VBIL vs. IGSG.L
VBIL (Vanguard 0-3 Month Treasury Bill ETF) and IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) are both exchange-traded funds - VBIL is a Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index, while IGSG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past year, VBIL returned 3.93% vs 21.77% for IGSG.L. At a correlation of -0.08, they often move in opposite directions. VBIL charges 0.07%/yr vs 0.60%/yr for IGSG.L.
Performance
VBIL vs. IGSG.L - Performance Comparison
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Different Trading Currencies
VBIL is traded in USD, while IGSG.L is traded in GBp. To make them comparable, the IGSG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VBIL achieves a 1.62% return, which is significantly lower than IGSG.L's 8.20% return.
VBIL
- 1D
- 0.03%
- 1M
- 0.28%
- YTD
- 1.62%
- 6M
- 1.80%
- 1Y
- 3.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGSG.L
- 1D
- 1.22%
- 1M
- 3.26%
- YTD
- 8.20%
- 6M
- 9.43%
- 1Y
- 21.77%
- 3Y*
- 16.43%
- 5Y*
- 10.50%
- 10Y*
- 12.57%
VBIL vs. IGSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VBIL Vanguard 0-3 Month Treasury Bill ETF | 1.62% | 3.73% |
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 8.20% | 18.75% |
Correlation
The correlation between VBIL and IGSG.L is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.08 |
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Return for Risk
VBIL vs. IGSG.L — Risk / Return Rank
VBIL
IGSG.L
VBIL vs. IGSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 0-3 Month Treasury Bill ETF (VBIL) and iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VBIL | IGSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.30 | ||
| Sortino ratioReturn per unit of downside risk | +36.52 | ||
| Omega ratioGain probability vs. loss probability | 21.06 | 1.31 | +19.75 |
| Calmar ratioReturn relative to maximum drawdown | 42.54 | 2.21 | +40.32 |
| Martin ratioReturn relative to average drawdown | 531.57 | 8.57 | +523.00 |
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Drawdowns
VBIL vs. IGSG.L - Drawdown Comparison
The maximum VBIL drawdown since its inception was -0.09%, smaller than the maximum IGSG.L drawdown of -52.00%. Use the drawdown chart below to compare losses from any high point for VBIL and IGSG.L.
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Drawdown Indicators
| VBIL | IGSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.09% | -52.00% | +51.91% |
Max Drawdown (1Y)Largest decline over 1 year | -0.09% | -9.81% | +9.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.06% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -16.33% | +16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.52% | -2.51% |
Volatility
VBIL vs. IGSG.L - Volatility Comparison
The current volatility for Vanguard 0-3 Month Treasury Bill ETF (VBIL) is 0.05%, while iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) has a volatility of 3.62%. This indicates that VBIL experiences smaller price fluctuations and is considered to be less risky than IGSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBIL | IGSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 3.62% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 10.00% | -9.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.26% | 12.33% | -12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.30% | 20.51% | -20.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.30% | 18.44% | -18.14% |
VBIL vs. IGSG.L - Expense Ratio Comparison
VBIL has a 0.07% expense ratio, which is lower than IGSG.L's 0.60% expense ratio.
Dividends
VBIL vs. IGSG.L - Dividend Comparison
VBIL's dividend yield for the trailing twelve months is around 3.65%, while IGSG.L has not paid dividends to shareholders.
| 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
VBIL and IGSG.L have a correlation of -0.05, 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.
VBIL is categorized as Ultrashort Bond, while IGSG.L is Global Equities. VBIL tracks Bloomberg US Treasury Bills 0-3 Months Index, while IGSG.L tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VBIL and 0.60% for IGSG.L.
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