SEGA.L vs. SDEU.L
Compare and contrast key facts about iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L).
SEGA.L and SDEU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEGA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Apr 17, 2009. SDEU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on May 8, 2012. Both SEGA.L and SDEU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEGA.L or SDEU.L.
Key characteristics
| SEGA.L | SDEU.L | |
|---|---|---|
| YTD Return | -3.15% | -2.16% |
| 1Y Return | 3.36% | 3.69% |
| 3Y Return (Ann) | 20.14% | -5.13% |
| 5Y Return (Ann) | 30.04% | -4.17% |
| 10Y Return (Ann) | 17.27% | 0.25% |
| Sharpe Ratio | 0.59 | 0.64 |
| Daily Std Dev | 6.44% | 6.34% |
| Max Drawdown | -15.76% | -27.61% |
| Current Drawdown | -3.89% | -23.77% |
Correlation
The correlation between SEGA.L and SDEU.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEGA.L vs. SDEU.L - Performance Comparison
In the year-to-date period, SEGA.L achieves a -3.15% return, which is significantly lower than SDEU.L's -2.16% return. Over the past 10 years, SEGA.L has outperformed SDEU.L with an annualized return of 17.27%, while SDEU.L has yielded a comparatively lower 0.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEGA.L vs. SDEU.L - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is lower than SDEU.L's 0.20% 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%.
Risk-Adjusted Performance
SEGA.L vs. SDEU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.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.
Dividends
SEGA.L vs. SDEU.L - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 178.69%, more than SDEU.L's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 178.69% | 97.13% | 26.13% | 24.90% | 45.31% | 0.68% | 0.65% | 0.69% | 0.86% | 0.60% | 1.74% |
SDEU.L iShares Germany Government Bond UCITS ETF (Dist) | 1.25% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.34% | 0.72% |
Drawdowns
SEGA.L vs. SDEU.L - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -15.76%, smaller than the maximum SDEU.L drawdown of -27.61%. Use the drawdown chart below to compare losses from any high point for SEGA.L and SDEU.L. For additional features, visit the drawdowns tool.
Volatility
SEGA.L vs. SDEU.L - Volatility Comparison
iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) have volatilities of 2.20% and 2.15%, 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.