SGAJ.DE vs. SEC0.DE
SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - SGAJ.DE is a Japan Equities fund tracking the MSCI Japan ESG Screened, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, SGAJ.DE returned 15.05%/yr vs 56.37%/yr for SEC0.DE. A 0.54 correlation means they provide meaningful diversification when combined. SGAJ.DE charges 0.15%/yr vs 0.35%/yr for SEC0.DE.
Performance
SGAJ.DE vs. SEC0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAJ.DE achieves a 17.45% return, which is significantly lower than SEC0.DE's 98.10% return.
SGAJ.DE
- 1D
- -0.33%
- 1M
- 6.57%
- YTD
- 17.45%
- 6M
- 17.20%
- 1Y
- 30.86%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 23.18%
- YTD
- 98.10%
- 6M
- 100.19%
- 1Y
- 192.28%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
SGAJ.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 17.45% | 11.73% | 13.07% | 16.02% | -12.85% | 4.20% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between SGAJ.DE and SEC0.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.54 |
The correlation between SGAJ.DE and SEC0.DE has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.
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Return for Risk
SGAJ.DE vs. SEC0.DE — Risk / Return Rank
SGAJ.DE
SEC0.DE
SGAJ.DE vs. SEC0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.
| SGAJ.DE | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.75 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 14.81 | -11.84 |
| Martin ratioReturn relative to average drawdown | 9.77 | 52.61 | -42.85 |
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
| SGAJ.DE | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 5.89 | -4.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.17 | -0.62 |
Drawdowns
SGAJ.DE vs. SEC0.DE - Drawdown Comparison
The maximum SGAJ.DE drawdown since its inception was -28.20%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and SEC0.DE.
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Drawdown Indicators
| SGAJ.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -39.35% | +11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -12.90% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -39.35% | +22.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -2.85% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -11.85% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.64% | -0.49% |
Volatility
SGAJ.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) is 3.44%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that SGAJ.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAJ.DE | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 13.13% | -9.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 25.14% | -10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 32.42% | -13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 29.95% | -13.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 29.95% | -12.54% |
SGAJ.DE vs. SEC0.DE - Expense Ratio Comparison
SGAJ.DE has a 0.15% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
SGAJ.DE vs. SEC0.DE - Dividend Comparison
Neither SGAJ.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAJ.DE and SEC0.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for SEC0.DE.
SGAJ.DE is categorized as Japan Equities, while SEC0.DE is Semiconductors. SGAJ.DE tracks MSCI Japan ESG Screened, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.15% for SGAJ.DE and 0.35% for SEC0.DE.
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