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IGLO.L vs. VDPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLO.L vs. VDPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Government Bond UCITS (IGLO.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLO.L is traded in USD, while VDPG.L is traded in GBP. To make them comparable, the VDPG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLO.L achieves a -1.63% return, which is significantly lower than VDPG.L's 53.40% return.


IGLO.L

1D
0.19%
1M
-0.07%
YTD
-1.63%
6M
-1.00%
1Y
-0.09%
3Y*
1.45%
5Y*
-3.35%
10Y*
-0.82%

VDPG.L

1D
-1.09%
1M
14.05%
YTD
53.40%
6M
60.71%
1Y
89.22%
3Y*
29.63%
5Y*
12.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLO.L vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGLO.L
iShares Global Government Bond UCITS
-1.63%7.14%-3.65%4.00%-17.69%-6.89%9.38%-0.84%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
53.40%40.43%-4.66%9.58%-12.38%1.02%19.10%8.68%

Correlation

The correlation between IGLO.L and VDPG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.31

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.19

The correlation between IGLO.L and VDPG.L shifts across timeframes, from 0.19 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGLO.L vs. VDPG.L — Risk / Return Rank

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

IGLO.L
IGLO.L Risk / Return Rank: 99
Overall Rank
IGLO.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IGLO.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IGLO.L Omega Ratio Rank: 88
Omega Ratio Rank
IGLO.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IGLO.L Martin Ratio Rank: 99
Martin Ratio Rank

VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9494
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.

IGLO.L vs. VDPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.


IGLO.LVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-4.09

Sortino ratioReturn per unit of downside risk

-4.86

Omega ratioGain probability vs. loss probability

1.00

1.70

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.02

6.01

-6.03

Martin ratioReturn relative to average drawdown

-0.05

23.69

-23.75

IGLO.L vs. VDPG.L - Sharpe Ratio Comparison

The current IGLO.L Sharpe Ratio is -0.02, which is lower than the VDPG.L Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of IGLO.L and VDPG.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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Sharpe Ratios by Period


IGLO.LVDPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

4.07

-4.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.66

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.73

-0.60

Drawdowns

IGLO.L vs. VDPG.L - Drawdown Comparison

The maximum IGLO.L drawdown since its inception was -28.01%, smaller than the maximum VDPG.L drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for IGLO.L and VDPG.L.


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Drawdown Indicators


IGLO.LVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.01%

-38.09%

+10.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-15.14%

+10.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.93%

-19.89%

+11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-32.15%

+6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-28.01%

Current Drawdown

Current decline from peak

-19.08%

-1.09%

-17.99%

Average Drawdown

Average peak-to-trough decline

-8.75%

-10.80%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

3.85%

-2.18%

Volatility

IGLO.L vs. VDPG.L - Volatility Comparison

The current volatility for iShares Global Government Bond UCITS (IGLO.L) is 2.20%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 11.07%. This indicates that IGLO.L experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLO.LVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

11.07%

-8.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

19.70%

-15.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

22.33%

-16.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

18.84%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

20.97%

-14.31%

IGLO.L vs. VDPG.L - Expense Ratio Comparison

IGLO.L has a 0.20% expense ratio, which is higher than VDPG.L's 0.15% 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

IGLO.L vs. VDPG.L - Dividend Comparison

IGLO.L's dividend yield for the trailing twelve months is around 3.09%, while VDPG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGLO.L
iShares Global Government Bond UCITS
3.09%2.86%2.51%1.47%0.78%0.63%0.99%1.21%1.07%0.93%1.09%0.60%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF 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


IGLO.L and VDPG.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDPG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IGLO.L.

IGLO.L is categorized as Global Bonds, while VDPG.L is Asia Pacific Equities. IGLO.L tracks Bloomberg Global Aggregate TR USD, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IGLO.L and 0.15% for VDPG.L.

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