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

TER vs. IGSG.L

Last updated Jun 16, 2026

TER (Teradyne, Inc.) is a stock, while IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 10 years, TER returned 37.39%/yr vs 12.57%/yr for IGSG.L. At a 0.44 correlation, their price movements are largely independent.

Performance

TER vs. IGSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) 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

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

Returns By Period

In the year-to-date period, TER achieves a 123.58% return, which is significantly higher than IGSG.L's 8.20% return. Over the past 10 years, TER has outperformed IGSG.L with an annualized return of 37.39%, while IGSG.L has yielded a comparatively lower 12.57% annualized return.

TER

1D
7.24%
1M
28.03%
YTD
123.58%
6M
122.27%
1Y
421.81%
3Y*
57.92%
5Y*
28.01%
10Y*
37.39%

IGSG.L

1D
1.22%
1M
3.26%
YTD
8.20%
6M
9.43%
1Y
21.77%
3Y*
16.43%
5Y*
10.50%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TER vs. IGSG.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TER
Teradyne, Inc.		123.58%54.39%16.51%24.78%-46.35%36.81%76.73%118.93%-24.37%66.16%
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		8.20%22.83%10.86%25.76%-17.18%21.88%13.08%26.59%-8.93%22.47%

Correlation

The correlation between TER and IGSG.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.40

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

0.46

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.44

The correlation between TER and IGSG.L shifts across timeframes, from 0.35 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Teradyne, Inc.

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

Often compared with TER:
TER vs. AEHRTER vs. SNPSTER vs. AMATTER vs. VGTTER vs. BWXTTER vs. PLABTER vs. CDNS
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

TER vs. IGSG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TER
TER Risk / Return Rank: 9999
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9898
Sortino Ratio Rank
TER Omega Ratio Rank: 9898
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) 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.

TERIGSG.LDifference
Sharpe ratioReturn per unit of total volatility
6.31
1.76

+4.55

Sortino ratioReturn per unit of downside risk
4.78
2.52

+2.26

Omega ratioGain probability vs. loss probability

1.69

1.31

+0.38

Calmar ratioReturn relative to maximum drawdown

15.91

2.21

+13.70

Martin ratioReturn relative to average drawdown

56.72

8.57

+48.15

TER vs. IGSG.L - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 6.31, which is higher than the IGSG.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TER 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

TER vs. IGSG.L - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than IGSG.L's maximum drawdown of -52.00%. Use the drawdown chart below to compare losses from any high point for TER and IGSG.L.

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Drawdown Indicators

TERIGSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-52.00%

-45.30%

Max Drawdown (1Y)

Largest decline over 1 year

-26.73%

-9.81%

-16.92%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-19.19%

-38.99%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

-27.91%

-31.21%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-32.80%

-26.32%

Current Drawdown

Current decline from peak

0.00%

-1.06%

+1.06%

Average Drawdown

Average peak-to-trough decline

-58.66%

-16.33%

-42.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

2.52%

+4.96%

Volatility

TER vs. IGSG.L - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 25.68% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) at 3.62%. This indicates that TER'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

TERIGSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.68%

3.62%

+22.06%

Volatility (6M)

Calculated over the trailing 6-month period

53.49%

10.00%

+43.49%

Volatility (1Y)

Calculated over the trailing 1-year period

67.51%

12.33%

+55.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.31%

20.51%

+29.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.38%

18.44%

+26.94%

Dividends

TER vs. IGSG.L - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.12%, 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%
TER
Teradyne, Inc.		0.12%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%

Frequently Asked Questions

TER and IGSG.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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