IGLT.L vs. VWRP.L
IGLT.L (iShares Core UK Gilts UCITS ETF) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - IGLT.L is a Government Bonds fund tracking the FTSE Actuaries UK Conventional Gilts All Stocks Index, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, IGLT.L returned -4.26%/yr vs 12.46%/yr for VWRP.L. At a correlation of -0.00, they often move in opposite directions. IGLT.L charges 0.07%/yr vs 0.22%/yr for VWRP.L.
Performance
IGLT.L vs. VWRP.L - Performance Comparison
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Returns By Period
In the year-to-date period, IGLT.L achieves a -0.84% return, which is significantly lower than VWRP.L's 11.92% 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%
VWRP.L
- 1D
- -0.03%
- 1M
- 5.32%
- YTD
- 11.92%
- 6M
- 12.40%
- 1Y
- 29.91%
- 3Y*
- 17.99%
- 5Y*
- 12.46%
- 10Y*
- —
IGLT.L vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGLT.L iShares Core UK Gilts UCITS ETF | -0.84% | 4.69% | -3.33% | 3.56% | -23.71% | -5.03% | 8.08% | 0.51% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 11.92% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
Correlation
The correlation between IGLT.L and VWRP.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | -0.00 |
The correlation between IGLT.L and VWRP.L shifts across timeframes, from -0.00 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGLT.L vs. VWRP.L — Risk / Return Rank
IGLT.L
VWRP.L
IGLT.L vs. VWRP.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 FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.L | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.55 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 4.20 | -3.80 |
| Martin ratioReturn relative to average drawdown | 1.07 | 17.06 | -16.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLT.L | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 2.87 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.97 | -1.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.82 | -0.54 |
Drawdowns
IGLT.L vs. VWRP.L - Drawdown Comparison
The maximum IGLT.L drawdown since its inception was -35.52%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for IGLT.L and VWRP.L.
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Drawdown Indicators
| IGLT.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.52% | -25.10% | -10.42% |
Max Drawdown (1Y)Largest decline over 1 year | -5.24% | -7.10% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -6.97% | -17.64% | +10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.49% | -17.64% | -15.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.52% | — | — |
Current DrawdownCurrent decline from peak | -25.96% | -0.46% | -25.50% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -3.39% | -4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.75% | +0.22% |
Volatility
IGLT.L vs. VWRP.L - Volatility Comparison
The current volatility for iShares Core UK Gilts UCITS ETF (IGLT.L) is 2.31%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 2.95%. This indicates that IGLT.L experiences smaller price fluctuations and is considered to be less risky than VWRP.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.L | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 2.95% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 7.68% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 10.37% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.02% | 12.87% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.02% | 14.96% | -5.94% |
IGLT.L vs. VWRP.L - Expense Ratio Comparison
IGLT.L has a 0.07% expense ratio, which is lower than VWRP.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
IGLT.L vs. VWRP.L - Dividend Comparison
IGLT.L's dividend yield for the trailing twelve months is around 4.50%, while VWRP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 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
IGLT.L and VWRP.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLT.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLT.L is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRP.L.
IGLT.L is categorized as Government Bonds, while VWRP.L is Global Equities. IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IGLT.L and 0.22% for VWRP.L.
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