SEGA.L vs. VTI
SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - SEGA.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, SEGA.L returned 0.52%/yr vs 15.90%/yr for VTI. At a 0.11 correlation, their price movements are largely independent. SEGA.L charges 0.09%/yr vs 0.03%/yr for VTI.
Performance
SEGA.L vs. VTI - Performance Comparison
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Different Trading Currencies
SEGA.L is traded in GBP, while VTI is traded in USD. To make them comparable, the VTI 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 VTI's 12.17% return. Over the past 10 years, SEGA.L has underperformed VTI with an annualized return of 0.52%, while VTI has yielded a comparatively higher 15.90% 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%
VTI
- 1D
- 0.47%
- 1M
- 5.55%
- YTD
- 12.17%
- 6M
- 10.66%
- 1Y
- 30.04%
- 3Y*
- 19.30%
- 5Y*
- 14.01%
- 10Y*
- 15.90%
SEGA.L vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | 12.17% | 8.76% | 25.97% | 19.75% | -9.95% | 26.87% | 17.52% | 25.70% | 0.38% | 10.73% |
Correlation
The correlation between SEGA.L and VTI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2009 | 0.11 |
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Return for Risk
SEGA.L vs. VTI — Risk / Return Rank
SEGA.L
VTI
SEGA.L vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.48 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 4.11 | -3.84 |
| Martin ratioReturn relative to average drawdown | 0.57 | 15.92 | -15.35 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 2.58 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.87 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.87 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.68 | -0.53 |
Drawdowns
SEGA.L vs. VTI - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -26.75%, smaller than the maximum VTI drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for SEGA.L and VTI.
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Drawdown Indicators
| SEGA.L | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -34.91% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -7.35% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -6.26% | -22.54% | +16.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -22.54% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | -27.22% | +0.47% |
Current DrawdownCurrent decline from peak | -19.89% | 0.00% | -19.89% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -4.95% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 1.89% | +0.53% |
Volatility
SEGA.L vs. VTI - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.77%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.62%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than VTI 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 | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.62% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 4.34% | 8.30% | -3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 11.70% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 16.28% | -8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 18.28% | -9.78% |
SEGA.L vs. VTI - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is higher than VTI's 0.03% 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. VTI - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 1.19%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SEGA.L and VTI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTI is cheaper with a 0.03% expense ratio, compared with 0.09% for SEGA.L.
SEGA.L is categorized as European Government Bonds, while VTI is Large Cap Blend Equities. SEGA.L tracks Bloomberg Euro Agg Govt TR EUR, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for SEGA.L and 0.03% for VTI.
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