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SPAG.L vs. ISAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAG.L vs. ISAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPAG.L is traded in GBp, while ISAC.L is traded in USD. To make them comparable, the ISAC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPAG.L achieves a 11.48% return, which is significantly higher than ISAC.L's 10.73% return. Over the past 10 years, SPAG.L has underperformed ISAC.L with an annualized return of 7.09%, while ISAC.L has yielded a comparatively higher 12.14% annualized return.


SPAG.L

1D
0.56%
1M
0.75%
6M
5.38%
YTD
11.48%
1Y
13.71%
3Y*
4.36%
5Y*
5.00%
10Y*
7.09%

ISAC.L

1D
-0.92%
1M
-1.47%
6M
9.00%
YTD
10.73%
1Y
22.42%
3Y*
17.72%
5Y*
11.51%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAG.L vs. ISAC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPAG.L
iShares Agribusiness UCITS ETF USD (Acc)
11.48%8.75%-4.21%-13.78%15.09%24.65%6.64%13.92%-7.95%9.25%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
10.73%13.64%19.87%16.44%-8.43%19.97%12.26%20.97%-4.37%13.64%

Correlation

The correlation between SPAG.L and ISAC.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.65

Over the past year, the correlation between SPAG.L and ISAC.L has dropped to 0.16 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

SPAG.L vs. ISAC.L — Risk / Return Rank

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

SPAG.L
SPAG.L Risk / Return Rank: 3838
Overall Rank
SPAG.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPAG.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPAG.L Omega Ratio Rank: 3838
Omega Ratio Rank
SPAG.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPAG.L Martin Ratio Rank: 3434
Martin Ratio Rank

ISAC.L
ISAC.L Risk / Return Rank: 7272
Overall Rank
ISAC.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7373
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.

SPAG.L vs. ISAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.


SPAG.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.60

3.25

-1.65

Martin ratioReturn relative to average drawdown

4.12

11.85

-7.73

SPAG.L vs. ISAC.L - Sharpe Ratio Comparison

The current SPAG.L Sharpe Ratio is 1.20, which is lower than the ISAC.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SPAG.L and ISAC.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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Drawdowns

SPAG.L vs. ISAC.L - Drawdown Comparison

The maximum SPAG.L drawdown since its inception was -43.95%, which is greater than ISAC.L's maximum drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for SPAG.L and ISAC.L.


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Drawdown Indicators


SPAG.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.95%

-25.84%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-6.88%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.60%

-18.33%

-9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-31.95%

-18.33%

-13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-31.95%

-25.84%

-6.11%

Current Drawdown

Current decline from peak

-10.54%

-2.45%

-8.09%

Average Drawdown

Average peak-to-trough decline

-17.43%

-3.51%

-13.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

1.89%

+1.83%

Volatility

SPAG.L vs. ISAC.L - Volatility Comparison

iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) have volatilities of 3.21% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPAG.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.31%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

10.05%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

12.43%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

14.39%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

15.40%

+3.56%

SPAG.L vs. ISAC.L - Expense Ratio Comparison

SPAG.L has a 0.55% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.


Dividends

SPAG.L vs. ISAC.L - Dividend Comparison

Neither SPAG.L nor ISAC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPAG.L and ISAC.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.55% for SPAG.L.

SPAG.L tracks iShares Agribusiness UCITS ETF USD (Acc), while ISAC.L tracks MSCI All Country World Index (Net). Their fees differ too: 0.55% for SPAG.L and 0.20% for ISAC.L.

Portfolio Optimizer

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