SEGA.L vs. JG15.L
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) and JG15.L (JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist)) are both European Government Bonds funds - SEGA.L tracks the Bloomberg Euro Agg Govt TR EUR while JG15.L tracks the FTSE Act UK Cnvt Gilts All Stocks TR GBP. Both are passively managed. Over the past 5 years, SEGA.L returned -1.91%/yr vs 0.97%/yr for JG15.L. A 0.55 correlation means they provide meaningful diversification when combined. SEGA.L charges 0.09%/yr vs 0.07%/yr for JG15.L.
Performance
SEGA.L vs. JG15.L - Performance Comparison
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Returns By Period
In the year-to-date period, SEGA.L achieves a -0.12% return, which is significantly lower than JG15.L's 0.90% return.
SEGA.L
- 1D
- -0.02%
- 1M
- 0.60%
- YTD
- -0.12%
- 6M
- 0.16%
- 1Y
- 2.26%
- 3Y*
- 2.64%
- 5Y*
- -1.91%
- 10Y*
- 0.00%
JG15.L
- 1D
- 0.03%
- 1M
- 0.77%
- YTD
- 0.90%
- 6M
- 1.14%
- 1Y
- 3.08%
- 3Y*
- 4.73%
- 5Y*
- 0.97%
- 10Y*
- —
SEGA.L vs. JG15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | -0.12% | 5.89% | -2.94% | 4.76% | -13.69% | -9.84% | 10.69% | 1.45% | 3.31% |
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 0.90% | 5.58% | 1.79% | 3.85% | -5.75% | -1.91% | 1.86% | 1.33% | 0.61% |
Correlation
The correlation between SEGA.L and JG15.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2018 | 0.55 |
The correlation between SEGA.L and JG15.L has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
SEGA.L vs. JG15.L — Risk / Return Rank
SEGA.L
JG15.L
SEGA.L vs. JG15.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 JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.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.L | JG15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.26 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.31 | -0.82 |
| Martin ratioReturn relative to average drawdown | 1.03 | 4.01 | -2.98 |
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Drawdowns
SEGA.L vs. JG15.L - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.74%, which is greater than JG15.L's maximum drawdown of -11.34%. Use the drawdown chart below to compare losses from any high point for SEGA.L and JG15.L.
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Drawdown Indicators
| SEGA.L | JG15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.74% | -11.34% | -15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.63% | -2.35% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -2.35% | -3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -10.68% | -10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -26.74% | — | — |
Current DrawdownCurrent decline from peak | -18.24% | -0.28% | -17.96% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -2.39% | -7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.77% | +1.43% |
Volatility
SEGA.L vs. JG15.L - Volatility Comparison
iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) has a higher volatility of 1.41% compared to JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.L) at 0.64%. This indicates that SEGA.L's price experiences larger fluctuations and is considered to be riskier than JG15.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 | JG15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 0.64% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 2.11% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.32% | 2.33% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 3.06% | +4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.21% | 2.54% | +5.67% |
SEGA.L vs. JG15.L - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is higher than JG15.L's 0.07% expense ratio. However, 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. JG15.L - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 2.47%, less than JG15.L's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 3.77% | 3.71% | 3.44% | 2.28% | 0.68% | 0.12% | 0.34% | 0.91% | 0.35% | 0.00% | 0.00% | 0.00% |
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 2.47% | 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 JG15.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JG15.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JG15.L is cheaper with a 0.07% expense ratio, compared with 0.09% for SEGA.L.
SEGA.L tracks Bloomberg Euro Agg Govt TR EUR, while JG15.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.09% for SEGA.L and 0.07% for JG15.L.
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