SEGA.L vs. FLCH
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) and FLCH (Franklin FTSE China ETF) are both exchange-traded funds - SEGA.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR, while FLCH is a China Equities fund tracking the FTSE China RIC Capped Index. Both are passively managed. Over the past 5 years, SEGA.L returned -2.37%/yr vs -3.96%/yr for FLCH. At a 0.05 correlation, their price movements are largely independent. SEGA.L charges 0.09%/yr vs 0.19%/yr for FLCH.
Performance
SEGA.L vs. FLCH - Performance Comparison
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Different Trading Currencies
SEGA.L is traded in GBP, while FLCH is traded in USD. To make them comparable, the FLCH 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 FLCH's -6.22% 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%
FLCH
- 1D
- -0.31%
- 1M
- -2.08%
- YTD
- -6.22%
- 6M
- -8.15%
- 1Y
- 6.93%
- 3Y*
- 7.77%
- 5Y*
- -3.96%
- 10Y*
- —
SEGA.L vs. FLCH - 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% | -0.19% |
FLCH Franklin FTSE China ETF | -6.22% | 23.11% | 20.06% | -15.65% | -13.56% | -20.12% | 26.27% | 19.59% | -14.75% | -1.63% |
Correlation
The correlation between SEGA.L and FLCH is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017 | 0.05 |
The correlation between SEGA.L and FLCH shifts across timeframes, from 0.02 (5 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SEGA.L vs. FLCH — Risk / Return Rank
SEGA.L
FLCH
SEGA.L vs. FLCH - 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 Franklin FTSE China ETF (FLCH). 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 | FLCH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.45 | -0.18 |
| Martin ratioReturn relative to average drawdown | 0.57 | 0.95 | -0.37 |
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 | FLCH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.39 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.14 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.01 | +0.15 |
Drawdowns
SEGA.L vs. FLCH - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.75%, smaller than the maximum FLCH drawdown of -56.22%. Use the drawdown chart below to compare losses from any high point for SEGA.L and FLCH.
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Drawdown Indicators
| SEGA.L | FLCH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -56.22% | +29.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -15.57% | +10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -24.50% | +18.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -48.90% | +28.05% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | — | — |
Current DrawdownCurrent decline from peak | -19.89% | -31.97% | +12.08% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -26.10% | +15.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 7.34% | -4.92% |
Volatility
SEGA.L vs. FLCH - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.77%, while Franklin FTSE China ETF (FLCH) has a volatility of 5.85%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than FLCH 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 | FLCH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 5.85% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.34% | 12.66% | -8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 18.15% | -12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 27.99% | -20.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 26.88% | -18.38% |
SEGA.L vs. FLCH - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is lower than FLCH's 0.19% 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. FLCH - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 1.19%, less than FLCH's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.53% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% | 0.00% | 0.00% |
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 1.19% | 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 FLCH have a correlation of 0.15, 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 0.19% for FLCH.
SEGA.L is categorized as European Government Bonds, while FLCH is China Equities. SEGA.L tracks Bloomberg Euro Agg Govt TR EUR, while FLCH tracks FTSE China RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.09% for SEGA.L and 0.19% for FLCH.
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