SEGA.L vs. SGLP.L
Compare and contrast key facts about iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Invesco Physical Gold A (SGLP.L).
SEGA.L and SGLP.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. SGLP.L is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009. Both SEGA.L and SGLP.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 SGLP.L.
Key characteristics
| SEGA.L | SGLP.L | |
|---|---|---|
| YTD Return | -3.15% | 20.86% |
| 1Y Return | 3.36% | 27.45% |
| 3Y Return (Ann) | 20.14% | 14.45% |
| 5Y Return (Ann) | 30.04% | 10.17% |
| 10Y Return (Ann) | 17.27% | 9.69% |
| Sharpe Ratio | 0.59 | 2.00 |
| Daily Std Dev | 6.44% | 13.07% |
| Max Drawdown | -15.76% | -38.83% |
| Current Drawdown | -3.89% | 0.00% |
Correlation
The correlation between SEGA.L and SGLP.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SEGA.L vs. SGLP.L - Performance Comparison
In the year-to-date period, SEGA.L achieves a -3.15% return, which is significantly lower than SGLP.L's 20.86% return. Over the past 10 years, SEGA.L has outperformed SGLP.L with an annualized return of 17.27%, while SGLP.L has yielded a comparatively lower 9.69% 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. SGLP.L - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is lower than SGLP.L's 0.12% 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. SGLP.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 Invesco Physical Gold A (SGLP.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. SGLP.L - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 178.69%, while SGLP.L has not paid dividends to shareholders.
| 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% |
SGLP.L Invesco Physical Gold A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SEGA.L vs. SGLP.L - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -15.76%, smaller than the maximum SGLP.L drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for SEGA.L and SGLP.L. For additional features, visit the drawdowns tool.
Volatility
SEGA.L vs. SGLP.L - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 2.20%, while Invesco Physical Gold A (SGLP.L) has a volatility of 3.72%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.