IWDP.L vs. SEGA.L
IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) and SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) are both exchange-traded funds - IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, 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, IWDP.L returned 4.15%/yr vs 0.88%/yr for SEGA.L. At a 0.25 correlation, their price movements are largely independent. IWDP.L charges 0.59%/yr vs 0.09%/yr for SEGA.L.
Performance
IWDP.L vs. SEGA.L - Performance Comparison
Loading charts...
Different Trading Currencies
IWDP.L is traded in GBp, while SEGA.L is traded in GBP. To make them comparable, the SEGA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWDP.L achieves a 8.82% return, which is significantly higher than SEGA.L's -0.31% return. Over the past 10 years, IWDP.L has outperformed SEGA.L with an annualized return of 4.15%, while SEGA.L has yielded a comparatively lower 0.88% annualized return.
IWDP.L
- 1D
- -0.41%
- 1M
- 0.47%
- YTD
- 8.82%
- 6M
- 9.49%
- 1Y
- 11.85%
- 3Y*
- 7.25%
- 5Y*
- 1.68%
- 10Y*
- 4.15%
SEGA.L
- 1D
- -0.45%
- 1M
- 1.20%
- YTD
- -0.31%
- 6M
- -0.16%
- 1Y
- 1.75%
- 3Y*
- 2.85%
- 5Y*
- -2.05%
- 10Y*
- 0.88%
IWDP.L vs. SEGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 8.82% | 1.72% | 1.23% | 3.99% | -14.93% | 26.93% | -12.50% | 17.32% | -0.09% | 1.36% |
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | -0.31% | 5.89% | -2.94% | 4.76% | -13.69% | -9.84% | 10.69% | 1.45% | 1.62% | 3.46% |
Correlation
The correlation between IWDP.L and SEGA.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2009 | 0.25 |
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
IWDP.L vs. SEGA.L — Risk / Return Rank
IWDP.L
SEGA.L
IWDP.L vs. SEGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.
| IWDP.L | SEGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.43 | +1.00 |
| Martin ratioReturn relative to average drawdown | 4.45 | 0.92 | +3.53 |
Loading charts...
Drawdowns
IWDP.L vs. SEGA.L - Drawdown Comparison
The maximum IWDP.L drawdown since its inception was -59.16%, which is greater than SEGA.L's maximum drawdown of -26.74%. Use the drawdown chart below to compare losses from any high point for IWDP.L and SEGA.L.
Loading charts...
Drawdown Indicators
| IWDP.L | SEGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.16% | -26.74% | -32.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -4.63% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -6.26% | -10.24% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -20.84% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -26.74% | -8.87% |
Current DrawdownCurrent decline from peak | -1.63% | -18.39% | +16.76% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -9.84% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.17% | +0.61% |
Volatility
IWDP.L vs. SEGA.L - Volatility Comparison
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) has a higher volatility of 2.97% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) at 1.49%. This indicates that IWDP.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
| IWDP.L | SEGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 1.49% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 4.19% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.97% | 5.34% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.77% | 7.46% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 8.46% | +7.09% |
IWDP.L vs. SEGA.L - Expense Ratio Comparison
IWDP.L has a 0.59% expense ratio, which is higher than SEGA.L's 0.09% expense ratio.
Dividends
IWDP.L vs. SEGA.L - Dividend Comparison
IWDP.L's dividend yield for the trailing twelve months is around 2.98%, more than SEGA.L's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 2.98% | 3.14% | 3.18% | 3.14% | 3.56% | 2.17% | 3.11% | 3.03% | 3.82% | 3.05% | 2.96% | 2.93% |
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
IWDP.L and SEGA.L have a correlation of 0.34, 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 0.59% for IWDP.L.
IWDP.L is categorized as REIT, while SEGA.L is European Government Bonds. IWDP.L tracks FTSE EPRA Nareit Global TR USD, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. Their fees differ too: 0.59% for IWDP.L and 0.09% for SEGA.L.
Find the right allocation for IWDP.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