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

SUWG.L vs. IGSG.L

Last updated Jun 16, 2026

SUWG.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) are both Global Equities funds from iShares tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, SUWG.L returned 10.67%/yr vs 11.42%/yr for IGSG.L. Their correlation of 0.90 suggests significant overlap in exposure. SUWG.L charges 0.20%/yr vs 0.60%/yr for IGSG.L.

Performance

SUWG.L vs. IGSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.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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Different Trading Currencies

SUWG.L is traded in GBP, while IGSG.L is traded in GBp. To make them comparable, the IGSG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUWG.L achieves a 11.81% return, which is significantly higher than IGSG.L's 8.54% return.

SUWG.L

1D
1.15%
1M
3.78%
YTD
11.81%
6M
11.81%
1Y
24.04%
3Y*
13.36%
5Y*
10.67%
10Y*
—

IGSG.L

1D
1.08%
1M
2.53%
YTD
8.54%
6M
9.10%
1Y
23.09%
3Y*
14.68%
5Y*
11.42%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)		11.81%7.29%12.84%18.47%-11.83%28.01%
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		8.54%14.21%12.74%19.46%-7.27%21.81%

Correlation

The correlation between SUWG.L and IGSG.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.84

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

0.86

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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2021

0.90

The correlation between SUWG.L and IGSG.L has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

SUWG.L vs. IGSG.L - Sectors Allocation Comparison

Sectors
SUWG.L
IGSG.L

Technology

33.5%
37.2%

Financial Services

15.5%
19.0%

Industrials

11.3%
12.7%

Consumer Cyclical

9.9%
3.4%

Communication Services

8.8%
3.4%

Healthcare

8.7%
8.8%

Consumer Defensive

5.4%
1.8%

Basic Materials

3.2%
5.3%

Real Estate

2.1%
2.0%

Utilities

1.6%
3.0%

Energy

-

3.6%

Technology

SUWG.L
33.5%
IGSG.L
37.2%

Financial Services

SUWG.L
15.5%
IGSG.L
19.0%

Industrials

SUWG.L
11.3%
IGSG.L
12.7%

Consumer Cyclical

SUWG.L
9.9%
IGSG.L
3.4%

Communication Services

SUWG.L
8.8%
IGSG.L
3.4%

Healthcare

SUWG.L
8.7%
IGSG.L
8.8%

Consumer Defensive

SUWG.L
5.4%
IGSG.L
1.8%

Basic Materials

SUWG.L
3.2%
IGSG.L
5.3%

Real Estate

SUWG.L
2.1%
IGSG.L
2.0%

Utilities

SUWG.L
1.6%
IGSG.L
3.0%

Energy

SUWG.L

-

IGSG.L
3.6%

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iShares MSCI World SRI UCITS ETF USD (Dist)

iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)

Often compared with SUWG.L:
SUWG.L vs. SWDA.LSUWG.L vs. HPAO.LSUWG.L vs. V3AB.LSUWG.L vs. P500.DESUWG.L vs. SPX4.LSUWG.L vs. V3GS.LSUWG.L vs. VUAA.L
Often compared with IGSG.L:
IGSG.L vs. CIND.LIGSG.L vs. VYMIGSG.L vs. VUSA.LIGSG.L vs. XDEQ.LIGSG.L vs. ^GSPCIGSG.L vs. SSAC.LIGSG.L vs. MWOZ.L

Return for Risk

SUWG.L vs. IGSG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUWG.L
SUWG.L Risk / Return Rank: 6666
Overall Rank
SUWG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SUWG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
SUWG.L Omega Ratio Rank: 6868
Omega Ratio Rank
SUWG.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
SUWG.L Martin Ratio Rank: 6666
Martin Ratio Rank
IGSG.L
IGSG.L Risk / Return Rank: 6666
Overall Rank
IGSG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGSG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IGSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
IGSG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IGSG.L Martin Ratio Rank: 6363
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.

SUWG.L vs. IGSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.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.

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.

SUWG.LIGSG.LDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.14

-0.09

Sortino ratioReturn per unit of downside risk
2.90
2.91

-0.01

Omega ratioGain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

3.00

2.80

+0.20

Martin ratioReturn relative to average drawdown

11.34

10.74

+0.60

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

The current SUWG.L Sharpe Ratio is 2.05, which is comparable to the IGSG.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SUWG.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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Drawdowns

SUWG.L vs. IGSG.L - Drawdown Comparison

The maximum SUWG.L drawdown since its inception was -18.99%, smaller than the maximum IGSG.L drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for SUWG.L and IGSG.L.

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Drawdown Indicators

SUWG.LIGSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-49.54%

+30.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-8.21%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-20.05%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-20.05%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.74%

—

Current Drawdown

Current decline from peak

0.00%

-0.75%

+0.75%

Average Drawdown

Average peak-to-trough decline

-4.28%

-13.20%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.14%

-0.03%

Volatility

SUWG.L vs. IGSG.L - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) has a higher volatility of 3.54% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) at 3.30%. This indicates that SUWG.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

SUWG.LIGSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.30%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

8.68%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.71%

10.77%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

18.88%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.72%

17.22%

-3.50%

SUWG.L vs. IGSG.L - Expense Ratio Comparison

SUWG.L has a 0.20% expense ratio, which is lower than IGSG.L's 0.60% expense ratio.

Dividends

SUWG.L vs. IGSG.L - Dividend Comparison

SUWG.L's dividend yield for the trailing twelve months is around 0.66%, while IGSG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)		0.66%1.21%1.38%1.54%1.69%1.17%

Frequently Asked Questions

SUWG.L and IGSG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SUWG.L is cheaper with a 0.20% expense ratio, compared with 0.60% for IGSG.L.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.20% for SUWG.L and 0.60% for IGSG.L.

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