PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Invesco USD AAA CLO UCITS ETF Dist (UCLU.DE) Sharpe Ratio: -0.43

UCLU.DE's Sharpe Ratio of -0.43 indicates that for each unit of volatility, it generates -0.43 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

UCLU.DE Sharpe Ratio Rank

UCLU.DE Sharpe Ratio Rank: 5.15
Concerning

UCLU.DE ranks above 5.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

UCLU.DE Sharpe Ratio Market Positioning

The chart shows UCLU.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.45
  • Green zone (top 25%): 1.45 or higher
  • Top 1%: 5.87+
  • Median: 0.97 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco USD AAA CLO UCITS ETF Dist's Sharpe Ratio with other ETFs in the CLO category across multiple time periods, showing how UCLU.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LAAA.DEFair Oaks AAA CLO Fund UCITS ETF EUR Dist3.63
EAAA.DEFair Oaks AAA CLO UCITS ETF EUR Acc3.01
JCL0.DEJanus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc2.62
CLOA.DEInvesco EUR AAA CLO UCITS ETF Acc2.00
CLOD.DEInvesco EUR AAA CLO UCITS ETF Dist1.76
UCLA.DEInvesco USD AAA CLO UCITS ETF Acc-0.32
UCLU.DEInvesco USD AAA CLO UCITS ETF Dist-0.43
JAAE.DEJanus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc—
CHSJ.DEUBS EUR AAA CLO UCITS ETF EUR Acc—
EUCL.DEiShares € AAA CLO Active UCITS ETF EUR Acc—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows UCLU.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when UCLU.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore UCLU.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

UCLU.DE Sortino Ratio