IOGP.L vs. ISAC.L
IOGP.L (iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - IOGP.L is a Oil & Gas fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production Index, while ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 10 years, IOGP.L returned 7.46%/yr vs 12.76%/yr for ISAC.L. At a 0.48 correlation, their price movements are largely independent. IOGP.L charges 0.55%/yr vs 0.20%/yr for ISAC.L.
Performance
IOGP.L vs. ISAC.L - Performance Comparison
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Returns By Period
In the year-to-date period, IOGP.L achieves a 28.57% return, which is significantly higher than ISAC.L's 11.65% return. Over the past 10 years, IOGP.L has underperformed ISAC.L with an annualized return of 7.46%, while ISAC.L has yielded a comparatively higher 12.76% annualized return.
IOGP.L
- 1D
- 2.02%
- 1M
- -2.81%
- YTD
- 28.57%
- 6M
- 24.95%
- 1Y
- 36.79%
- 3Y*
- 14.41%
- 5Y*
- 16.29%
- 10Y*
- 7.46%
ISAC.L
- 1D
- -0.62%
- 1M
- 4.39%
- YTD
- 11.65%
- 6M
- 13.33%
- 1Y
- 29.59%
- 3Y*
- 21.27%
- 5Y*
- 11.41%
- 10Y*
- 12.76%
IOGP.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOGP.L iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) | 28.57% | 6.29% | -0.90% | 2.72% | 37.88% | 67.23% | -31.61% | 8.06% | -21.55% | -3.94% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.65% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 24.39% |
Correlation
The correlation between IOGP.L and ISAC.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2011 | 0.48 |
The correlation between IOGP.L and ISAC.L shifts across timeframes, from -0.13 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IOGP.L vs. ISAC.L — Risk / Return Rank
IOGP.L
ISAC.L
IOGP.L vs. ISAC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| IOGP.L | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.36 | -0.99 |
| Martin ratioReturn relative to average drawdown | 6.32 | 14.09 | -7.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IOGP.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.38 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.73 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.80 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.75 | -0.68 |
Drawdowns
IOGP.L vs. ISAC.L - Drawdown Comparison
The maximum IOGP.L drawdown since its inception was -83.56%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for IOGP.L and ISAC.L.
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Drawdown Indicators
| IOGP.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.56% | -33.82% | -49.74% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -8.77% | -6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -16.56% | -10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.41% | -26.07% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -74.37% | -33.82% | -40.55% |
Current DrawdownCurrent decline from peak | -8.38% | -0.62% | -7.76% |
Average DrawdownAverage peak-to-trough decline | -35.25% | -4.69% | -30.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 2.09% | +3.72% |
Volatility
IOGP.L vs. ISAC.L - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) has a higher volatility of 8.37% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 3.83%. This indicates that IOGP.L's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOGP.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 3.83% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 20.52% | 9.77% | +10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 12.42% | +12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.34% | 15.57% | +14.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 15.95% | +16.86% |
IOGP.L vs. ISAC.L - Expense Ratio Comparison
IOGP.L has a 0.55% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.
Dividends
IOGP.L vs. ISAC.L - Dividend Comparison
Neither IOGP.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
IOGP.L and ISAC.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.55% for IOGP.L.
IOGP.L is categorized as Oil & Gas, while ISAC.L is Global Equities. IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.55% for IOGP.L and 0.20% for ISAC.L.
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