SGAS.DE vs. IGM
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and IGM (iShares Expanded Tech Sector ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Both are passively managed. Over the past 5 years, SGAS.DE returned 14.75%/yr vs 21.78%/yr for IGM. A 0.56 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.39%/yr for IGM.
Performance
SGAS.DE vs. IGM - Performance Comparison
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Different Trading Currencies
SGAS.DE is traded in EUR, while IGM is traded in USD. To make them comparable, the IGM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.05% return, which is significantly lower than IGM's 29.60% return.
SGAS.DE
- 1D
- 1.65%
- 1M
- 2.18%
- YTD
- 11.05%
- 6M
- 12.43%
- 1Y
- 27.18%
- 3Y*
- 19.46%
- 5Y*
- 14.75%
- 10Y*
- —
IGM
- 1D
- 3.41%
- 1M
- 7.41%
- YTD
- 29.60%
- 6M
- 31.07%
- 1Y
- 55.58%
- 3Y*
- 33.85%
- 5Y*
- 21.78%
- 10Y*
- 24.77%
SGAS.DE vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.05% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
IGM iShares Expanded Tech Sector ETF | 29.60% | 11.72% | 46.04% | 55.86% | -31.86% | 35.13% | 33.15% | 45.01% | -10.67% |
Correlation
The correlation between SGAS.DE and IGM is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.56 |
The correlation between SGAS.DE and IGM has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. IGM — Risk / Return Rank
SGAS.DE
IGM
SGAS.DE vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares Expanded Tech Sector ETF (IGM). 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.
| SGAS.DE | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.62 | -0.44 |
| Martin ratioReturn relative to average drawdown | 11.05 | 10.86 | +0.19 |
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Drawdowns
SGAS.DE vs. IGM - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, smaller than the maximum IGM drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and IGM.
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Drawdown Indicators
| SGAS.DE | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -47.57% | +14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -15.41% | +6.90% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -30.63% | +5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -35.24% | +10.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.24% | — |
Current DrawdownCurrent decline from peak | -0.59% | -3.11% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -8.50% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 5.13% | -2.68% |
Volatility
SGAS.DE vs. IGM - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.75%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 9.68%. This indicates that SGAS.DE experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 9.68% | -5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 17.34% | -8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 21.85% | -9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 25.49% | -9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 24.89% | -6.65% |
SGAS.DE vs. IGM - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than IGM's 0.39% expense ratio.
Dividends
SGAS.DE vs. IGM - Dividend Comparison
SGAS.DE has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
SGAS.DE iShares MSCI USA ESG 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% |
Frequently Asked Questions
SGAS.DE and IGM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.39% for IGM.
SGAS.DE is categorized as Large Cap Blend Equities, while IGM is Technology Equities. SGAS.DE tracks MSCI USA ESG Screened, while IGM tracks S&P North American Expanded Technology Sector Index. Their fees differ too: 0.07% for SGAS.DE and 0.39% for IGM.
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