SEGA.L vs. IQQ0.DE
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both exchange-traded funds - SEGA.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR, while IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, SEGA.L returned 0.52%/yr vs 7.85%/yr for IQQ0.DE. At a 0.19 correlation, their price movements are largely independent. SEGA.L charges 0.09%/yr vs 0.30%/yr for IQQ0.DE.
Performance
SEGA.L vs. IQQ0.DE - Performance Comparison
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Different Trading Currencies
SEGA.L is traded in GBP, while IQQ0.DE is traded in EUR. To make them comparable, the IQQ0.DE 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 lower than IQQ0.DE's 0.80% return. Over the past 10 years, SEGA.L has underperformed IQQ0.DE with an annualized return of 0.52%, while IQQ0.DE has yielded a comparatively higher 7.85% 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%
IQQ0.DE
- 1D
- 0.11%
- 1M
- 1.73%
- YTD
- 0.80%
- 6M
- 0.74%
- 1Y
- 2.41%
- 3Y*
- 6.51%
- 5Y*
- 6.30%
- 10Y*
- 7.85%
SEGA.L vs. IQQ0.DE - 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% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.80% | 3.88% | 12.51% | 1.66% | 0.90% | 15.49% | -1.51% | 19.61% | 3.47% | 7.51% |
Correlation
The correlation between SEGA.L and IQQ0.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.19 |
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Return for Risk
SEGA.L vs. IQQ0.DE — Risk / Return Rank
SEGA.L
IQQ0.DE
SEGA.L vs. IQQ0.DE - 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 Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). 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 | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.06 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.41 | -0.14 |
| Martin ratioReturn relative to average drawdown | 0.57 | 1.06 | -0.49 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.30 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.61 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.64 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.76 | -0.61 |
Drawdowns
SEGA.L vs. IQQ0.DE - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.75%, which is greater than IQQ0.DE's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for SEGA.L and IQQ0.DE.
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Drawdown Indicators
| SEGA.L | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -20.67% | -6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -5.88% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -9.87% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -10.16% | -10.69% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | -20.67% | -6.08% |
Current DrawdownCurrent decline from peak | -19.89% | -3.52% | -16.37% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -3.56% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.27% | +0.15% |
Volatility
SEGA.L vs. IQQ0.DE - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.77%, while iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a volatility of 2.69%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than IQQ0.DE 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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.69% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 4.34% | 5.89% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 8.00% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 10.15% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 12.13% | -3.63% |
SEGA.L vs. IQQ0.DE - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
SEGA.L vs. IQQ0.DE - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 1.19%, while IQQ0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS 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) | 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 IQQ0.DE have a correlation of 0.20, 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 0.30% for IQQ0.DE.
SEGA.L is categorized as European Government Bonds, while IQQ0.DE is Global Equities. SEGA.L tracks Bloomberg Euro Agg Govt TR EUR, while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.09% for SEGA.L and 0.30% for IQQ0.DE.
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