05% |
| Daily Std Dev | 11.04% | 33.10% |
| Max Drawdown | -33.33% | -25.61% |
| Current Drawdown | -2.03% | 0.00% |
Correlation
The correlation between IGSU.L and VUAG.L is 0.87, 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. VUAG.L - Performance Comparison
In the year-to-date period, IGSU.L achieves a 13.33% return, which is significantly lower than VUAG.L's 26.25% 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. VUAG.L - Expense Ratio Comparison
IGSU.L has a 0.60% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.
Risk-Adjusted Performance
IGSU.L vs. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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. VUAG.L - Dividend Comparison
Neither IGSU.L nor VUAG.L has paid dividends to shareholders.
Drawdowns
IGSU.L vs. VUAG.L - Drawdown Comparison
The maximum IGSU.L drawdown since its inception was -33.33%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for IGSU.L and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
IGSU.L vs. VUAG.L - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) have volatilities of 3.21% and 3.33%, 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.