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

IGSU.L vs. XDEV.L

Last updated Jun 5, 2026

IGSU.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IGSU.L tracks the MSCI ACWI NR USD while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IGSU.L returned 12.26%/yr vs 12.62%/yr for XDEV.L. Their correlation of 0.82 suggests significant overlap in exposure. IGSU.L charges 0.60%/yr vs 0.25%/yr for XDEV.L.

Performance

IGSU.L vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGSU.L is traded in USD, while XDEV.L is traded in GBp. To make them comparable, the XDEV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGSU.L achieves a 8.87% return, which is significantly lower than XDEV.L's 34.17% return. Both investments have delivered pretty close results over the past 10 years, with IGSU.L having a 12.26% annualized return and XDEV.L not far ahead at 12.62%.

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%

XDEV.L

1D
-0.85%
1M
9.86%
YTD
34.17%
6M
37.86%
1Y
66.12%
3Y*
30.19%
5Y*
16.29%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSU.L vs. XDEV.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%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		34.17%40.36%5.01%19.23%-9.79%20.57%-4.03%19.16%-14.37%22.56%

Correlation

The correlation between IGSU.L and XDEV.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

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

0.75

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

0.79

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

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.82

The correlation between IGSU.L and XDEV.L shifts across timeframes, from 0.70 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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

Sectors
IGSU.L
XDEV.L

Technology

37.1%
33.9%

Financial Services

20.2%
14.8%

Industrials

12.5%
11.4%

Healthcare

8.9%
8.8%

Basic Materials

5.3%
3.0%

Energy

3.6%
3.8%

Consumer Cyclical

3.0%
7.9%

Utilities

3.0%
2.6%

Communication Services

2.6%
7.5%

Consumer Defensive

1.7%
4.5%

Real Estate

1.6%
1.8%

Technology

IGSU.L
37.1%
XDEV.L
33.9%

Financial Services

IGSU.L
20.2%
XDEV.L
14.8%

Industrials

IGSU.L
12.5%
XDEV.L
11.4%

Healthcare

IGSU.L
8.9%
XDEV.L
8.8%

Basic Materials

IGSU.L
5.3%
XDEV.L
3.0%

Energy

IGSU.L
3.6%
XDEV.L
3.8%

Consumer Cyclical

IGSU.L
3.0%
XDEV.L
7.9%

Utilities

IGSU.L
3.0%
XDEV.L
2.6%

Communication Services

IGSU.L
2.6%
XDEV.L
7.5%

Consumer Defensive

IGSU.L
1.7%
XDEV.L
4.5%

Real Estate

IGSU.L
1.6%
XDEV.L
1.8%

Compare stocks, funds, or ETFs

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

Xtrackers MSCI World Value Factor UCITS ETF 1C

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 XDEV.L:
XDEV.L vs. XDEM.LXDEV.L vs. VWCE.DEXDEV.L vs. XDEQ.LXDEV.L vs. JPGL.LXDEV.L vs. IWVG.LXDEV.L vs. NASL.LXDEV.L vs. FRXT.L

Return for Risk

IGSU.L vs. XDEV.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
XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9797
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility
1.81
4.46

-2.65

Sortino ratioReturn per unit of downside risk
2.66
6.08

-3.43

Omega ratioGain probability vs. loss probability

1.33

1.81

-0.48

Calmar ratioReturn relative to maximum drawdown

2.46

7.54

-5.08

Martin ratioReturn relative to average drawdown

9.44

29.47

-20.03

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. XDEV.L - Sharpe Ratio Comparison

The current IGSU.L Sharpe Ratio is 1.81, which is lower than the XDEV.L Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of IGSU.L and XDEV.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.LXDEV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

4.46

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.04

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.75

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.68

-0.07

Drawdowns

IGSU.L vs. XDEV.L - Drawdown Comparison

The maximum IGSU.L drawdown since its inception was -33.33%, smaller than the maximum XDEV.L drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for IGSU.L and XDEV.L.

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Drawdown Indicators

IGSU.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-38.95%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.73%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-14.69%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-26.72%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.33%

-38.95%

+5.62%

Current Drawdown

Current decline from peak

-0.65%

-0.85%

+0.20%

Average Drawdown

Average peak-to-trough decline

-5.17%

-7.12%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.24%

+0.22%

Volatility

IGSU.L vs. XDEV.L - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) is 4.00%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.95%. This indicates that IGSU.L experiences smaller price fluctuations and is considered to be less risky than XDEV.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.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

5.95%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

11.90%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

14.78%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

15.73%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

16.72%

-0.86%

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

IGSU.L has a 0.60% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.

Dividends

IGSU.L vs. XDEV.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IGSU.L and XDEV.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.60% for IGSU.L.

IGSU.L tracks MSCI ACWI NR USD, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.60% for IGSU.L and 0.25% for XDEV.L.

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