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SECA.DE vs. EL4P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SECA.DE vs. EL4P.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond Climate UCITS ETF EUR Acc (SECA.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SECA.DE achieves a 0.13% return, which is significantly lower than EL4P.DE's 0.16% return.


SECA.DE

1D
0.06%
1M
-0.06%
YTD
0.13%
6M
0.13%
1Y
0.29%
3Y*
2.33%
5Y*
-2.22%
10Y*

EL4P.DE

1D
0.06%
1M
0.03%
YTD
0.16%
6M
0.17%
1Y
0.76%
3Y*
2.69%
5Y*
-2.34%
10Y*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SECA.DE vs. EL4P.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SECA.DE
iShares Euro Government Bond Climate UCITS ETF EUR Acc
0.13%0.69%1.43%6.89%-18.10%-3.27%1.18%
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
0.16%1.64%1.06%8.67%-20.09%-3.04%0.94%

Correlation

The correlation between SECA.DE and EL4P.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.93

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2020

0.95

The correlation between SECA.DE and EL4P.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

SECA.DE vs. EL4P.DE — Risk / Return Rank

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

SECA.DE
SECA.DE Risk / Return Rank: 99
Overall Rank
SECA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SECA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SECA.DE Omega Ratio Rank: 88
Omega Ratio Rank
SECA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SECA.DE Martin Ratio Rank: 99
Martin Ratio Rank

EL4P.DE
EL4P.DE Risk / Return Rank: 1010
Overall Rank
EL4P.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EL4P.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EL4P.DE Omega Ratio Rank: 99
Omega Ratio Rank
EL4P.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
EL4P.DE Martin Ratio Rank: 1010
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.

SECA.DE vs. EL4P.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond Climate UCITS ETF EUR Acc (SECA.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE). 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.


SECA.DEEL4P.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.00

1.02

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.01

0.08

-0.09

Martin ratioReturn relative to average drawdown

-0.02

0.21

-0.23

SECA.DE vs. EL4P.DE - Sharpe Ratio Comparison

The current SECA.DE Sharpe Ratio is -0.00, which is lower than the EL4P.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SECA.DE and EL4P.DE, 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


SECA.DEEL4P.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.07

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.31

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

0.44

-0.81

Drawdowns

SECA.DE vs. EL4P.DE - Drawdown Comparison

The maximum SECA.DE drawdown since its inception was -22.52%, roughly equal to the maximum EL4P.DE drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for SECA.DE and EL4P.DE.


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Drawdown Indicators


SECA.DEEL4P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.52%

-23.50%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-4.09%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

-4.65%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

-23.13%

+1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-23.50%

Current Drawdown

Current decline from peak

-14.23%

-13.76%

-0.47%

Average Drawdown

Average peak-to-trough decline

-13.15%

-5.77%

-7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.53%

-0.16%

Volatility

SECA.DE vs. EL4P.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond Climate UCITS ETF EUR Acc (SECA.DE) is 1.71%, while Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) has a volatility of 1.99%. This indicates that SECA.DE experiences smaller price fluctuations and is considered to be less risky than EL4P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SECA.DEEL4P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.99%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

4.11%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

4.97%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

7.48%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

6.06%

+0.06%

SECA.DE vs. EL4P.DE - Expense Ratio Comparison

SECA.DE has a 0.09% expense ratio, which is lower than EL4P.DE's 0.15% 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

SECA.DE vs. EL4P.DE - Dividend Comparison

SECA.DE has not paid dividends to shareholders, while EL4P.DE's dividend yield for the trailing twelve months is around 3.64%.


PositionTTM20252024202320222021202020192018201720162015
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
3.64%2.66%1.83%1.37%0.39%0.62%0.83%1.08%0.64%1.41%1.80%2.32%
SECA.DE
iShares Euro Government Bond Climate UCITS ETF EUR Acc
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


With a correlation of 0.93, SECA.DE and EL4P.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SECA.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SECA.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for EL4P.DE.

SECA.DE tracks FTSE Advanced Climate Risk-Adjusted European Monetary Union Government Bond, while EL4P.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 7-10. They also come from different issuers: iShares and Deka. Their fees differ too: 0.09% for SECA.DE and 0.15% for EL4P.DE.

Portfolio Optimizer

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