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

Performance

VAGU.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 USD Hedged Accumulating (VAGU.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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VAGU.L vs. IGLA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGU.L
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating
-0.37%4.94%2.73%6.90%-12.61%-2.00%5.90%2.39%
IGLA.L
iShares Global Govt Bond UCITS Acc
-1.23%6.09%-2.98%3.99%-17.80%-6.85%9.45%0.05%

Returns By Period

In the year-to-date period, VAGU.L achieves a -0.37% return, which is significantly higher than IGLA.L's -1.23% return.


VAGU.L

1D
0.02%
1M
-1.61%
YTD
-0.37%
6M
0.32%
1Y
3.09%
3Y*
3.77%
5Y*
0.19%
10Y*

IGLA.L

1D
0.48%
1M
-1.96%
YTD
-1.23%
6M
-1.43%
1Y
2.25%
3Y*
0.87%
5Y*
-3.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

VAGU.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%.


Return for Risk

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

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

VAGU.L
VAGU.L Risk / Return Rank: 4040
Overall Rank
VAGU.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VAGU.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
VAGU.L Omega Ratio Rank: 3535
Omega Ratio Rank
VAGU.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
VAGU.L Martin Ratio Rank: 4343
Martin Ratio Rank

IGLA.L
IGLA.L Risk / Return Rank: 2222
Overall Rank
IGLA.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IGLA.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IGLA.L Omega Ratio Rank: 1919
Omega Ratio Rank
IGLA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGLA.L Martin Ratio Rank: 2424
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.

VAGU.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 USD Hedged Accumulating (VAGU.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.


VAGU.LIGLA.LDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.38

+0.42

Sortino ratio

Return per unit of downside risk

1.14

0.60

+0.54

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

1.24

0.59

+0.65

Martin ratio

Return relative to average drawdown

4.23

1.68

+2.55

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

The current VAGU.L Sharpe Ratio is 0.80, which is higher than the IGLA.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VAGU.L and IGLA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VAGU.LIGLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.38

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.42

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.10

+0.30

Correlation

The correlation between VAGU.L and IGLA.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VAGU.L vs. IGLA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VAGU.L vs. IGLA.L - Drawdown Comparison

The maximum VAGU.L drawdown since its inception was -17.42%, smaller than the maximum IGLA.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for VAGU.L and IGLA.L.


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Drawdown Indicators


VAGU.LIGLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-28.01%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-3.82%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

-25.86%

+8.76%

Current Drawdown

Current decline from peak

-2.10%

-19.10%

+17.00%

Average Drawdown

Average peak-to-trough decline

-5.63%

-11.76%

+6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.34%

-0.57%

Volatility

VAGU.L vs. IGLA.L - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) is 1.30%, while iShares Global Govt Bond UCITS Acc (IGLA.L) has a volatility of 2.01%. This indicates that VAGU.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


VAGU.LIGLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

2.01%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

3.56%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

5.88%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

7.15%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

6.74%

-2.01%