SEGA.L vs. PRIR.L
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) and PRIR.L (Amundi Prime Euro Govies UCITS ETF DR (D)) are both European Government Bonds funds tracking the Bloomberg Euro Agg Govt TR EUR, from iShares and Amundi respectively. Both are passively managed. Over the past 5 years, SEGA.L returned -2.37%/yr vs -2.07%/yr for PRIR.L. A 0.62 correlation means they provide meaningful diversification when combined. SEGA.L charges 0.09%/yr vs 0.05%/yr for PRIR.L.
Performance
SEGA.L vs. PRIR.L - Performance Comparison
Loading charts...
Different Trading Currencies
SEGA.L is traded in GBP, while PRIR.L is traded in GBp. To make them comparable, the PRIR.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 -2.14% return, which is significantly lower than PRIR.L's -0.78% 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%
PRIR.L
- 1D
- 0.24%
- 1M
- 0.90%
- YTD
- -0.78%
- 6M
- -0.88%
- 1Y
- 2.66%
- 3Y*
- 2.43%
- 5Y*
- -2.07%
- 10Y*
- —
SEGA.L vs. PRIR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | -2.14% | 5.88% | -2.94% | 4.76% | -13.69% | -9.85% | 10.69% | 2.88% |
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D) | -0.78% | 5.74% | -3.03% | 4.65% | -13.31% | -10.41% | 10.86% | 3.33% |
Correlation
The correlation between SEGA.L and PRIR.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.62 |
Over the past year, SEGA.L and PRIR.L have become more correlated (0.93) than their long-term average of 0.62, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SEGA.L vs. PRIR.L — Risk / Return Rank
SEGA.L
PRIR.L
SEGA.L vs. PRIR.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 Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.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 | PRIR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.59 | -0.32 |
| Martin ratioReturn relative to average drawdown | 0.57 | 1.36 | -0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SEGA.L | PRIR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.49 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.31 | 0.00 |
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 | -0.12 | +0.28 |
Drawdowns
SEGA.L vs. PRIR.L - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.75%, roughly equal to the maximum PRIR.L drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for SEGA.L and PRIR.L.
Loading charts...
Drawdown Indicators
| SEGA.L | PRIR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -25.98% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -4.70% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -6.17% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -20.58% | -0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | — | — |
Current DrawdownCurrent decline from peak | -19.89% | -18.21% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -18.53% | +8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.01% | +0.41% |
Volatility
SEGA.L vs. PRIR.L - Volatility Comparison
iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) have volatilities of 1.77% and 1.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SEGA.L | PRIR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.81% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.34% | 4.31% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 5.71% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 8.66% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 10.68% | -2.18% |
SEGA.L vs. PRIR.L - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is higher than PRIR.L's 0.05% 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. PRIR.L - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 1.19%, less than PRIR.L's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D) | 2.75% | 2.72% | 2.07% | 1.88% | 1.83% | 1.57% | 1.64% | 1.05% | 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
With a correlation of 0.93, SEGA.L and PRIR.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, PRIR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.09% for SEGA.L.
Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.09% for SEGA.L and 0.05% for PRIR.L.
Find the right allocation for SEGA.L and PRIR.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer