I carried a 239 in an Ankle Glove for a bunch of years. It necessitated my using it with a boot to keep it off my ankle bone (never tried the calf strap) but it worked pretty well. It was submerged on several occasions, been in a bunch of foot pursuits and scraps, etc... and I never lost it or its contents. I figure if it works as designed with a heavy pig like the Sig, it'd work fine with pretty much anything.
I also have the cheaper version, all neoprene Galco angle rig for a j-frame and while I initially questioned the integrity/durability, for a smaller, lighter gun, it worked just fine too. I'd probably spring for the Ankle Glove regardless of the pistol, if I were to do it again now, but I mentioned it b/c it's a much less expensive option.
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