PortfoliosLab logoPortfoliosLab logo
SDEU.L vs. CL=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

SDEU.L vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SDEU.L achieves a -1.11% return, which is significantly lower than CL=F's 62.46% return. Over the past 10 years, SDEU.L has underperformed CL=F with an annualized return of -0.29%, while CL=F has yielded a comparatively higher 7.25% annualized return.


SDEU.L

1D
0.24%
1M
0.20%
YTD
-1.11%
6M
-1.01%
1Y
2.04%
3Y*
1.13%
5Y*
-2.81%
10Y*
-0.29%

CL=F

1D
-3.24%
1M
-8.32%
YTD
62.46%
6M
54.63%
1Y
49.26%
3Y*
6.01%
5Y*
7.16%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDEU.L vs. CL=F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
-1.11%3.89%-3.80%2.90%-13.18%-9.06%8.46%-2.18%3.12%1.86%
CL=F
Crude Oil WTI
62.41%-25.15%0.91%-15.17%20.21%55.44%-22.33%27.86%-19.87%2.78%

Correlation

The correlation between SDEU.L and CL=F is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.14

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

-0.17

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

-0.06

Correlation (All Time)
Calculated using the full available price history since May 10, 2012

-0.05

The correlation between SDEU.L and CL=F shifts across timeframes, from -0.21 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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

SDEU.L vs. CL=F — Risk / Return Rank

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

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

CL=F
CL=F Risk / Return Rank: 2424
Overall Rank
CL=F Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CL=F Sortino Ratio Rank: 2929
Sortino Ratio Rank
CL=F Omega Ratio Rank: 2121
Omega Ratio Rank
CL=F Calmar Ratio Rank: 2727
Calmar Ratio Rank
CL=F Martin Ratio Rank: 2020
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.

SDEU.L vs. CL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) and Crude Oil WTI (CL=F). 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.


SDEU.LCL=FDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.05

1.21

-0.15

Calmar ratioReturn relative to maximum drawdown

0.39

1.62

-1.24

Martin ratioReturn relative to average drawdown

0.81

2.61

-1.80

SDEU.L vs. CL=F - Sharpe Ratio Comparison

The current SDEU.L Sharpe Ratio is 0.31, which is lower than the CL=F Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SDEU.L and CL=F, 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...

Sharpe Ratios by Period


SDEU.LCL=FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.86

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.17

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.14

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.08

-0.02

Drawdowns

SDEU.L vs. CL=F - Drawdown Comparison

The maximum SDEU.L drawdown since its inception was -27.61%, smaller than the maximum CL=F drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for SDEU.L and CL=F.


Loading charts...

Drawdown Indicators


SDEU.LCL=FDifference

Max Drawdown

Largest peak-to-trough decline

-27.61%

-87.15%

+59.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-26.99%

+22.81%

Max Drawdown (3Y)

Largest decline over 3 years

-7.00%

-45.25%

+38.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-57.74%

+37.12%

Max Drawdown (10Y)

Largest decline over 10 years

-27.61%

-84.02%

+56.41%

Current Drawdown

Current decline from peak

-23.00%

-28.96%

+5.96%

Average Drawdown

Average peak-to-trough decline

-11.22%

-34.13%

+22.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

13.30%

-11.30%

Volatility

SDEU.L vs. CL=F - Volatility Comparison

The current volatility for iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) is 1.61%, while Crude Oil WTI (CL=F) has a volatility of 15.99%. This indicates that SDEU.L experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SDEU.LCL=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

15.99%

-14.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

47.89%

-44.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

51.15%

-46.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

39.30%

-31.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.60%

49.63%

-41.03%

Frequently Asked Questions


SDEU.L and CL=F have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SDEU.L and CL=F

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