XEOD.DE vs. SEGA.L
XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) and SEGA.L (iShares Core Euro Government Bond UCITS ETF (Dist)) are both exchange-traded funds - XEOD.DE is a Money Market fund tracking the €STR + 8.5 bps, while SEGA.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 10 years, XEOD.DE returned 0.71%/yr vs -0.33%/yr for SEGA.L. At a 0.00 correlation, their price movements are largely independent. XEOD.DE charges 0.10%/yr vs 0.09%/yr for SEGA.L.
Performance
XEOD.DE vs. SEGA.L - Performance Comparison
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Different Trading Currencies
XEOD.DE is traded in EUR, while SEGA.L is traded in GBP. To make them comparable, the SEGA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XEOD.DE achieves a 0.94% return, which is significantly lower than SEGA.L's 1.21% return. Over the past 10 years, XEOD.DE has outperformed SEGA.L with an annualized return of 0.71%, while SEGA.L has yielded a comparatively lower -0.33% annualized return.
XEOD.DE
- 1D
- 0.00%
- 1M
- 0.12%
- YTD
- 0.94%
- 6M
- 0.99%
- 1Y
- 1.95%
- 3Y*
- 2.96%
- 5Y*
- 1.97%
- 10Y*
- 0.71%
SEGA.L
- 1D
- 0.12%
- 1M
- 1.01%
- YTD
- 1.21%
- 6M
- 1.42%
- 1Y
- 1.28%
- 3Y*
- 2.50%
- 5Y*
- -1.93%
- 10Y*
- -0.33%
XEOD.DE vs. SEGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 0.94% | 2.22% | 3.75% | 3.32% | -0.03% | -0.58% | -0.58% | -0.49% | -0.49% | -0.54% |
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 1.21% | 0.36% | 1.74% | 6.98% | -18.14% | -3.98% | 4.68% | 7.91% | 0.37% | -0.62% |
Correlation
The correlation between XEOD.DE and SEGA.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2009 | 0.00 |
The correlation between XEOD.DE and SEGA.L shifts across timeframes, from -0.11 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XEOD.DE vs. SEGA.L — Risk / Return Rank
XEOD.DE
SEGA.L
XEOD.DE vs. SEGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) 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.
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.
| XEOD.DE | SEGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.86 | ||
| Sortino ratioReturn per unit of downside risk | +11.54 | ||
| Omega ratioGain probability vs. loss probability | 2.67 | 1.05 | +1.62 |
| Calmar ratioReturn relative to maximum drawdown | 38.45 | 0.35 | +38.11 |
| Martin ratioReturn relative to average drawdown | 164.20 | 0.89 | +163.31 |
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Drawdowns
XEOD.DE vs. SEGA.L - Drawdown Comparison
The maximum XEOD.DE drawdown since its inception was -8.62%, smaller than the maximum SEGA.L drawdown of -23.00%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and SEGA.L.
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Drawdown Indicators
| XEOD.DE | SEGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.62% | -23.00% | +14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -0.05% | -3.69% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -0.19% | -4.21% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -0.67% | -21.84% | +21.17% |
Max Drawdown (10Y)Largest decline over 10 years | -3.24% | -23.00% | +19.76% |
Current DrawdownCurrent decline from peak | 0.00% | -13.35% | +13.35% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -6.66% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 1.44% | -1.43% |
Volatility
XEOD.DE vs. SEGA.L - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.07%, while iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) has a volatility of 1.19%. This indicates that XEOD.DE experiences smaller price fluctuations and is considered to be less risky 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
| XEOD.DE | SEGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.07% | 1.19% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.26% | 3.68% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.32% | 4.44% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.30% | 6.99% | -6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.25% | 6.55% | -6.30% |
XEOD.DE vs. SEGA.L - Expense Ratio Comparison
XEOD.DE has a 0.10% expense ratio, which is higher than SEGA.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XEOD.DE vs. SEGA.L - Dividend Comparison
XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, less than SEGA.L's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 2.47% | 2.25% | 1.82% | 0.97% | 0.26% | 0.25% | 0.45% | 0.68% | 0.65% | 0.69% | 0.86% | 0.60% |
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 1.86% | 2.33% | 3.69% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.83% | 0.01% |
Frequently Asked Questions
XEOD.DE and SEGA.L have a correlation of -0.11, 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 0.10% for XEOD.DE.
XEOD.DE is categorized as Money Market, while SEGA.L is European Government Bonds. XEOD.DE tracks €STR + 8.5 bps, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.10% for XEOD.DE and 0.09% for SEGA.L.
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