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V3AM.L vs. INXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3AM.L vs. INXG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) and iShares £ Index-Linked Gilts UCITS ETF (INXG.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, V3AM.L achieves a 12.15% return, which is significantly higher than INXG.L's 0.04% return.


V3AM.L

1D
0.02%
1M
6.38%
YTD
12.15%
6M
12.78%
1Y
30.64%
3Y*
17.82%
5Y*
11.49%
10Y*

INXG.L

1D
0.44%
1M
1.08%
YTD
0.04%
6M
-0.73%
1Y
3.31%
3Y*
-0.63%
5Y*
-8.26%
10Y*
-1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3AM.L vs. INXG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing
12.15%12.40%19.59%18.06%-13.39%17.05%
INXG.L
iShares £ Index-Linked Gilts UCITS ETF
0.04%1.10%-8.66%0.16%-34.27%8.06%

Correlation

The correlation between V3AM.L and INXG.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.15

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

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.05

The correlation between V3AM.L and INXG.L shifts across timeframes, from 0.05 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

V3AM.L vs. INXG.L — Risk / Return Rank

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

V3AM.L
V3AM.L Risk / Return Rank: 8181
Overall Rank
V3AM.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
V3AM.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
V3AM.L Omega Ratio Rank: 8585
Omega Ratio Rank
V3AM.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
V3AM.L Martin Ratio Rank: 7979
Martin Ratio Rank

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

V3AM.L vs. INXG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) and iShares £ Index-Linked Gilts UCITS ETF (INXG.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.


V3AM.LINXG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.21

Omega ratioGain probability vs. loss probability

1.50

1.06

+0.44

Calmar ratioReturn relative to maximum drawdown

3.73

0.50

+3.23

Martin ratioReturn relative to average drawdown

15.11

1.08

+14.03

V3AM.L vs. INXG.L - Sharpe Ratio Comparison

The current V3AM.L Sharpe Ratio is 2.67, which is higher than the INXG.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of V3AM.L and INXG.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


V3AM.LINXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

0.33

+2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

-0.41

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

-0.71

+1.59

Drawdowns

V3AM.L vs. INXG.L - Drawdown Comparison

The maximum V3AM.L drawdown since its inception was -19.25%, smaller than the maximum INXG.L drawdown of -99.05%. Use the drawdown chart below to compare losses from any high point for V3AM.L and INXG.L.


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Drawdown Indicators


V3AM.LINXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-99.05%

+79.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-6.62%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-15.04%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-50.87%

+31.62%

Max Drawdown (10Y)

Largest decline over 10 years

-50.87%

Current Drawdown

Current decline from peak

-0.57%

-98.31%

+97.74%

Average Drawdown

Average peak-to-trough decline

-4.85%

-97.27%

+92.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.06%

-1.04%

Volatility

V3AM.L vs. INXG.L - Volatility Comparison

Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) and iShares £ Index-Linked Gilts UCITS ETF (INXG.L) have volatilities of 3.51% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3AM.LINXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.49%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

7.26%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

9.89%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

20.07%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

17.47%

-3.88%

V3AM.L vs. INXG.L - Expense Ratio Comparison

V3AM.L has a 0.24% expense ratio, which is higher than INXG.L'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%.


Dividends

V3AM.L vs. INXG.L - Dividend Comparison

V3AM.L's dividend yield for the trailing twelve months is around 1.09%, less than INXG.L's 7.56% yield.


PositionTTM20252024202320222021202020192018201720162015
INXG.L
iShares £ Index-Linked Gilts UCITS ETF
7.56%7.23%5.77%0.43%0.00%0.00%0.61%1.36%1.95%1.28%0.65%1.94%
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing
1.09%1.23%1.28%1.45%1.70%0.92%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


V3AM.L and INXG.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, INXG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

INXG.L is cheaper with a 0.10% expense ratio, compared with 0.24% for V3AM.L.

V3AM.L is categorized as Global Equities, while INXG.L is Government Bonds. V3AM.L tracks MSCI ACWI NR USD, while INXG.L tracks Bloomberg UK Government Inflation-Linked Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.24% for V3AM.L and 0.10% for INXG.L.

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