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IOO vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. PG

Last updated Jun 13, 2026

IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net), while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, IOO returned 16.66%/yr vs 8.96%/yr for PG. At a 0.43 correlation, their price movements are largely independent.

Performance

IOO vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IOO achieves a 9.16% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, IOO has outperformed PG with an annualized return of 16.66%, while PG has yielded a comparatively lower 8.96% annualized return.

IOO

1D
0.11%
1M
-2.09%
YTD
9.16%
6M
10.36%
1Y
31.99%
3Y*
23.85%
5Y*
15.85%
10Y*
16.66%

PG

1D
0.86%
1M
5.18%
YTD
5.93%
6M
6.28%
1Y
-5.68%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. PG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF		9.16%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
PG
The Procter & Gamble Company		5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between IOO and PG is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.03

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

0.05

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

0.22

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

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2000

0.43

The correlation between IOO and PG shifts across timeframes, from -0.03 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares Global 100 ETF

The Procter & Gamble Company

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT
Often compared with PG:
PG vs. KOPG vs. ULPG vs. CLPG vs. KMBPG vs. SPYPG vs. COSTPG vs. JNJ.DE

Return for Risk

IOO vs. PG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8080
Overall Rank
IOO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8080
Sortino Ratio Rank
IOO Omega Ratio Rank: 8080
Omega Ratio Rank
IOO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IOO Martin Ratio Rank: 8383
Martin Ratio Rank
PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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.

IOO vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and The Procter & Gamble Company (PG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IOOPGDifference
Sharpe ratioReturn per unit of total volatility
2.28
-0.30

+2.59

Sortino ratioReturn per unit of downside risk
3.09
-0.31

+3.40

Omega ratioGain probability vs. loss probability

1.41

0.97

+0.44

Calmar ratioReturn relative to maximum drawdown

3.23

-0.37

+3.60

Martin ratioReturn relative to average drawdown

14.35

-0.68

+15.03

IOO vs. PG - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.28, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of IOO and PG, 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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Drawdowns

IOO vs. PG - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, roughly equal to the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for IOO and PG.

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Drawdown Indicators

IOOPGDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-54.25%

-1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-15.52%

+5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-21.15%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-23.77%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-23.77%

-7.66%

Current Drawdown

Current decline from peak

-4.05%

-13.29%

+9.24%

Average Drawdown

Average peak-to-trough decline

-11.26%

-12.16%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

8.80%

-6.56%

Volatility

IOO vs. PG - Volatility Comparison

The current volatility for iShares Global 100 ETF (IOO) is 4.82%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that IOO experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IOOPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

6.99%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

15.01%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.07%

18.78%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

17.82%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

19.05%

-1.25%

Dividends

IOO vs. PG - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.84%, less than PG's 2.85% yield.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.84%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
PG
The Procter & Gamble Company		2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Frequently Asked Questions

IOO and PG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PG has higher volatility (6.99%) compared to IOO (4.82%). In terms of maximum drawdown, IOO dropped -55.85% vs PG's -54.25%.

IOO currently has the higher Sharpe Ratio (2.28 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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