EGLN.L vs. SEGA.L
EGLN.L (iShares Physical Gold ETC) and SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while SEGA.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 10 years, EGLN.L returned 11.21%/yr vs -0.39%/yr for SEGA.L. At a 0.17 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.09%/yr for SEGA.L.
Performance
EGLN.L vs. SEGA.L - Performance Comparison
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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%
EGLN.L vs. SEGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EGLN.L
SEGA.L
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.L | SEGA.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGLN.L | SEGA.L | Difference | |
|---|---|---|---|
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.L | SEGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.24% | -14.57% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -6.64% | -15.90% |
Ulcer IndexDepth 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.L | SEGA.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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