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SEGA.L vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEGA.L vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEGA.L vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEGA.L
SEGA.L Risk / Return Rank: 1212
Overall Rank
SEGA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1111
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1212
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 7373
Overall Rank
VTI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTI Omega Ratio Rank: 7373
Omega Ratio Rank
VTI Calmar Ratio Rank: 6666
Calmar Ratio Rank
VTI Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LVTIDifference
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

SEGA.L vs. VTI - Sharpe Ratio Comparison

The current SEGA.L Sharpe Ratio is 0.25, which is lower than the VTI Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SEGA.L and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SEGA.LVTIDifference

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.LVTIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.89%

0.00%

-19.89%

Average Drawdown

Average peak-to-trough decline

-10.41%

-4.95%

-5.46%

Ulcer Index

Depth 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.LVTIDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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