finish the game on normal or hard then start a new game+ go to R&D lab and buy sigma blade on zero tab.
if you don't have enough metals you can farm on trilobyte stage( i recommend going with axl and the optic sunflower weapon), after acquiring the sigma blade just go in any stage and kill any enemy and there you have it.
note: alternately you can use cheat code to unlock sigma blade without finishing the game, just at the title screen where it says "press start" press: L3, L3, R3, L3, L3, R3, L3, L3, R3, L3, L3, R3 if you hear "megaman X8" after you put the code you know you did right.
reminder: the code only works playing on normal or hard.