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EGLN.L vs. SEGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. SEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EGLN.L achieves a 2.32% return, which is significantly higher than SEGA.L's -0.22% return. Over the past 10 years, EGLN.L has outperformed SEGA.L with an annualized return of 11.21%, while SEGA.L has yielded a comparatively lower -0.39% annualized return.


EGLN.L

1D
-0.30%
1M
-6.16%
YTD
2.32%
6M
3.98%
1Y
28.23%
3Y*
27.04%
5Y*
19.18%
10Y*
11.21%

SEGA.L

1D
0.00%
1M
-0.16%
YTD
-0.22%
6M
0.39%
1Y
-0.07%
3Y*
2.26%
5Y*
-2.38%
10Y*
-0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EGLN.L
iShares Physical Gold ETC
2.32%46.01%34.32%9.37%6.00%3.85%13.68%20.59%3.38%-0.47%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-0.22%0.36%1.74%6.98%-18.14%-3.98%4.68%7.91%0.37%-0.62%

Correlation

The correlation between EGLN.L and SEGA.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.18

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

0.22

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

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2011

0.17

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Return for Risk

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

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

EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4242
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3131
Martin Ratio Rank

SEGA.L
SEGA.L Risk / Return Rank: 1616
Overall Rank
SEGA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1616
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.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.


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

+1.23

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.24

1.00

+0.24

Calmar ratioReturn relative to maximum drawdown

1.63

-0.02

+1.65

Martin ratioReturn relative to average drawdown

4.17

-0.05

+4.22

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

The current EGLN.L Sharpe Ratio is 1.21, which is higher than the SEGA.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of EGLN.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.


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Sharpe Ratios by Period


EGLN.LSEGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.02

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

-0.34

+1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

-0.06

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.16

+0.21

Drawdowns

EGLN.L vs. SEGA.L - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than SEGA.L's maximum drawdown of -23.00%. Use the drawdown chart below to compare losses from any high point for EGLN.L and SEGA.L.


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Drawdown Indicators


EGLN.LSEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-23.00%

-24.44%

Max Drawdown (1Y)

Largest decline over 1 year

-17.24%

-3.69%

-13.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-4.32%

-12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-21.84%

+4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-23.00%

-3.21%

Current Drawdown

Current decline from peak

-17.24%

-14.57%

-2.67%

Average Drawdown

Average peak-to-trough decline

-22.54%

-6.64%

-15.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

1.44%

+5.31%

Volatility

EGLN.L vs. SEGA.L - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.12% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) at 1.45%. This indicates that EGLN.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.


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Volatility by Period


EGLN.LSEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

1.45%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

3.66%

+16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

4.49%

+18.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

6.99%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

6.56%

+9.38%

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

EGLN.L has a 0.25% 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

EGLN.L vs. SEGA.L - Dividend Comparison

EGLN.L has not paid dividends to shareholders, while SEGA.L's dividend yield for the trailing twelve months is around 2.50%.


PositionTTM20252024202320222021202020192018201720162015
EGLN.L
iShares Physical Gold ETC
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)
2.50%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


EGLN.L and SEGA.L have a correlation of 0.25, 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 0.25% for EGLN.L.

EGLN.L is categorized as Gold, while SEGA.L is European Government Bonds. EGLN.L tracks LBMA Gold Price, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. Their fees differ too: 0.25% for EGLN.L and 0.09% for SEGA.L.

Portfolio Optimizer

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