PortfoliosLab logoPortfoliosLab logo
CPXJ.L vs. SEGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPXJ.L vs. SEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) and iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CPXJ.L is traded in USD, while SEGA.L is traded in GBP. To make them comparable, the SEGA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPXJ.L achieves a 7.67% return, which is significantly higher than SEGA.L's -1.99% return. Over the past 10 years, CPXJ.L has outperformed SEGA.L with an annualized return of 7.77%, while SEGA.L has yielded a comparatively lower -0.15% annualized return.


CPXJ.L

1D
-0.54%
1M
-0.93%
YTD
7.67%
6M
8.67%
1Y
16.44%
3Y*
11.86%
5Y*
5.30%
10Y*
7.77%

SEGA.L

1D
-0.26%
1M
-0.32%
YTD
-1.99%
6M
-1.23%
1Y
0.09%
3Y*
4.09%
5Y*
-2.87%
10Y*
-0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPXJ.L vs. SEGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc
7.67%20.05%5.35%5.87%-5.98%4.27%6.80%18.07%-10.72%26.08%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-1.99%13.88%-4.56%10.28%-22.92%-10.66%14.08%5.52%-4.13%13.31%

Correlation

The correlation between CPXJ.L and SEGA.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.40

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

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2010

0.21

Over the past year, CPXJ.L and SEGA.L have become more correlated (0.48) than their long-term average of 0.21, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CPXJ.L vs. SEGA.L — Risk / Return Rank

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

CPXJ.L
CPXJ.L Risk / Return Rank: 3737
Overall Rank
CPXJ.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CPXJ.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPXJ.L Omega Ratio Rank: 3434
Omega Ratio Rank
CPXJ.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
CPXJ.L Martin Ratio Rank: 3838
Martin Ratio Rank

SEGA.L
SEGA.L Risk / Return Rank: 1313
Overall Rank
SEGA.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1212
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1313
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.

CPXJ.L vs. SEGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) and iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.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.


CPXJ.LSEGA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.22

1.01

+0.21

Calmar ratioReturn relative to maximum drawdown

1.96

0.03

+1.93

Martin ratioReturn relative to average drawdown

5.79

0.08

+5.71

CPXJ.L vs. SEGA.L - Sharpe Ratio Comparison

The current CPXJ.L Sharpe Ratio is 1.20, which is higher than the SEGA.L Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CPXJ.L and SEGA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CPXJ.L vs. SEGA.L - Drawdown Comparison

The maximum CPXJ.L drawdown since its inception was -38.92%, roughly equal to the maximum SEGA.L drawdown of -38.19%. Use the drawdown chart below to compare losses from any high point for CPXJ.L and SEGA.L.


Loading charts...

Drawdown Indicators


CPXJ.LSEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.92%

-38.19%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-6.42%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-10.11%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

-35.16%

+10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-38.92%

-38.19%

-0.73%

Current Drawdown

Current decline from peak

-4.12%

-19.50%

+15.38%

Average Drawdown

Average peak-to-trough decline

-8.34%

-11.45%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.58%

+0.30%

Volatility

CPXJ.L vs. SEGA.L - Volatility Comparison

iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) has a higher volatility of 4.89% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) at 2.28%. This indicates that CPXJ.L's price experiences larger fluctuations and is considered to be riskier than SEGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CPXJ.LSEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.28%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

6.54%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

8.35%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

10.45%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

9.58%

+8.43%

CPXJ.L vs. SEGA.L - Expense Ratio Comparison

CPXJ.L has a 0.20% expense ratio, which is higher than SEGA.L'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

CPXJ.L vs. SEGA.L - Dividend Comparison

CPXJ.L has not paid dividends to shareholders, while SEGA.L's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM20252024202320222021202020192018201720162015
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
2.48%2.25%1.82%0.97%0.26%0.25%0.45%0.68%0.65%0.69%0.86%0.60%

Frequently Asked Questions


CPXJ.L and SEGA.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SEGA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for CPXJ.L.

CPXJ.L is categorized as Asia Pacific Equities, while SEGA.L is European Government Bonds. CPXJ.L tracks MSCI Pacific Ex Japan NR USD, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. Their fees differ too: 0.20% for CPXJ.L and 0.09% for SEGA.L.

Portfolio Optimizer

Find the right allocation for CPXJ.L and SEGA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer