LLOY.L vs. IGSG.L
LLOY.L (Lloyds Banking Group plc) 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, LLOY.L returned 8.57%/yr vs 13.23%/yr for IGSG.L. At a 0.35 correlation, their price movements are largely independent.
Performance
LLOY.L vs. IGSG.L - Performance Comparison
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Returns By Period
In the year-to-date period, LLOY.L achieves a 3.13% return, which is significantly lower than IGSG.L's 8.69% return. Over the past 10 years, LLOY.L has underperformed IGSG.L with an annualized return of 8.57%, while IGSG.L has yielded a comparatively higher 13.23% annualized return.
LLOY.L
- 1D
- -1.20%
- 1M
- 0.67%
- YTD
- 3.13%
- 6M
- 5.58%
- 1Y
- 33.57%
- 3Y*
- 36.13%
- 5Y*
- 20.82%
- 10Y*
- 8.57%
IGSG.L
- 1D
- -0.54%
- 1M
- 5.48%
- YTD
- 8.69%
- 6M
- 10.92%
- 1Y
- 24.61%
- 3Y*
- 14.97%
- 5Y*
- 11.74%
- 10Y*
- 13.23%
LLOY.L vs. IGSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 3.13% | 88.33% | 21.09% | 10.91% | -0.38% | 34.81% | -36.92% | 27.49% | -20.02% | 11.38% |
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 8.69% | 14.21% | 12.74% | 19.46% | -7.27% | 23.00% | 9.72% | 21.71% | -3.46% | 11.82% |
Correlation
The correlation between LLOY.L and IGSG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011 | 0.35 |
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Return for Risk
LLOY.L vs. IGSG.L — Risk / Return Rank
LLOY.L
IGSG.L
LLOY.L vs. IGSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) 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.
| LLOY.L | IGSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.99 | -1.29 |
| Martin ratioReturn relative to average drawdown | 4.83 | 11.57 | -6.73 |
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
| LLOY.L | IGSG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.33 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.93 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.93 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.73 | -0.56 |
Drawdowns
LLOY.L vs. IGSG.L - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -91.05%, which is greater than IGSG.L's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for LLOY.L and IGSG.L.
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Drawdown Indicators
| LLOY.L | IGSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.05% | -24.74% | -66.31% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -8.21% | -11.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -16.54% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -16.54% | -9.11% |
Max Drawdown (10Y)Largest decline over 10 years | -61.42% | -24.74% | -36.68% |
Current DrawdownCurrent decline from peak | -26.77% | -0.54% | -26.23% |
Average DrawdownAverage peak-to-trough decline | -43.62% | -3.70% | -39.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.93% | 2.12% | +4.81% |
Volatility
LLOY.L vs. IGSG.L - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 10.09% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) at 2.98%. This indicates that LLOY.L'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
| LLOY.L | IGSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 2.98% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 20.90% | 8.41% | +12.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.44% | 10.54% | +16.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 12.65% | +14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.76% | 14.14% | +16.62% |
Dividends
LLOY.L vs. IGSG.L - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 3.69%, while IGSG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLOY.L Lloyds Banking Group plc | 3.69% | 3.39% | 5.29% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 2.20% | 2.16% | 2.05% |
Frequently Asked Questions
LLOY.L and IGSG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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