SEGA.L vs. ^TNX
Compare and contrast key facts about iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) and Treasury Yield 10 Years (^TNX).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEGA.L or ^TNX.
Key characteristics
| SEGA.L | ^TNX | |
|---|---|---|
| YTD Return | -3.15% | -5.59% |
| 1Y Return | 3.36% | -14.88% |
| 3Y Return (Ann) | 20.14% | 42.11% |
| 5Y Return (Ann) | 30.04% | 13.95% |
| 10Y Return (Ann) | 17.27% | 3.51% |
| Sharpe Ratio | 0.59 | -0.58 |
| Daily Std Dev | 6.44% | 24.36% |
| Max Drawdown | -15.76% | -93.78% |
| Current Drawdown | -3.89% | -54.51% |
Correlation
The correlation between SEGA.L and ^TNX is -0.31. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SEGA.L vs. ^TNX - Performance Comparison
In the year-to-date period, SEGA.L achieves a -3.15% return, which is significantly higher than ^TNX's -5.59% return. Over the past 10 years, SEGA.L has outperformed ^TNX with an annualized return of 17.27%, while ^TNX has yielded a comparatively lower 3.51% 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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Risk-Adjusted Performance
SEGA.L vs. ^TNX - 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 Treasury Yield 10 Years (^TNX). 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.
Drawdowns
SEGA.L vs. ^TNX - Drawdown Comparison
The maximum SEGA.L drawdown since its inception was -15.76%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for SEGA.L and ^TNX. For additional features, visit the drawdowns tool.
Volatility
SEGA.L vs. ^TNX - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) is 1.99%, while Treasury Yield 10 Years (^TNX) has a volatility of 4.79%. This indicates that SEGA.L experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.