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VAGS.L vs. IGLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGS.L vs. IGLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) and iShares Global Govt Bond UCITS Acc (IGLA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VAGS.L achieves a 0.19% return, which is significantly higher than IGLA.L's -0.93% return.


VAGS.L

1D
0.14%
1M
0.45%
YTD
0.19%
6M
0.45%
1Y
3.13%
3Y*
3.76%
5Y*
-0.25%
10Y*

IGLA.L

1D
0.19%
1M
0.86%
YTD
-0.93%
6M
-1.80%
1Y
1.03%
3Y*
-1.09%
5Y*
-2.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGS.L vs. IGLA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
0.19%4.96%2.39%5.94%-13.72%-2.14%5.52%2.06%
IGLA.L
iShares Global Govt Bond UCITS Acc
-0.93%-1.46%-1.28%-1.21%-8.02%-5.97%6.24%-4.14%

Correlation

The correlation between VAGS.L and IGLA.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.52

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2019

0.45

The correlation between VAGS.L and IGLA.L shifts across timeframes, from 0.40 (1 year) to 0.52 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VAGS.L vs. IGLA.L — Risk / Return Rank

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

VAGS.L
VAGS.L Risk / Return Rank: 2525
Overall Rank
VAGS.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VAGS.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
VAGS.L Omega Ratio Rank: 2323
Omega Ratio Rank
VAGS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VAGS.L Martin Ratio Rank: 2626
Martin Ratio Rank

IGLA.L
IGLA.L Risk / Return Rank: 99
Overall Rank
IGLA.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IGLA.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IGLA.L Omega Ratio Rank: 88
Omega Ratio Rank
IGLA.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IGLA.L Martin Ratio Rank: 99
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.

VAGS.L vs. IGLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) and iShares Global Govt Bond UCITS Acc (IGLA.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.


VAGS.LIGLA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.15

1.03

+0.12

Calmar ratioReturn relative to maximum drawdown

1.17

0.20

+0.96

Martin ratioReturn relative to average drawdown

3.41

0.40

+3.02

VAGS.L vs. IGLA.L - Sharpe Ratio Comparison

The current VAGS.L Sharpe Ratio is 0.89, which is higher than the IGLA.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of VAGS.L and IGLA.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


VAGS.LIGLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.17

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.28

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.10

+0.22

Drawdowns

VAGS.L vs. IGLA.L - Drawdown Comparison

The maximum VAGS.L drawdown since its inception was -17.99%, smaller than the maximum IGLA.L drawdown of -25.17%. Use the drawdown chart below to compare losses from any high point for VAGS.L and IGLA.L.


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Drawdown Indicators


VAGS.LIGLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.99%

-25.17%

+7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-5.04%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-3.93%

-6.12%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

-17.06%

-0.54%

Current Drawdown

Current decline from peak

-3.70%

-23.63%

+19.93%

Average Drawdown

Average peak-to-trough decline

-6.65%

-13.55%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.60%

-1.69%

Volatility

VAGS.L vs. IGLA.L - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) is 1.44%, while iShares Global Govt Bond UCITS Acc (IGLA.L) has a volatility of 2.02%. This indicates that VAGS.L experiences smaller price fluctuations and is considered to be less risky than IGLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGS.LIGLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

2.02%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

4.90%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

6.13%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

8.23%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

8.47%

-3.90%

VAGS.L vs. IGLA.L - Expense Ratio Comparison

VAGS.L has a 0.10% expense ratio, which is lower than IGLA.L's 0.20% 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

VAGS.L vs. IGLA.L - Dividend Comparison

Neither VAGS.L nor IGLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VAGS.L and IGLA.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VAGS.L is cheaper with a 0.10% expense ratio, compared with 0.20% for IGLA.L.

VAGS.L tracks Bloomberg Global Aggregate TR Hdg GBP, while IGLA.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VAGS.L and 0.20% for IGLA.L.

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