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CLOA.DE vs. SEGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOA.DE vs. SEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) 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

CLOA.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, CLOA.DE achieves a 1.37% return, which is significantly higher than SEGA.L's -1.27% return.


CLOA.DE

1D
0.11%
1M
0.39%
YTD
1.37%
6M
1.66%
1Y
3.46%
3Y*
5Y*
10Y*

SEGA.L

1D
0.12%
1M
0.69%
YTD
-1.27%
6M
-1.18%
1Y
-1.26%
3Y*
1.87%
5Y*
-2.50%
10Y*
-0.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOA.DE vs. SEGA.L - Yearly Performance Comparison


Correlation

The correlation between CLOA.DE and SEGA.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

-0.02

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Return for Risk

CLOA.DE vs. SEGA.L — Risk / Return Rank

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

CLOA.DE
CLOA.DE Risk / Return Rank: 9191
Overall Rank
CLOA.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CLOA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
CLOA.DE Omega Ratio Rank: 8989
Omega Ratio Rank
CLOA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLOA.DE Martin Ratio Rank: 9696
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.

CLOA.DE vs. SEGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.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.


CLOA.DESEGA.LDifference
Sharpe ratioReturn per unit of total volatility

+2.94

Sortino ratioReturn per unit of downside risk

+4.42

Omega ratioGain probability vs. loss probability

1.55

0.96

+0.59

Calmar ratioReturn relative to maximum drawdown

11.09

-0.32

+11.41

Martin ratioReturn relative to average drawdown

35.06

-0.78

+35.84

CLOA.DE vs. SEGA.L - Sharpe Ratio Comparison

The current CLOA.DE Sharpe Ratio is 2.68, which is higher than the SEGA.L Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CLOA.DE 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


CLOA.DESEGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

-0.27

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

2.31

0.23

+2.08

Drawdowns

CLOA.DE vs. SEGA.L - Drawdown Comparison

The maximum CLOA.DE drawdown since its inception was -0.49%, smaller than the maximum SEGA.L drawdown of -23.00%. Use the drawdown chart below to compare losses from any high point for CLOA.DE and SEGA.L.


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Drawdown Indicators


CLOA.DESEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-23.00%

+22.51%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-3.90%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.84%

Max Drawdown (10Y)

Largest decline over 10 years

-23.00%

Current Drawdown

Current decline from peak

-0.02%

-15.48%

+15.46%

Average Drawdown

Average peak-to-trough decline

-0.09%

-6.91%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

1.61%

-1.51%

Volatility

CLOA.DE vs. SEGA.L - Volatility Comparison

The current volatility for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) is 0.43%, while iShares Core Euro Government Bond UCITS ETF (Dist) (SEGA.L) has a volatility of 1.62%. This indicates that CLOA.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


CLOA.DESEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

1.62%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

3.88%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

4.70%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.42%

7.01%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.42%

6.57%

-5.15%

CLOA.DE vs. SEGA.L - Expense Ratio Comparison

CLOA.DE has a 0.25% 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

CLOA.DE vs. SEGA.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
CLOA.DE
Invesco EUR AAA CLO UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


CLOA.DE and SEGA.L have a correlation of -0.02, 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 0.25% for CLOA.DE.

CLOA.DE is categorized as CLO, while SEGA.L is European Government Bonds. CLOA.DE tracks J.P. Morgan European Collateralized Loan Obligation AAA-only Index, while SEGA.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for CLOA.DE and 0.09% for SEGA.L.

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