SGLO.L vs. VDC

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Vanguard Consumer Staples ETF (VDC).

SGLO.L and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLO.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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both SGLO.L and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SGLO.L vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

SGLO.L vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGLO.L iShares Global Government Bond UCITS ETF USD (Dist)	0.76%	0.31%	-1.33%	-1.35%	-7.72%	-5.44%	5.97%	2.82%	5.56%	-3.12%
VDC Vanguard Consumer Staples ETF	8.25%	-5.11%	15.28%	-2.73%	9.89%	18.75%	7.60%	21.31%	-2.33%	2.17%

Different Trading Currencies

SGLO.L is traded in GBP, while VDC is traded in USD. To make them comparable, the VDC values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGLO.L achieves a 0.76% return, which is significantly lower than VDC's 8.25% return. Over the past 10 years, SGLO.L has underperformed VDC with an annualized return of 0.48%, while VDC has yielded a comparatively higher 8.45% annualized return.

SGLO.L

• 1D: 0.12%
• 1M: -1.25%
• YTD: 0.76%
• 6M: 0.73%
• 1Y: 0.61%
• 3Y*: -0.68%
• 5Y*: -1.69%
• 10Y*: 0.48%

VDC

• 1D: -0.61%
• 1M: -5.56%
• YTD: 8.25%
• 6M: 7.89%
• 1Y: 1.52%
• 3Y*: 5.00%
• 5Y*: 8.17%
• 10Y*: 8.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLO.L vs. VDC - Expense Ratio Comparison

SGLO.L has a 0.20% expense ratio, which is higher than VDC's 0.10% 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%.

SGLO.L

iShares Global Government Bond UCITS ETF USD (Dist)

VDC

Vanguard Consumer Staples ETF

Return for Risk

SGLO.L vs. VDC — Risk / Return Rank

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

SGLO.L

SGLO.L Risk / Return Rank: 13
SGLO.L Sharpe Ratio Rank: 15
SGLO.L Sortino Ratio Rank: 13
SGLO.L Omega Ratio Rank: 12
SGLO.L Calmar Ratio Rank: 14
SGLO.L Martin Ratio Rank: 13

VDC

VDC Risk / Return Rank: 20
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 23
VDC Martin Ratio Rank: 20

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.

SGLO.L vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Vanguard Consumer Staples ETF (VDC). 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.

	SGLO.L	VDC	Difference
Sharpe ratio Return per unit of total volatility	0.13	0.11	+0.02
Sortino ratio Return per unit of downside risk	0.24	0.27	-0.02
Omega ratio Gain probability vs. loss probability	1.03	1.03	0.00
Calmar ratio Return relative to maximum drawdown	0.12	0.22	-0.10
Martin ratio Return relative to average drawdown	0.21	0.45	-0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGLO.L vs. VDC - Sharpe Ratio Comparison

The current SGLO.L Sharpe Ratio is 0.13, which is comparable to the VDC Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SGLO.L and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SGLO.L	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	0.11	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.23	0.62	-0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.54	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.74	-0.54

Correlation

The correlation between SGLO.L and VDC is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SGLO.L vs. VDC - Dividend Comparison

SGLO.L's dividend yield for the trailing twelve months is around 4.10%, more than VDC's 2.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGLO.L iShares Global Government Bond UCITS ETF USD (Dist)	4.10%	3.86%	3.15%	1.87%	0.95%	0.85%	1.35%	1.60%	1.37%	1.26%	1.34%	0.89%
VDC Vanguard Consumer Staples ETF	2.15%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Drawdowns

SGLO.L vs. VDC - Drawdown Comparison

The maximum SGLO.L drawdown since its inception was -25.55%, which is greater than VDC's maximum drawdown of -19.87%. Use the drawdown chart below to compare losses from any high point for SGLO.L and VDC.

Drawdown Indicators

	SGLO.L	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-25.55%	-34.24%	+8.69%
Max Drawdown (1Y) Largest decline over 1 year	-5.13%	-9.28%	+4.15%
Max Drawdown (5Y) Largest decline over 5 years	-16.48%	-16.55%	+0.07%
Max Drawdown (10Y) Largest decline over 10 years	-25.55%	-25.31%	-0.24%
Current Drawdown Current decline from peak	-21.62%	-7.87%	-13.75%
Average Drawdown Average peak-to-trough decline	-9.96%	-3.71%	-6.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	3.76%	-0.80%

Volatility

SGLO.L vs. VDC - Volatility Comparison

The current volatility for iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) is 1.61%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.47%. This indicates that SGLO.L experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGLO.L	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.61%	4.47%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	3.93%	9.70%	-5.77%
Volatility (1Y) Calculated over the trailing 1-year period	5.73%	14.18%	-8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.51%	13.23%	-5.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.85%	15.83%	-6.98%