IGLO.L vs. VUTY.L
Compare and contrast key facts about iShares Global Government Bond UCITS (IGLO.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L).
IGLO.L and VUTY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGLO.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Mar 6, 2009. VUTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 24, 2016. Both IGLO.L and VUTY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGLO.L or VUTY.L.
Key characteristics
| IGLO.L | VUTY.L | |
|---|---|---|
| YTD Return | 2.55% | -1.60% |
| 1Y Return | 8.42% | -0.16% |
| 3Y Return (Ann) | -5.34% | -0.89% |
| 5Y Return (Ann) | -2.21% | -1.07% |
| Sharpe Ratio | 1.16 | 0.01 |
| Daily Std Dev | 7.62% | 6.45% |
| Max Drawdown | -28.01% | -21.34% |
| Current Drawdown | -18.29% | -18.47% |
Correlation
The correlation between IGLO.L and VUTY.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IGLO.L vs. VUTY.L - Performance Comparison
In the year-to-date period, IGLO.L achieves a 2.55% return, which is significantly higher than VUTY.L's -1.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IGLO.L vs. VUTY.L - Expense Ratio Comparison
IGLO.L has a 0.20% expense ratio, which is higher than VUTY.L's 0.07% 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%.
Risk-Adjusted Performance
IGLO.L vs. VUTY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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.
Dividends
IGLO.L vs. VUTY.L - Dividend Comparison
IGLO.L's dividend yield for the trailing twelve months is around 2.36%, more than VUTY.L's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | 2.36% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% | 1.52% | 1.39% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 1.68% | 4.34% | 2.52% | 1.64% | 2.10% | 3.09% | 2.97% | 2.13% | 1.22% | 0.00% | 0.00% | 0.00% |
Drawdowns
IGLO.L vs. VUTY.L - Drawdown Comparison
The maximum IGLO.L drawdown since its inception was -28.01%, which is greater than VUTY.L's maximum drawdown of -21.34%. Use the drawdown chart below to compare losses from any high point for IGLO.L and VUTY.L. For additional features, visit the drawdowns tool.
Volatility
IGLO.L vs. VUTY.L - Volatility Comparison
iShares Global Government Bond UCITS (IGLO.L) has a higher volatility of 2.13% compared to Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) at 1.75%. This indicates that IGLO.L's price experiences larger fluctuations and is considered to be riskier than VUTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.