5ESG.DE vs. CLOA.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and CLOA.DE (Invesco EUR AAA CLO UCITS ETF Acc) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while CLOA.DE is a CLO fund tracking the J.P. Morgan European Collateralized Loan Obligation AAA-only Index. Both are passively managed. Over the past year, 5ESG.DE returned 28.65% vs 3.46% for CLOA.DE. At a correlation of -0.03, they often move in opposite directions. 5ESG.DE charges 0.17%/yr vs 0.25%/yr for CLOA.DE.
Performance
5ESG.DE vs. CLOA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly higher than CLOA.DE's 1.37% return.
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
CLOA.DE
- 1D
- 0.11%
- 1M
- 0.39%
- YTD
- 1.37%
- 6M
- 1.66%
- 1Y
- 3.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. CLOA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 3.37% |
CLOA.DE Invesco EUR AAA CLO UCITS ETF Acc | 1.37% | 2.88% |
Correlation
The correlation between 5ESG.DE and CLOA.DE is -0.09, 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 | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | -0.03 |
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Return for Risk
5ESG.DE vs. CLOA.DE — Risk / Return Rank
5ESG.DE
CLOA.DE
5ESG.DE vs. CLOA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE). 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.
| 5ESG.DE | CLOA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.55 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 11.09 | -6.97 |
| Martin ratioReturn relative to average drawdown | 15.77 | 35.06 | -19.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5ESG.DE | CLOA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.68 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 2.31 | -1.10 |
Drawdowns
5ESG.DE vs. CLOA.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than CLOA.DE's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and CLOA.DE.
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Drawdown Indicators
| 5ESG.DE | CLOA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -0.49% | -22.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -0.31% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.02% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -0.09% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 0.10% | +1.71% |
Volatility
5ESG.DE vs. CLOA.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a higher volatility of 2.77% compared to Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) at 0.43%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than CLOA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESG.DE | CLOA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 0.43% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 0.95% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 1.30% | +10.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 1.42% | +13.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 1.42% | +15.39% |
5ESG.DE vs. CLOA.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than CLOA.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
5ESG.DE vs. CLOA.DE - Dividend Comparison
Neither 5ESG.DE nor CLOA.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and CLOA.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for CLOA.DE.
5ESG.DE is categorized as S&P 500, while CLOA.DE is CLO. 5ESG.DE tracks S&P 500 ESG Index, while CLOA.DE tracks J.P. Morgan European Collateralized Loan Obligation AAA-only Index. Their fees differ too: 0.17% for 5ESG.DE and 0.25% for CLOA.DE.
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