SGAS.DE vs. SEC0.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA 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, SGAS.DE returned 20.20%/yr vs 56.37%/yr for SEC0.DE. A 0.76 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.35%/yr for SEC0.DE.
Performance
SGAS.DE vs. SEC0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly lower than SEC0.DE's 98.10% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
SGAS.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 12.13% |
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 SGAS.DE and SEC0.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.76 |
The correlation between SGAS.DE and SEC0.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. SEC0.DE — Risk / Return Rank
SGAS.DE
SEC0.DE
SGAS.DE vs. SEC0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.75 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 14.81 | -11.73 |
| Martin ratioReturn relative to average drawdown | 10.78 | 52.61 | -41.84 |
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
| SGAS.DE | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 5.89 | -3.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.17 | -0.24 |
Drawdowns
SGAS.DE vs. SEC0.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and SEC0.DE.
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Drawdown Indicators
| SGAS.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -39.35% | +5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -12.90% | +4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -39.35% | +14.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -2.85% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -11.85% | +7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.64% | -1.20% |
Volatility
SGAS.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.03%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that SGAS.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
| SGAS.DE | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 13.13% | -10.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 25.14% | -16.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 32.42% | -19.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 29.95% | -13.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 29.95% | -12.34% |
SGAS.DE vs. SEC0.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
SGAS.DE vs. SEC0.DE - Dividend Comparison
Neither SGAS.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and SEC0.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for SEC0.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while SEC0.DE is Semiconductors. SGAS.DE tracks MSCI USA ESG Screened, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.07% for SGAS.DE and 0.35% for SEC0.DE.
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