SEGA.L vs. IJPH.L
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) and IJPH.L (iShares MSCI Japan GBP Hedged UCITS ETF) are both exchange-traded funds - SEGA.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR, while IJPH.L is a Japan Equities fund tracking the MSCI Japan 100% Hedged to GBP Index. Both are passively managed. Over the past 10 years, SEGA.L returned 0.52%/yr vs 14.77%/yr for IJPH.L. At a correlation of -0.17, they often move in opposite directions. SEGA.L charges 0.09%/yr vs 0.64%/yr for IJPH.L.
Performance
SEGA.L vs. IJPH.L - Performance Comparison
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Returns By Period
In the year-to-date period, SEGA.L achieves a -2.14% return, which is significantly lower than IJPH.L's 19.91% return. Over the past 10 years, SEGA.L has underperformed IJPH.L with an annualized return of 0.52%, while IJPH.L has yielded a comparatively higher 14.77% 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%
IJPH.L
- 1D
- -0.37%
- 1M
- 6.95%
- YTD
- 19.91%
- 6M
- 21.68%
- 1Y
- 52.45%
- 3Y*
- 28.46%
- 5Y*
- 20.45%
- 10Y*
- 14.77%
SEGA.L vs. IJPH.L - 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% |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 19.91% | 29.38% | 23.82% | 34.19% | -4.30% | 11.94% | 9.27% | 15.95% | -15.90% | 19.46% |
Correlation
The correlation between SEGA.L and IJPH.L 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 | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2012 | -0.17 |
The correlation between SEGA.L and IJPH.L shifts across timeframes, from -0.17 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SEGA.L vs. IJPH.L — Risk / Return Rank
SEGA.L
IJPH.L
SEGA.L vs. IJPH.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 MSCI Japan GBP Hedged UCITS ETF (IJPH.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.
| SEGA.L | IJPH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.49 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 5.41 | -5.14 |
| Martin ratioReturn relative to average drawdown | 0.57 | 19.27 | -18.69 |
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 | IJPH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 2.62 | -2.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 1.07 | -1.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.77 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.73 | -0.58 |
Drawdowns
SEGA.L vs. IJPH.L - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.75%, smaller than the maximum IJPH.L drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for SEGA.L and IJPH.L.
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Drawdown Indicators
| SEGA.L | IJPH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -34.55% | +7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -9.64% | +4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -21.95% | +15.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -21.95% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | -34.55% | +7.80% |
Current DrawdownCurrent decline from peak | -19.89% | -0.37% | -19.52% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -7.42% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.71% | -0.29% |
Volatility
SEGA.L vs. IJPH.L - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.77%, while iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a volatility of 3.51%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than IJPH.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.L | IJPH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.51% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 4.34% | 15.39% | -11.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 19.98% | -14.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 19.01% | -11.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 19.24% | -10.74% |
SEGA.L vs. IJPH.L - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is lower than IJPH.L's 0.64% expense ratio.
Dividends
SEGA.L vs. IJPH.L - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 1.19%, while IJPH.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 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) | 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 IJPH.L 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.
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 0.64% for IJPH.L.
SEGA.L is categorized as European Government Bonds, while IJPH.L is Japan Equities. SEGA.L tracks Bloomberg Euro Agg Govt TR EUR, while IJPH.L tracks MSCI Japan 100% Hedged to GBP Index. Their fees differ too: 0.09% for SEGA.L and 0.64% for IJPH.L.
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