JG15.L vs. SEGA.L
JG15.L (JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist)) and SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) are both European Government Bonds funds - JG15.L tracks the FTSE Act UK Cnvt Gilts All Stocks TR GBP while SEGA.L tracks the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 5 years, JG15.L returned 0.78%/yr vs -2.37%/yr for SEGA.L. A 0.55 correlation means they provide meaningful diversification when combined. JG15.L charges 0.07%/yr vs 0.09%/yr for SEGA.L.
Performance
JG15.L vs. SEGA.L - Performance Comparison
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Returns By Period
In the year-to-date period, JG15.L achieves a 0.04% return, which is significantly higher than SEGA.L's -2.14% return.
JG15.L
- 1D
- -0.16%
- 1M
- 0.28%
- YTD
- 0.04%
- 6M
- 0.38%
- 1Y
- 2.83%
- 3Y*
- 3.95%
- 5Y*
- 0.78%
- 10Y*
- —
SEGA.L
- 1D
- 0.21%
- 1M
- 0.08%
- YTD
- -2.14%
- 6M
- -2.04%
- 1Y
- 1.78%
- 3Y*
- 2.02%
- 5Y*
- -2.37%
- 10Y*
- 0.52%
JG15.L vs. SEGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 0.04% | 5.58% | 1.79% | 3.85% | -5.75% | -1.91% | 1.86% | 1.33% | 0.58% |
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | -2.14% | 5.88% | -2.94% | 4.76% | -13.69% | -9.85% | 10.69% | 1.45% | 3.45% |
Correlation
The correlation between JG15.L and SEGA.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2018 | 0.55 |
The correlation between JG15.L and SEGA.L has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
JG15.L vs. SEGA.L — Risk / Return Rank
JG15.L
SEGA.L
JG15.L vs. SEGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.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.
| JG15.L | SEGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.05 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.27 | +0.90 |
| Martin ratioReturn relative to average drawdown | 3.72 | 0.57 | +3.15 |
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
| JG15.L | SEGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.25 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | -0.32 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.16 | +0.19 |
Drawdowns
JG15.L vs. SEGA.L - Drawdown Comparison
The maximum JG15.L drawdown since its inception was -11.35%, smaller than the maximum SEGA.L drawdown of -26.75%. Use the drawdown chart below to compare losses from any high point for JG15.L and SEGA.L.
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Drawdown Indicators
| JG15.L | SEGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.35% | -26.75% | +15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -5.13% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -2.35% | -6.26% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -10.68% | -20.85% | +10.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.75% | — |
Current DrawdownCurrent decline from peak | -1.13% | -19.89% | +18.76% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -10.41% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 2.42% | -1.68% |
Volatility
JG15.L vs. SEGA.L - Volatility Comparison
The current volatility for JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.L) is 0.97%, while iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) has a volatility of 1.77%. This indicates that JG15.L experiences smaller price fluctuations and is considered to be less risky 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
| JG15.L | SEGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 1.77% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.07% | 4.34% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 5.55% | -3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.05% | 7.48% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.55% | 8.50% | -5.95% |
JG15.L vs. SEGA.L - Expense Ratio Comparison
JG15.L has a 0.07% expense ratio, which is lower than SEGA.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JG15.L vs. SEGA.L - Dividend Comparison
JG15.L's dividend yield for the trailing twelve months is around 3.87%, more than SEGA.L's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 3.87% | 3.71% | 3.44% | 2.28% | 0.68% | 0.12% | 0.34% | 0.91% | 0.35% | 0.00% | 0.00% | 0.00% |
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 1.19% | 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
JG15.L and SEGA.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JG15.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JG15.L is cheaper with a 0.07% expense ratio, compared with 0.09% for SEGA.L.
JG15.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.07% for JG15.L and 0.09% for SEGA.L.
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