IGSG.L vs. VBIL
IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and VBIL (Vanguard 0-3 Month Treasury Bill ETF) are both exchange-traded funds - IGSG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VBIL is a Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Both are passively managed. Over the past year, IGSG.L returned 24.21% vs 5.74% for VBIL. At a 0.06 correlation, their price movements are largely independent. IGSG.L charges 0.60%/yr vs 0.07%/yr for VBIL.
Performance
IGSG.L vs. VBIL - Performance Comparison
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Different Trading Currencies
IGSG.L is traded in GBp, while VBIL is traded in USD. To make them comparable, the VBIL values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGSG.L achieves a 9.09% return, which is significantly higher than VBIL's 2.54% return.
IGSG.L
- 1D
- 0.37%
- 1M
- 4.29%
- YTD
- 9.09%
- 6M
- 9.86%
- 1Y
- 24.21%
- 3Y*
- 14.94%
- 5Y*
- 11.83%
- 10Y*
- 13.10%
VBIL
- 1D
- 0.64%
- 1M
- 2.22%
- YTD
- 2.54%
- 6M
- 1.72%
- 1Y
- 5.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGSG.L vs. VBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 9.09% | 9.40% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 2.54% | -4.20% |
Correlation
The correlation between IGSG.L and VBIL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2025 | 0.06 |
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Return for Risk
IGSG.L vs. VBIL — Risk / Return Rank
IGSG.L
VBIL
IGSG.L vs. VBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.
| IGSG.L | VBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 1.12 | +1.86 |
| Martin ratioReturn relative to average drawdown | 11.52 | 3.02 | +8.49 |
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
| IGSG.L | VBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.87 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | -0.19 | +0.93 |
Drawdowns
IGSG.L vs. VBIL - Drawdown Comparison
The maximum IGSG.L drawdown since its inception was -24.74%, which is greater than VBIL's maximum drawdown of -8.01%. Use the drawdown chart below to compare losses from any high point for IGSG.L and VBIL.
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Drawdown Indicators
| IGSG.L | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -8.01% | -16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -5.16% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.74% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.76% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -4.23% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.90% | +0.22% |
Volatility
IGSG.L vs. VBIL - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) has a higher volatility of 2.92% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 1.79%. This indicates that IGSG.L's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGSG.L | VBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 1.79% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 4.92% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 6.64% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.65% | 7.14% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 7.14% | +7.00% |
IGSG.L vs. VBIL - Expense Ratio Comparison
IGSG.L has a 0.60% expense ratio, which is higher than VBIL's 0.07% expense ratio.
Dividends
IGSG.L vs. VBIL - Dividend Comparison
IGSG.L has not paid dividends to shareholders, while VBIL's dividend yield for the trailing twelve months is around 3.65%.
| Position | TTM | 2025 |
|---|---|---|
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 0.00% | 0.00% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 3.65% | 3.12% |
Frequently Asked Questions
IGSG.L and VBIL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VBIL is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VBIL is cheaper with a 0.07% expense ratio, compared with 0.60% for IGSG.L.
IGSG.L is categorized as Global Equities, while VBIL is Ultrashort Bond. IGSG.L tracks MSCI ACWI NR USD, while VBIL tracks Bloomberg US Treasury Bills 0-3 Months Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for IGSG.L and 0.07% for VBIL.
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