I cannot speak for the compact or sub-compact versions of these pistols, but I've owned both the G-21 and Sig P220. I would have to agree with DaveT and JTDuncan in saying the G-21 has less perceived recoil than the Sig P220. That is not to say that the P220 is hard to control, just more so than the G-21.
I have yet to try Sigs new ST model, as my experience has been with the alloy framed P220. I have also owned the P229 which has a steel frame. The added weight helped in the recoil department. However, the P229 had more muzzle flip than my Steyr M-40, which like the Glock has a polymer frame and low bore axis.
Of course, these are all just my subjective experiences.
JJCII