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

Performance

XDER.L vs. SEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDER.L is traded in GBp, while SEGA.L is traded in GBP. To make them comparable, the SEGA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDER.L achieves a -1.79% return, which is significantly higher than SEGA.L's -2.14% return. Over the past 10 years, XDER.L has outperformed SEGA.L with an annualized return of 0.79%, while SEGA.L has yielded a comparatively lower 0.52% annualized return.


XDER.L

1D
0.28%
1M
-0.05%
YTD
-1.79%
6M
-0.97%
1Y
-0.33%
3Y*
6.56%
5Y*
-4.50%
10Y*
0.79%

SEGA.L

1D
0.21%
1M
0.89%
YTD
-2.14%
6M
-2.17%
1Y
1.39%
3Y*
2.02%
5Y*
-2.37%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
-1.79%11.17%-7.99%13.38%-32.92%10.39%-5.98%22.10%-7.09%16.56%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-2.14%5.88%-2.94%4.76%-13.69%-9.85%10.69%1.45%1.62%3.47%

Correlation

The correlation between XDER.L and SEGA.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.42

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

0.31

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2010

0.25

Over the past year, XDER.L and SEGA.L have become more correlated (0.48) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

XDER.L vs. SEGA.L — Risk / Return Rank

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

XDER.L
XDER.L Risk / Return Rank: 99
Overall Rank
XDER.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDER.L Sortino Ratio Rank: 99
Sortino Ratio Rank
XDER.L Omega Ratio Rank: 99
Omega Ratio Rank
XDER.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XDER.L Martin Ratio Rank: 99
Martin Ratio Rank

SEGA.L
SEGA.L Risk / Return Rank: 1212
Overall Rank
SEGA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SEGA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
SEGA.L Omega Ratio Rank: 1111
Omega Ratio Rank
SEGA.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
SEGA.L Martin Ratio Rank: 1212
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.

XDER.L vs. SEGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.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.


XDER.LSEGA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.01

1.05

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.02

0.27

-0.29

Martin ratioReturn relative to average drawdown

-0.05

0.57

-0.63

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

The current XDER.L Sharpe Ratio is -0.02, which is lower than the SEGA.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of XDER.L and SEGA.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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Sharpe Ratios by Period


XDER.LSEGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.25

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.32

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.06

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.16

+0.15

Drawdowns

XDER.L vs. SEGA.L - Drawdown Comparison

The maximum XDER.L drawdown since its inception was -45.20%, which is greater than SEGA.L's maximum drawdown of -26.75%. Use the drawdown chart below to compare losses from any high point for XDER.L and SEGA.L.


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Drawdown Indicators


XDER.LSEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.20%

-26.75%

-18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-5.13%

-11.45%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-6.26%

-12.90%

Max Drawdown (5Y)

Largest decline over 5 years

-45.20%

-20.85%

-24.35%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

-26.75%

-18.45%

Current Drawdown

Current decline from peak

-27.03%

-19.89%

-7.14%

Average Drawdown

Average peak-to-trough decline

-13.36%

-10.41%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

2.42%

+3.84%

Volatility

XDER.L vs. SEGA.L - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) has a higher volatility of 5.38% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) at 1.77%. This indicates that XDER.L's price experiences larger fluctuations and is considered to be riskier than SEGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDER.LSEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

1.77%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

4.34%

+8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

5.55%

+9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

7.48%

+13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

8.50%

+10.27%

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

XDER.L has a 0.33% expense ratio, which is higher than SEGA.L's 0.09% expense ratio.


Dividends

XDER.L vs. SEGA.L - Dividend Comparison

XDER.L has not paid dividends to shareholders, while SEGA.L's dividend yield for the trailing twelve months is around 1.19%.


PositionTTM20252024202320222021202020192018201720162015
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
1.19%2.25%1.82%0.97%0.26%0.25%0.45%0.68%0.65%0.69%0.86%0.60%
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate 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


XDER.L and SEGA.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.33% for XDER.L.

XDER.L is categorized as REIT, while SEGA.L is European Government Bonds. XDER.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.33% for XDER.L and 0.09% for SEGA.L.

Portfolio Optimizer

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