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SEGA.L vs. CPXJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEGA.L vs. CPXJ.L - 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 iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEGA.L is traded in GBP, while CPXJ.L is traded in USD. To make them comparable, the CPXJ.L 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 -0.31% return, which is significantly lower than CPXJ.L's 9.61% return. Over the past 10 years, SEGA.L has underperformed CPXJ.L with an annualized return of 0.88%, while CPXJ.L has yielded a comparatively higher 8.88% annualized return.


SEGA.L

1D
-0.45%
1M
1.20%
YTD
-0.31%
6M
-0.16%
1Y
1.75%
3Y*
2.85%
5Y*
-2.05%
10Y*
0.88%

CPXJ.L

1D
-0.73%
1M
0.53%
YTD
9.61%
6M
9.83%
1Y
18.32%
3Y*
10.52%
5Y*
6.19%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEGA.L vs. CPXJ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-0.31%5.89%-2.94%4.76%-13.69%-9.84%10.69%1.45%1.62%3.46%
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc
9.61%11.50%7.19%0.58%5.20%5.26%3.67%13.58%-5.42%15.18%

Correlation

The correlation between SEGA.L and CPXJ.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.17

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

0.06

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2010

0.12

The correlation between SEGA.L and CPXJ.L shifts across timeframes, from 0.06 (5 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SEGA.L vs. CPXJ.L — 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: 1313
Overall Rank
SEGA.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1212
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1313
Martin Ratio Rank

CPXJ.L
CPXJ.L Risk / Return Rank: 3737
Overall Rank
CPXJ.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CPXJ.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPXJ.L Omega Ratio Rank: 3434
Omega Ratio Rank
CPXJ.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
CPXJ.L Martin Ratio Rank: 3838
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. CPXJ.L - 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 iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L). 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.LCPXJ.LDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.07

1.28

-0.21

Calmar ratioReturn relative to maximum drawdown

0.43

2.62

-2.19

Martin ratioReturn relative to average drawdown

0.92

7.53

-6.61

SEGA.L vs. CPXJ.L - Sharpe Ratio Comparison

The current SEGA.L Sharpe Ratio is 0.38, which is lower than the CPXJ.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SEGA.L and CPXJ.L, 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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Drawdowns

SEGA.L vs. CPXJ.L - Drawdown Comparison

The maximum SEGA.L drawdown since its inception was -26.74%, smaller than the maximum CPXJ.L drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for SEGA.L and CPXJ.L.


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Drawdown Indicators


SEGA.LCPXJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.74%

-32.88%

+6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-7.11%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-6.26%

-17.57%

+11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-18.12%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-26.74%

-32.88%

+6.14%

Current Drawdown

Current decline from peak

-18.39%

-2.32%

-16.07%

Average Drawdown

Average peak-to-trough decline

-9.84%

-6.77%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.48%

-0.31%

Volatility

SEGA.L vs. CPXJ.L - Volatility Comparison

The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.49%, while iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) has a volatility of 4.65%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than CPXJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEGA.LCPXJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

4.65%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

10.26%

-6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.34%

12.53%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

15.07%

-7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

16.97%

-8.51%

SEGA.L vs. CPXJ.L - Expense Ratio Comparison

SEGA.L has a 0.09% expense ratio, which is lower than CPXJ.L's 0.20% 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

SEGA.L vs. CPXJ.L - Dividend Comparison

SEGA.L's dividend yield for the trailing twelve months is around 2.48%, while CPXJ.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD 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%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
2.48%2.25%1.82%0.97%0.26%0.25%0.45%0.68%0.65%0.69%0.86%0.60%

Frequently Asked Questions


SEGA.L and CPXJ.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SEGA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for CPXJ.L.

SEGA.L is categorized as European Government Bonds, while CPXJ.L is Asia Pacific Equities. SEGA.L tracks Bloomberg Euro Agg Govt TR EUR, while CPXJ.L tracks MSCI Pacific Ex Japan NR USD. Their fees differ too: 0.09% for SEGA.L and 0.20% for CPXJ.L.

Portfolio Optimizer

Find the right allocation for SEGA.L and CPXJ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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