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SECD.DE vs. VGEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SECD.DE vs. VGEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SECD.DE at 0.13% and VGEB.DE at 0.13%.


SECD.DE

1D
0.11%
1M
-0.05%
YTD
0.13%
6M
0.20%
1Y
0.36%
3Y*
2.34%
5Y*
-2.19%
10Y*

VGEB.DE

1D
0.03%
1M
0.00%
YTD
0.13%
6M
0.18%
1Y
0.31%
3Y*
2.38%
5Y*
-2.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SECD.DE vs. VGEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SECD.DE
iShares Euro Government Bond Climate UCITS ETF EUR Dist
0.13%0.63%1.57%6.94%-18.16%-3.30%1.19%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.13%0.69%1.55%6.99%-18.10%-3.26%1.02%

Correlation

The correlation between SECD.DE and VGEB.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.99

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

0.99

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

0.99

The correlation between SECD.DE and VGEB.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

SECD.DE vs. VGEB.DE — Risk / Return Rank

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

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

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

SECD.DE vs. VGEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.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.


SECD.DEVGEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.00

1.00

0.00

Calmar ratioReturn relative to maximum drawdown

-0.01

-0.03

+0.02

Martin ratioReturn relative to average drawdown

-0.02

-0.06

+0.04

SECD.DE vs. VGEB.DE - Sharpe Ratio Comparison

The current SECD.DE Sharpe Ratio is -0.01, which is higher than the VGEB.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SECD.DE and VGEB.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


SECD.DEVGEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.02

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.34

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

-0.03

-0.35

Drawdowns

SECD.DE vs. VGEB.DE - Drawdown Comparison

The maximum SECD.DE drawdown since its inception was -22.04%, roughly equal to the maximum VGEB.DE drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for SECD.DE and VGEB.DE.


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Drawdown Indicators


SECD.DEVGEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-22.15%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-3.43%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-4.05%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-21.25%

+0.04%

Current Drawdown

Current decline from peak

-13.67%

-13.65%

-0.02%

Average Drawdown

Average peak-to-trough decline

-12.64%

-8.83%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.35%

-0.02%

Volatility

SECD.DE vs. VGEB.DE - Volatility Comparison

iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE) has a higher volatility of 1.78% compared to Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) at 1.63%. This indicates that SECD.DE's price experiences larger fluctuations and is considered to be riskier than VGEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SECD.DEVGEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.63%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.63%

3.47%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.16%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

6.32%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.02%

5.52%

+0.50%

SECD.DE vs. VGEB.DE - Expense Ratio Comparison

SECD.DE has a 0.09% expense ratio, which is higher than VGEB.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SECD.DE vs. VGEB.DE - Dividend Comparison

SECD.DE's dividend yield for the trailing twelve months is around 2.71%, less than VGEB.DE's 2.89% yield.


PositionTTM202520242023202220212020201920182017
SECD.DE
iShares Euro Government Bond Climate UCITS ETF EUR Dist
2.71%2.59%2.30%1.17%0.00%0.00%0.00%0.00%0.00%0.00%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.89%2.88%2.56%1.96%0.66%0.08%0.19%0.74%0.80%0.09%

Frequently Asked Questions


With a correlation of 0.97, SECD.DE and VGEB.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, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for SECD.DE.

SECD.DE tracks FTSE Advanced Climate Risk-Adjusted European Monetary Union Government Bond, while VGEB.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for SECD.DE and 0.07% for VGEB.DE.

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