IGLO.L vs. VT
IGLO.L (iShares Global Government Bond UCITS) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - IGLO.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Both are passively managed. Over the past 10 years, IGLO.L returned -1.12%/yr vs 12.38%/yr for VT. At a 0.03 correlation, their price movements are largely independent. IGLO.L charges 0.20%/yr vs 0.06%/yr for VT.
Performance
IGLO.L vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, IGLO.L achieves a -4.37% return, which is significantly lower than VT's 11.35% return. Over the past 10 years, IGLO.L has underperformed VT with an annualized return of -1.12%, while VT has yielded a comparatively higher 12.38% annualized return.
IGLO.L
- 1D
- -0.24%
- 1M
- -0.85%
- 6M
- -1.84%
- YTD
- -4.37%
- 1Y
- -3.33%
- 3Y*
- 0.28%
- 5Y*
- -3.98%
- 10Y*
- -1.12%
- ALL TIME*
- 0.23%
VT
- 1D
- 1.20%
- 1M
- -0.96%
- 6M
- 10.26%
- YTD
- 11.35%
- 1Y
- 22.04%
- 3Y*
- 18.59%
- 5Y*
- 10.69%
- 10Y*
- 12.38%
- ALL TIME*
- 8.83%
IGLO.L vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | -4.37% | 7.14% | -3.65% | 4.00% | -17.69% | -6.89% | 9.37% | 5.54% | -0.30% | 6.12% |
VT Vanguard Total World Stock ETF | 11.35% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between IGLO.L and VT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2009 | 0.03 |
Over the past year, IGLO.L and VT have become more correlated (0.28) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
IGLO.L vs. VT — Risk / Return Rank
IGLO.L
VT
IGLO.L vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.L) and Vanguard Total World Stock ETF (VT). 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.
| IGLO.L | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.29 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.29 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.32 | 9.67 | -11.00 |
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Drawdowns
IGLO.L vs. VT - Drawdown Comparison
The maximum IGLO.L drawdown since its inception was -28.01%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IGLO.L and VT.
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Drawdown Indicators
| IGLO.L | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.01% | -50.27% | +22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -9.67% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -7.93% | -16.51% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -26.38% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -28.01% | -34.24% | +6.23% |
Current DrawdownCurrent decline from peak | -21.34% | -1.66% | -19.68% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -6.98% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.28% | +0.23% |
Volatility
IGLO.L vs. VT - Volatility Comparison
The current volatility for iShares Global Government Bond UCITS (IGLO.L) is 1.43%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.90%. This indicates that IGLO.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLO.L | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 3.90% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.39% | 11.59% | -7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.07% | 13.75% | -7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.53% | 16.19% | -8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.69% | 17.17% | -10.48% |
IGLO.L vs. VT - Expense Ratio Comparison
IGLO.L has a 0.20% expense ratio, which is higher than VT's 0.06% 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. VT - Dividend Comparison
IGLO.L's dividend yield for the trailing twelve months is around 1.62%, more than VT's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | 1.62% | 2.86% | 2.51% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% |
VT Vanguard Total World Stock ETF | 1.59% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
IGLO.L and VT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VT is cheaper with a 0.06% expense ratio, compared with 0.20% for IGLO.L.
IGLO.L is categorized as Global Bonds, while VT is Global Equities. IGLO.L tracks Bloomberg Global Aggregate TR USD, while VT tracks FTSE Global All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IGLO.L and 0.06% for VT.
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