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SDEU.L vs. UNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDEU.L vs. UNG - 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 United States Natural Gas Fund LP (UNG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDEU.L is traded in GBP, while UNG is traded in USD. To make them comparable, the UNG 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 higher than UNG's -3.86% return. Over the past 10 years, SDEU.L has outperformed UNG with an annualized return of -0.29%, while UNG has yielded a comparatively lower -20.09% 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%

UNG

1D
-3.11%
1M
13.79%
YTD
-3.86%
6M
-28.76%
1Y
-28.90%
3Y*
-24.09%
5Y*
-22.24%
10Y*
-20.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDEU.L vs. UNG - 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%
UNG
United States Natural Gas Fund LP
-3.86%-32.26%-15.66%-65.84%26.31%37.05%-47.04%-34.36%12.24%-42.98%

Correlation

The correlation between SDEU.L and UNG is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

-0.05

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

-0.05

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

0.01

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

0.03

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Return for Risk

SDEU.L vs. UNG — 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

UNG
UNG Risk / Return Rank: 55
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 66
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 33
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
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. UNG - 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 United States Natural Gas Fund LP (UNG). 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.LUNGDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.05

0.96

+0.10

Calmar ratioReturn relative to maximum drawdown

0.39

-0.66

+1.04

Martin ratioReturn relative to average drawdown

0.81

-0.97

+1.78

SDEU.L vs. UNG - Sharpe Ratio Comparison

The current SDEU.L Sharpe Ratio is 0.31, which is higher than the UNG Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of SDEU.L and UNG, 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


SDEU.LUNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

-0.47

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.35

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.37

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.53

+0.59

Drawdowns

SDEU.L vs. UNG - Drawdown Comparison

The maximum SDEU.L drawdown since its inception was -27.61%, smaller than the maximum UNG drawdown of -99.82%. Use the drawdown chart below to compare losses from any high point for SDEU.L and UNG.


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Drawdown Indicators


SDEU.LUNGDifference

Max Drawdown

Largest peak-to-trough decline

-27.61%

-99.82%

+72.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-44.09%

+39.91%

Max Drawdown (3Y)

Largest decline over 3 years

-7.00%

-70.76%

+63.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-93.45%

+72.83%

Max Drawdown (10Y)

Largest decline over 10 years

-27.61%

-94.02%

+66.41%

Current Drawdown

Current decline from peak

-23.00%

-99.79%

+76.79%

Average Drawdown

Average peak-to-trough decline

-11.22%

-89.14%

+77.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

29.89%

-27.89%

Volatility

SDEU.L vs. UNG - Volatility Comparison

The current volatility for iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) is 1.61%, while United States Natural Gas Fund LP (UNG) has a volatility of 13.68%. This indicates that SDEU.L experiences smaller price fluctuations and is considered to be less risky than UNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDEU.LUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

13.68%

-12.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

53.45%

-49.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

61.51%

-56.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

64.04%

-56.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.60%

55.08%

-46.48%

SDEU.L vs. UNG - Expense Ratio Comparison

SDEU.L has a 0.20% expense ratio, which is lower than UNG's 1.28% expense ratio.


Dividends

SDEU.L vs. UNG - Dividend Comparison

SDEU.L's dividend yield for the trailing twelve months is around 2.53%, while UNG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
2.53%2.50%2.57%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.34%
UNG
United States Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SDEU.L and UNG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDEU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDEU.L is cheaper with a 0.20% expense ratio, compared with 1.28% for UNG.

SDEU.L is categorized as European Government Bonds, while UNG is Oil & Gas. SDEU.L tracks Bloomberg Euro Agg Govt TR EUR, while UNG tracks Front Month Natural Gas. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.20% for SDEU.L and 1.28% for UNG.

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