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SGEA.L vs. USFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGEA.L vs. USFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (SGEA.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGEA.L is traded in GBP, while USFR.L is traded in USD. To make them comparable, the USFR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGEA.L achieves a -6.30% return, which is significantly lower than USFR.L's 2.56% return.


SGEA.L

1D
0.50%
1M
-0.75%
6M
-5.74%
YTD
-6.30%
1Y
-7.02%
3Y*
-0.14%
5Y*
0.02%
10Y*
0.95%

USFR.L

1D
-1.00%
1M
0.38%
6M
2.21%
YTD
2.56%
1Y
3.75%
3Y*
3.86%
5Y*
4.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGEA.L vs. USFR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SGEA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
-6.30%-1.01%3.19%-0.97%3.25%-3.19%5.39%6.83%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
2.56%-3.25%7.31%-0.29%14.19%0.79%-2.38%0.45%

Correlation

The correlation between SGEA.L and USFR.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.46

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

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2019

0.55

The correlation between SGEA.L and USFR.L has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

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Return for Risk

SGEA.L vs. USFR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGEA.L
SGEA.L Risk / Return Rank: 22
Overall Rank
SGEA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SGEA.L Sortino Ratio Rank: 22
Sortino Ratio Rank
SGEA.L Omega Ratio Rank: 22
Omega Ratio Rank
SGEA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
SGEA.L Martin Ratio Rank: 22
Martin Ratio Rank

USFR.L
USFR.L Risk / Return Rank: 8787
Overall Rank
USFR.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
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.

SGEA.L vs. USFR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (SGEA.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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.


SGEA.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

0.85

1.10

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.71

0.74

-1.45

Martin ratioReturn relative to average drawdown

-1.29

1.98

-3.27

SGEA.L vs. USFR.L - Sharpe Ratio Comparison

The current SGEA.L Sharpe Ratio is -1.03, which is lower than the USFR.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SGEA.L and USFR.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

SGEA.L vs. USFR.L - Drawdown Comparison

The maximum SGEA.L drawdown since its inception was -40.80%, which is greater than USFR.L's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for SGEA.L and USFR.L.


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Drawdown Indicators


SGEA.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.80%

-18.16%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-5.07%

-3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-10.30%

-10.12%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-10.30%

-15.71%

+5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-12.02%

Current Drawdown

Current decline from peak

-10.01%

-5.27%

-4.74%

Average Drawdown

Average peak-to-trough decline

-17.31%

-8.84%

-8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

1.89%

+3.02%

Volatility

SGEA.L vs. USFR.L - Volatility Comparison

The current volatility for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (SGEA.L) is 1.89%, while WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) has a volatility of 2.24%. This indicates that SGEA.L experiences smaller price fluctuations and is considered to be less risky than USFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGEA.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.24%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

5.25%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

6.87%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

8.91%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.03%

9.07%

-1.04%

SGEA.L vs. USFR.L - Expense Ratio Comparison

SGEA.L has a 0.50% expense ratio, which is higher than USFR.L's 0.15% expense ratio.


Dividends

SGEA.L vs. USFR.L - Dividend Comparison

SGEA.L's dividend yield for the trailing twelve months is around 3.60%, less than USFR.L's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
SGEA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
3.60%3.40%3.00%2.90%2.81%2.37%2.97%2.55%2.46%2.17%2.65%1.11%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
4.73%4.32%5.24%4.58%0.78%0.00%0.57%1.09%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGEA.L and USFR.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USFR.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR.L is cheaper with a 0.15% expense ratio, compared with 0.50% for SGEA.L.

SGEA.L tracks iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist), while USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.50% for SGEA.L and 0.15% for USFR.L.

Portfolio Optimizer

Find the right allocation for SGEA.L and USFR.L

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