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PG vs. IOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PG vs. IOO

Last updated Jun 13, 2026

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

Performance

PG vs. IOO - Performance Comparison

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

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Returns By Period

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

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%

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

PG vs. IOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

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

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The Procter & Gamble Company

iShares Global 100 ETF

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

Return for Risk

PG vs. IOO — Risk / Return Rank

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

PG vs. IOO - Risk-Adjusted Trends Comparison

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

PGIOODifference
Sharpe ratioReturn per unit of total volatility
-0.30
2.28

-2.59

Sortino ratioReturn per unit of downside risk
-0.31
3.09

-3.40

Omega ratioGain probability vs. loss probability

0.97

1.41

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.37

3.23

-3.60

Martin ratioReturn relative to average drawdown

-0.68

14.35

-15.03

PG vs. IOO - Sharpe Ratio Comparison

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

PG vs. IOO - Drawdown Comparison

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

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Drawdown Indicators

PGIOODifference

Max Drawdown

Largest peak-to-trough decline

-54.25%

-55.85%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-9.94%

-5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-19.19%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-23.52%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

-31.43%

+7.66%

Current Drawdown

Current decline from peak

-13.29%

-4.05%

-9.24%

Average Drawdown

Average peak-to-trough decline

-12.16%

-11.26%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

2.24%

+6.56%

Volatility

PG vs. IOO - Volatility Comparison

The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to iShares Global 100 ETF (IOO) at 4.82%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PGIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

4.82%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

11.31%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

14.07%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

17.12%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

17.80%

+1.25%

Dividends

PG vs. IOO - Dividend Comparison

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

PG and IOO 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, PG dropped -54.25% vs IOO's -55.85%.

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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