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

Performance

SEGA.L vs. XGLE.L - 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 Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L). 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 XGLE.L is traded in EUR. To make them comparable, the XGLE.L 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 -0.12% return, which is significantly lower than XGLE.L's -0.03% return.


SEGA.L

1D
-0.02%
1M
0.60%
YTD
-0.12%
6M
0.16%
1Y
2.26%
3Y*
2.64%
5Y*
-1.91%
10Y*
0.00%

XGLE.L

1D
-0.14%
1M
0.39%
YTD
-0.03%
6M
0.12%
1Y
2.22%
3Y*
2.60%
5Y*
-1.98%
10Y*
-0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEGA.L vs. XGLE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-0.12%5.89%-2.94%4.76%-13.69%-9.84%10.69%1.45%1.62%3.46%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.03%5.95%-2.94%4.66%-14.01%-9.34%10.68%0.57%1.78%4.23%

Correlation

The correlation between SEGA.L and XGLE.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2009

0.85

The correlation between SEGA.L and XGLE.L has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

SEGA.L vs. XGLE.L — 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: 1414
Overall Rank
SEGA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1313
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1414
Martin Ratio Rank

XGLE.L
XGLE.L Risk / Return Rank: 1212
Overall Rank
XGLE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 1212
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 1313
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. XGLE.L - 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 Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEGA.LXGLE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.07

1.07

0.00

Calmar ratioReturn relative to maximum drawdown

0.49

0.49

0.00

Martin ratioReturn relative to average drawdown

1.03

1.02

0.00

SEGA.L vs. XGLE.L - Sharpe Ratio Comparison

The current SEGA.L Sharpe Ratio is 0.42, which is comparable to the XGLE.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SEGA.L and XGLE.L, 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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Drawdowns

SEGA.L vs. XGLE.L - Drawdown Comparison

The maximum SEGA.L drawdown since its inception was -26.74%, roughly equal to the maximum XGLE.L drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for SEGA.L and XGLE.L.


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Drawdown Indicators


SEGA.LXGLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.74%

-26.78%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-4.53%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-6.26%

-6.20%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-20.99%

+0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.74%

-26.78%

+0.04%

Current Drawdown

Current decline from peak

-18.24%

-18.37%

+0.13%

Average Drawdown

Average peak-to-trough decline

-9.85%

-9.40%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.17%

+0.03%

Volatility

SEGA.L vs. XGLE.L - Volatility Comparison

iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) have volatilities of 1.41% and 1.48%, 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.


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Volatility by Period


SEGA.LXGLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.48%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

4.34%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

5.53%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

7.49%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

8.18%

+0.03%

SEGA.L vs. XGLE.L - Expense Ratio Comparison

SEGA.L has a 0.09% expense ratio, which is lower than XGLE.L's 0.15% 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%.


Dividends

SEGA.L vs. XGLE.L - Dividend Comparison

SEGA.L's dividend yield for the trailing twelve months is around 2.47%, while XGLE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
2.47%2.25%1.82%0.97%0.26%0.25%0.45%0.68%0.65%0.69%0.86%0.60%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, SEGA.L and XGLE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SEGA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEGA.L is cheaper with a 0.09% expense ratio, compared with 0.15% for XGLE.L.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and DWS. Their fees differ too: 0.09% for SEGA.L and 0.15% for XGLE.L.

Portfolio Optimizer

Find the right allocation for SEGA.L and XGLE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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