SEGA.L vs. VWCE.DE
Compare and contrast key facts about iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
SEGA.L and VWCE.DE 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. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both SEGA.L and VWCE.DE 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 VWCE.DE.
Key characteristics
| SEGA.L | VWCE.DE | |
|---|---|---|
| YTD Return | -3.15% | 14.59% |
| 1Y Return | 3.36% | 17.82% |
| 3Y Return (Ann) | 20.14% | 7.85% |
| 5Y Return (Ann) | 30.04% | 10.99% |
| Sharpe Ratio | 0.59 | 1.85 |
| Daily Std Dev | 6.44% | 10.57% |
| Max Drawdown | -15.76% | -33.43% |
| Current Drawdown | -3.89% | -1.75% |
Correlation
The correlation between SEGA.L and VWCE.DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SEGA.L vs. VWCE.DE - Performance Comparison
In the year-to-date period, SEGA.L achieves a -3.15% return, which is significantly lower than VWCE.DE's 14.59% 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. VWCE.DE - Expense Ratio Comparison
SEGA.L has a 0.09% expense ratio, which is lower than VWCE.DE's 0.22% 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. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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. VWCE.DE - Dividend Comparison
SEGA.L's dividend yield for the trailing twelve months is around 178.69%, while VWCE.DE 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% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 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. VWCE.DE - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -15.76%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for SEGA.L and VWCE.DE. For additional features, visit the drawdowns tool.
Volatility
SEGA.L vs. VWCE.DE - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.99%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.91%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.