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IGLS.L vs. VFEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLS.L vs. VFEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLS.L achieves a 0.53% return, which is significantly lower than VFEM.L's 10.41% return. Over the past 10 years, IGLS.L has underperformed VFEM.L with an annualized return of 0.91%, while VFEM.L has yielded a comparatively higher 9.54% annualized return.


IGLS.L

1D
0.21%
1M
0.79%
YTD
0.53%
6M
1.02%
1Y
2.97%
3Y*
4.62%
5Y*
1.36%
10Y*
0.91%

VFEM.L

1D
1.96%
1M
-0.07%
YTD
10.41%
6M
11.41%
1Y
25.82%
3Y*
14.24%
5Y*
5.97%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLS.L vs. VFEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.53%5.26%2.65%4.19%-4.44%-1.68%1.48%1.05%0.14%-0.38%
VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
10.41%16.90%14.50%1.36%-7.39%0.09%11.19%15.14%-7.60%19.93%

Correlation

The correlation between IGLS.L and VFEM.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.13

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

-0.03

The correlation between IGLS.L and VFEM.L shifts across timeframes, from -0.03 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGLS.L vs. VFEM.L — Risk / Return Rank

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

IGLS.L
IGLS.L Risk / Return Rank: 4545
Overall Rank
IGLS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5353
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3737
Martin Ratio Rank

VFEM.L
VFEM.L Risk / Return Rank: 6262
Overall Rank
VFEM.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VFEM.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
VFEM.L Omega Ratio Rank: 6262
Omega Ratio Rank
VFEM.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFEM.L Martin Ratio Rank: 6060
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.

IGLS.L vs. VFEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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.


IGLS.LVFEM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

1.52

2.88

-1.37

Martin ratioReturn relative to average drawdown

5.12

9.32

-4.20

IGLS.L vs. VFEM.L - Sharpe Ratio Comparison

The current IGLS.L Sharpe Ratio is 1.49, which is comparable to the VFEM.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IGLS.L and VFEM.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

IGLS.L vs. VFEM.L - Drawdown Comparison

The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum VFEM.L drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for IGLS.L and VFEM.L.


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Drawdown Indicators


IGLS.LVFEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-32.13%

+22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-8.92%

+6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-14.68%

+12.73%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-19.58%

+10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

-25.90%

+16.36%

Current Drawdown

Current decline from peak

-0.38%

-2.67%

+2.29%

Average Drawdown

Average peak-to-trough decline

-1.19%

-8.58%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.76%

-2.18%

Volatility

IGLS.L vs. VFEM.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.66%, while Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) has a volatility of 5.13%. This indicates that IGLS.L experiences smaller price fluctuations and is considered to be less risky than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLS.LVFEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

5.13%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

11.41%

-9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

14.09%

-12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

15.51%

-12.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

17.49%

-15.31%

IGLS.L vs. VFEM.L - Expense Ratio Comparison

IGLS.L has a 0.07% expense ratio, which is lower than VFEM.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGLS.L vs. VFEM.L - Dividend Comparison

IGLS.L's dividend yield for the trailing twelve months is around 3.97%, more than VFEM.L's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.97%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%
VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
2.06%2.36%2.31%2.63%3.28%2.26%1.94%2.43%2.73%2.22%2.22%2.82%

Frequently Asked Questions


IGLS.L and VFEM.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.22% for VFEM.L.

IGLS.L is categorized as European Government Bonds, while VFEM.L is Emerging Markets Equities. IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while VFEM.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IGLS.L and 0.22% for VFEM.L.

Portfolio Optimizer

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