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IGLT.L vs. VGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLT.L vs. VGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core UK Gilts UCITS ETF (IGLT.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.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, IGLT.L achieves a -0.84% return, which is significantly higher than VGOV.L's -1.28% return. Over the past 10 years, IGLT.L has outperformed VGOV.L with an annualized return of -0.90%, while VGOV.L has yielded a comparatively lower -1.29% annualized return.


IGLT.L

1D
0.21%
1M
1.42%
YTD
-0.84%
6M
-1.14%
1Y
2.10%
3Y*
2.44%
5Y*
-4.26%
10Y*
-0.90%

VGOV.L

1D
0.28%
1M
1.61%
YTD
-1.28%
6M
-1.26%
1Y
2.08%
3Y*
2.10%
5Y*
-5.33%
10Y*
-1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLT.L vs. VGOV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLT.L
iShares Core UK Gilts UCITS ETF
-0.84%4.69%-3.33%3.56%-23.71%-5.03%8.08%6.70%0.53%1.39%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-1.28%4.78%-4.30%3.32%-27.01%-5.37%9.32%7.65%0.35%1.90%

Correlation

The correlation between IGLT.L and VGOV.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since May 24, 2012

0.93

The correlation between IGLT.L and VGOV.L has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

IGLT.L vs. VGOV.L — Risk / Return Rank

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

IGLT.L
IGLT.L Risk / Return Rank: 1414
Overall Rank
IGLT.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1313
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1414
Martin Ratio Rank

VGOV.L
VGOV.L Risk / Return Rank: 1313
Overall Rank
VGOV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VGOV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGOV.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGOV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGOV.L Martin Ratio Rank: 1414
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.

IGLT.L vs. VGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (IGLT.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.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.


IGLT.LVGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.40

0.36

+0.04

Martin ratioReturn relative to average drawdown

1.07

0.96

+0.10

IGLT.L vs. VGOV.L - Sharpe Ratio Comparison

The current IGLT.L Sharpe Ratio is 0.35, which is comparable to the VGOV.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IGLT.L and VGOV.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


IGLT.LVGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.32

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.47

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

-0.13

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.03

+0.24

Drawdowns

IGLT.L vs. VGOV.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.52%, smaller than the maximum VGOV.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for IGLT.L and VGOV.L.


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Drawdown Indicators


IGLT.LVGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-39.28%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-5.74%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-7.98%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-37.38%

+3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-39.28%

+3.76%

Current Drawdown

Current decline from peak

-25.96%

-30.74%

+4.78%

Average Drawdown

Average peak-to-trough decline

-8.26%

-12.39%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.16%

-0.19%

Volatility

IGLT.L vs. VGOV.L - Volatility Comparison

The current volatility for iShares Core UK Gilts UCITS ETF (IGLT.L) is 2.31%, while Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) has a volatility of 2.69%. This indicates that IGLT.L experiences smaller price fluctuations and is considered to be less risky than VGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLT.LVGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

2.69%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

5.24%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

6.47%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

11.44%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.02%

10.15%

-1.13%

IGLT.L vs. VGOV.L - Expense Ratio Comparison

Both IGLT.L and VGOV.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGLT.L vs. VGOV.L - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.50%, less than VGOV.L's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLT.L
iShares Core UK Gilts UCITS ETF
4.50%4.26%3.69%2.40%1.32%0.79%0.95%1.25%1.31%1.30%1.88%2.05%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
4.61%4.51%4.14%3.16%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%

Frequently Asked Questions


With a correlation of 0.96, IGLT.L and VGOV.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGLT.L and VGOV.L have the same expense ratio: 0.07% per year.

IGLT.L is categorized as Government Bonds, while VGOV.L is European Government Bonds. IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index, while VGOV.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

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