SEGA.L vs. BTC-USD
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) is European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SEGA.L returned 0.52%/yr vs 60.90%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
SEGA.L vs. BTC-USD - Performance Comparison
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Different Trading Currencies
SEGA.L is traded in GBP, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 -2.14% return, which is significantly higher than BTC-USD's -27.31% return. Over the past 10 years, SEGA.L has underperformed BTC-USD with an annualized return of 0.52%, while BTC-USD has yielded a comparatively higher 60.90% annualized return.
SEGA.L
- 1D
- 0.21%
- 1M
- 0.89%
- YTD
- -2.14%
- 6M
- -2.17%
- 1Y
- 1.39%
- 3Y*
- 2.02%
- 5Y*
- -2.37%
- 10Y*
- 0.52%
BTC-USD
- 1D
- -1.08%
- 1M
- -20.99%
- YTD
- -27.31%
- 6M
- -31.69%
- 1Y
- -38.94%
- 3Y*
- 31.62%
- 5Y*
- 12.64%
- 10Y*
- 60.90%
SEGA.L vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | -2.14% | 5.88% | -2.94% | 4.76% | -13.69% | -9.85% | 10.69% | 1.45% | 1.62% | 3.47% |
BTC-USD Bitcoin | -27.31% | -12.95% | 125.81% | 140.73% | -59.81% | 60.91% | 292.68% | 86.71% | -73.15% | 1,284.82% |
Correlation
The correlation between SEGA.L and BTC-USD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.04 |
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Return for Risk
SEGA.L vs. BTC-USD — Risk / Return Rank
SEGA.L
BTC-USD
SEGA.L vs. BTC-USD - 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 Bitcoin (BTC-USD). 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.
| SEGA.L | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.86 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.78 | +1.05 |
| Martin ratioReturn relative to average drawdown | 0.57 | -1.39 | +1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEGA.L | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | -0.93 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.23 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.90 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.14 | -0.99 |
Drawdowns
SEGA.L vs. BTC-USD - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.75%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SEGA.L and BTC-USD.
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Drawdown Indicators
| SEGA.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -84.19% | +57.44% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -49.84% | +44.71% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -49.84% | +43.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -73.24% | +52.39% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | -82.15% | +55.40% |
Current DrawdownCurrent decline from peak | -19.89% | -48.98% | +29.09% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -40.26% | +29.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 33.59% | -31.17% |
Volatility
SEGA.L vs. BTC-USD - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.77%, while Bitcoin (BTC-USD) has a volatility of 10.38%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEGA.L | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 10.38% | -8.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.34% | 33.67% | -29.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 34.71% | -29.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 44.81% | -37.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 56.04% | -47.54% |
Frequently Asked Questions
SEGA.L and BTC-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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