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LLOY.L vs. IGSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLOY.L vs. IGSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLOY.L vs. IGSG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLOY.L
LLOY.L Risk / Return Rank: 7373
Overall Rank
LLOY.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LLOY.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
LLOY.L Omega Ratio Rank: 7070
Omega Ratio Rank
LLOY.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
LLOY.L Martin Ratio Rank: 7575
Martin Ratio Rank

IGSG.L
IGSG.L Risk / Return Rank: 6767
Overall Rank
IGSG.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IGSG.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IGSG.L Omega Ratio Rank: 7272
Omega Ratio Rank
IGSG.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IGSG.L Martin Ratio Rank: 6464
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.

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.LIGSG.LDifference
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

LLOY.L vs. IGSG.L - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.22, which is lower than the IGSG.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LLOY.L and IGSG.L, 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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Sharpe Ratios by Period


LLOY.LIGSG.LDifference

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.LIGSG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-26.77%

-0.54%

-26.23%

Average Drawdown

Average peak-to-trough decline

-43.62%

-3.70%

-39.92%

Ulcer Index

Depth 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.LIGSG.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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