ISRG vs. IGSG.L
ISRG (Intuitive Surgical, Inc.) is a stock, while IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 10 years, ISRG returned 19.30%/yr vs 12.57%/yr for IGSG.L. At a 0.38 correlation, their price movements are largely independent.
Performance
ISRG vs. IGSG.L - Performance Comparison
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Different Trading Currencies
ISRG is traded in USD, while IGSG.L is traded in GBp. To make them comparable, the IGSG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISRG achieves a -26.45% return, which is significantly lower than IGSG.L's 8.20% return. Over the past 10 years, ISRG has outperformed IGSG.L with an annualized return of 19.30%, while IGSG.L has yielded a comparatively lower 12.57% annualized return.
ISRG
- 1D
- 1.34%
- 1M
- -1.09%
- YTD
- -26.45%
- 6M
- -25.55%
- 1Y
- -18.67%
- 3Y*
- 8.14%
- 5Y*
- 7.48%
- 10Y*
- 19.30%
IGSG.L
- 1D
- 1.22%
- 1M
- 3.26%
- YTD
- 8.20%
- 6M
- 9.43%
- 1Y
- 21.77%
- 3Y*
- 16.43%
- 5Y*
- 10.50%
- 10Y*
- 12.57%
ISRG vs. IGSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISRG Intuitive Surgical, Inc. | -26.45% | 8.51% | 54.72% | 27.14% | -26.15% | 31.76% | 38.39% | 23.43% | 31.23% | 72.64% |
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 8.20% | 22.83% | 10.86% | 25.76% | -17.18% | 21.88% | 13.08% | 26.59% | -8.93% | 22.47% |
Correlation
The correlation between ISRG and IGSG.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011 | 0.38 |
The correlation between ISRG and IGSG.L shifts across timeframes, from 0.30 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ISRG vs. IGSG.L — Risk / Return Rank
ISRG
IGSG.L
ISRG vs. IGSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) and iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.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.
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.
| ISRG | IGSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.31 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.21 | -2.79 |
| Martin ratioReturn relative to average drawdown | -1.16 | 8.57 | -9.73 |
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Drawdowns
ISRG vs. IGSG.L - Drawdown Comparison
The maximum ISRG drawdown since its inception was -82.26%, which is greater than IGSG.L's maximum drawdown of -52.00%. Use the drawdown chart below to compare losses from any high point for ISRG and IGSG.L.
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Drawdown Indicators
| ISRG | IGSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -52.00% | -30.26% |
Max Drawdown (1Y)Largest decline over 1 year | -32.14% | -9.81% | -22.33% |
Max Drawdown (3Y)Largest decline over 3 years | -34.10% | -19.19% | -14.91% |
Max Drawdown (5Y)Largest decline over 5 years | -49.90% | -27.91% | -21.99% |
Max Drawdown (10Y)Largest decline over 10 years | -49.90% | -32.80% | -17.10% |
Current DrawdownCurrent decline from peak | -31.76% | -1.06% | -30.70% |
Average DrawdownAverage peak-to-trough decline | -21.28% | -16.33% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.11% | 2.52% | +13.59% |
Volatility
ISRG vs. IGSG.L - Volatility Comparison
Intuitive Surgical, Inc. (ISRG) has a higher volatility of 9.79% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) at 3.62%. This indicates that ISRG's price experiences larger fluctuations and is considered to be riskier than IGSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISRG | IGSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 3.62% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 20.74% | 10.00% | +10.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.73% | 12.33% | +18.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.20% | 20.51% | +12.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.42% | 18.44% | +13.98% |
Dividends
ISRG vs. IGSG.L - Dividend Comparison
Neither ISRG nor IGSG.L has paid dividends to shareholders.
Frequently Asked Questions
ISRG and IGSG.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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