IGUS.L vs. WENS.L
Compare and contrast key facts about iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L).
IGUS.L and WENS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGUS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Sep 30, 2010. WENS.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Oct 17, 2019. Both IGUS.L and WENS.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: IGUS.L or WENS.L.
Key characteristics
| IGUS.L | WENS.L | |
|---|---|---|
| YTD Return | 25.89% | 7.85% |
| 1Y Return | 33.72% | 3.83% |
| Sharpe Ratio | 2.92 | 0.19 |
| Sortino Ratio | 4.05 | 0.36 |
| Omega Ratio | 1.55 | 1.05 |
| Calmar Ratio | 4.32 | 0.16 |
| Martin Ratio | 18.57 | 0.39 |
| Ulcer Index | 1.79% | 8.23% |
| Daily Std Dev | 11.50% | 16.78% |
| Max Drawdown | -36.66% | -23.13% |
| Current Drawdown | -0.21% | -9.58% |
Correlation
The correlation between IGUS.L and WENS.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IGUS.L vs. WENS.L - Performance Comparison
In the year-to-date period, IGUS.L achieves a 25.89% return, which is significantly higher than WENS.L's 7.85% 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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IGUS.L vs. WENS.L - Expense Ratio Comparison
IGUS.L has a 0.20% expense ratio, which is lower than WENS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IGUS.L vs. WENS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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
IGUS.L vs. WENS.L - Dividend Comparison
IGUS.L has not paid dividends to shareholders, while WENS.L's dividend yield for the trailing twelve months is around 3.23%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
IGUS.L iShares S&P 500 GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 3.23% | 3.61% | 1.77% |
Drawdowns
IGUS.L vs. WENS.L - Drawdown Comparison
The maximum IGUS.L drawdown since its inception was -36.66%, which is greater than WENS.L's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for IGUS.L and WENS.L. For additional features, visit the drawdowns tool.
Volatility
IGUS.L vs. WENS.L - Volatility Comparison
iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a higher volatility of 4.61% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) at 3.17%. This indicates that IGUS.L's price experiences larger fluctuations and is considered to be riskier than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.