IGLA.L vs. VDTA.L
IGLA.L (iShares Global Govt Bond UCITS Acc) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both exchange-traded funds - IGLA.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while VDTA.L is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, IGLA.L returned -3.39%/yr vs -0.45%/yr for VDTA.L. A 0.77 correlation means they provide meaningful diversification when combined. IGLA.L charges 0.20%/yr vs 0.05%/yr for VDTA.L.
Performance
IGLA.L vs. VDTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IGLA.L achieves a -1.51% return, which is significantly lower than VDTA.L's -0.43% return.
IGLA.L
- 1D
- -0.51%
- 1M
- -0.71%
- YTD
- -1.51%
- 6M
- -1.30%
- 1Y
- 0.25%
- 3Y*
- 1.30%
- 5Y*
- -3.39%
- 10Y*
- —
VDTA.L
- 1D
- -0.18%
- 1M
- -0.25%
- YTD
- -0.43%
- 6M
- -0.20%
- 1Y
- 3.59%
- 3Y*
- 2.74%
- 5Y*
- -0.45%
- 10Y*
- —
IGLA.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGLA.L iShares Global Govt Bond UCITS Acc | -1.51% | 6.09% | -2.98% | 3.99% | -17.80% | -6.85% | 9.45% | 5.34% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.43% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 6.63% |
Correlation
The correlation between IGLA.L and VDTA.L is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.77 |
The correlation between IGLA.L and VDTA.L has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
IGLA.L vs. VDTA.L — Risk / Return Rank
IGLA.L
VDTA.L
IGLA.L vs. VDTA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Govt Bond UCITS Acc (IGLA.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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.
| IGLA.L | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 1.23 | -1.17 |
| Martin ratioReturn relative to average drawdown | 0.15 | 3.81 | -3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLA.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 1.02 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.47 | -0.08 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.22 | -0.32 |
Drawdowns
IGLA.L vs. VDTA.L - Drawdown Comparison
The maximum IGLA.L drawdown since its inception was -28.01%, which is greater than VDTA.L's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for IGLA.L and VDTA.L.
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Drawdown Indicators
| IGLA.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.01% | -18.82% | -9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -4.27% | -2.90% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -7.95% | -5.15% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -16.41% | -9.45% |
Current DrawdownCurrent decline from peak | -19.33% | -7.17% | -12.16% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -8.11% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.94% | +0.74% |
Volatility
IGLA.L vs. VDTA.L - Volatility Comparison
iShares Global Govt Bond UCITS Acc (IGLA.L) has a higher volatility of 2.10% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) at 1.37%. This indicates that IGLA.L's price experiences larger fluctuations and is considered to be riskier than VDTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLA.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.37% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 2.56% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 3.51% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.22% | 5.57% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.74% | 5.35% | +1.39% |
IGLA.L vs. VDTA.L - Expense Ratio Comparison
IGLA.L has a 0.20% expense ratio, which is higher than VDTA.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IGLA.L vs. VDTA.L - Dividend Comparison
Neither IGLA.L nor VDTA.L has paid dividends to shareholders.
Frequently Asked Questions
IGLA.L and VDTA.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.20% for IGLA.L.
IGLA.L is categorized as Global Bonds, while VDTA.L is Government Bonds. IGLA.L tracks Bloomberg Global Aggregate TR USD, while VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IGLA.L and 0.05% for VDTA.L.
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