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BBEG.DE vs. SECD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEG.DE vs. SECD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) and iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBEG.DE achieves a 0.14% return, which is significantly higher than SECD.DE's 0.13% return.


BBEG.DE

1D
0.09%
1M
-0.04%
YTD
0.14%
6M
0.14%
1Y
0.29%
3Y*
2.32%
5Y*
-2.32%
10Y*

SECD.DE

1D
0.11%
1M
-0.05%
YTD
0.13%
6M
0.20%
1Y
0.36%
3Y*
2.34%
5Y*
-2.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEG.DE vs. SECD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BBEG.DE
JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)
0.14%0.60%1.39%6.92%-18.49%-3.37%1.07%
SECD.DE
iShares Euro Government Bond Climate UCITS ETF EUR Dist
0.13%0.63%1.57%6.94%-18.16%-3.30%1.19%

Correlation

The correlation between BBEG.DE and SECD.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2020

0.99

The correlation between BBEG.DE and SECD.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

BBEG.DE vs. SECD.DE — Risk / Return Rank

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

BBEG.DE
BBEG.DE Risk / Return Rank: 99
Overall Rank
BBEG.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BBEG.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
BBEG.DE Omega Ratio Rank: 88
Omega Ratio Rank
BBEG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
BBEG.DE Martin Ratio Rank: 99
Martin Ratio Rank

SECD.DE
SECD.DE Risk / Return Rank: 99
Overall Rank
SECD.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SECD.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SECD.DE Omega Ratio Rank: 88
Omega Ratio Rank
SECD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SECD.DE Martin Ratio Rank: 99
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.

BBEG.DE vs. SECD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) and iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE). 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.


BBEG.DESECD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.00

1.00

0.00

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.01

-0.02

Martin ratioReturn relative to average drawdown

-0.06

-0.02

-0.04

BBEG.DE vs. SECD.DE - Sharpe Ratio Comparison

The current BBEG.DE Sharpe Ratio is -0.02, which is lower than the SECD.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BBEG.DE and SECD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBEG.DESECD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.01

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.34

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.38

+0.24

Drawdowns

BBEG.DE vs. SECD.DE - Drawdown Comparison

The maximum BBEG.DE drawdown since its inception was -22.76%, roughly equal to the maximum SECD.DE drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for BBEG.DE and SECD.DE.


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Drawdown Indicators


BBEG.DESECD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.76%

-22.04%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.41%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-3.96%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-21.21%

-0.62%

Current Drawdown

Current decline from peak

-14.39%

-13.67%

-0.72%

Average Drawdown

Average peak-to-trough decline

-10.84%

-12.64%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.33%

+0.05%

Volatility

BBEG.DE vs. SECD.DE - Volatility Comparison

The current volatility for JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) is 1.69%, while iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE) has a volatility of 1.78%. This indicates that BBEG.DE experiences smaller price fluctuations and is considered to be less risky than SECD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEG.DESECD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.78%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

3.63%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.34%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

6.28%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

6.02%

-0.04%

BBEG.DE vs. SECD.DE - Expense Ratio Comparison

BBEG.DE has a 0.10% expense ratio, which is higher than SECD.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBEG.DE vs. SECD.DE - Dividend Comparison

BBEG.DE has not paid dividends to shareholders, while SECD.DE's dividend yield for the trailing twelve months is around 2.71%.


Frequently Asked Questions


With a correlation of 0.98, BBEG.DE and SECD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SECD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SECD.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for BBEG.DE.

BBEG.DE tracks JP Morgan EMU Government Bond, while SECD.DE tracks FTSE Advanced Climate Risk-Adjusted European Monetary Union Government Bond. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.10% for BBEG.DE and 0.09% for SECD.DE.

Portfolio Optimizer

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