PortfoliosLab logoPortfoliosLab logo
SEGA.L vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

SEGA.L vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SEGA.L is traded in GBP, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEGA.L achieves a -0.12% return, which is significantly lower than ^TNX's 7.70% return.


SEGA.L

1D
-0.02%
1M
0.60%
YTD
-0.12%
6M
0.16%
1Y
2.26%
3Y*
2.64%
5Y*
-1.91%
10Y*
0.00%

^TNX

1D
-1.24%
1M
-0.40%
YTD
7.70%
6M
8.68%
1Y
5.90%
3Y*
4.39%
5Y*
24.63%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEGA.L vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-0.12%5.89%-2.94%4.76%-13.69%-9.84%10.69%1.45%1.62%3.46%
^TNX
Cboe 10-Year Treasury Note Yield Index
7.70%-15.45%20.35%-5.32%187.05%66.45%-53.62%-31.27%18.31%-10.18%

Correlation

The correlation between SEGA.L and ^TNX is -0.34, 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

-0.34

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

-0.43

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

-0.45

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

-0.32

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

-0.20

The correlation between SEGA.L and ^TNX shifts across timeframes, from -0.45 (5 years) to -0.20 (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

SEGA.L vs. ^TNX — Risk / Return Rank

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

SEGA.L
SEGA.L Risk / Return Rank: 1414
Overall Rank
SEGA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1313
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1414
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1717
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1616
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1616
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1515
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.

SEGA.L vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEGA.L^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.07

1.07

+0.01

Calmar ratioReturn relative to maximum drawdown

0.49

0.48

0.00

Martin ratioReturn relative to average drawdown

1.03

0.88

+0.15

SEGA.L vs. ^TNX - Sharpe Ratio Comparison

The current SEGA.L Sharpe Ratio is 0.42, which is higher than the ^TNX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SEGA.L and ^TNX, 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...

Drawdowns

SEGA.L vs. ^TNX - Drawdown Comparison

The maximum SEGA.L drawdown since its inception was -26.74%, smaller than the maximum ^TNX drawdown of -85.52%. Use the drawdown chart below to compare losses from any high point for SEGA.L and ^TNX.


Loading charts...

Drawdown Indicators


SEGA.L^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-26.74%

-85.52%

+58.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-12.38%

+7.75%

Max Drawdown (3Y)

Largest decline over 3 years

-6.26%

-33.29%

+27.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-33.29%

+12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-26.74%

-84.63%

+57.89%

Current Drawdown

Current decline from peak

-18.24%

-18.98%

+0.74%

Average Drawdown

Average peak-to-trough decline

-9.85%

-34.00%

+24.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

6.81%

-4.61%

Volatility

SEGA.L vs. ^TNX - Volatility Comparison

The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.41%, while Cboe 10-Year Treasury Note Yield Index (^TNX) has a volatility of 4.67%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEGA.L^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

4.67%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

13.03%

-8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

18.49%

-13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

35.15%

-27.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

49.82%

-41.61%

Frequently Asked Questions


SEGA.L and ^TNX have a correlation of -0.34, 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 SEGA.L and ^TNX

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