5ESG.DE vs. CLOD.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and CLOD.DE (Invesco EUR AAA CLO UCITS ETF Dist) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while CLOD.DE is a CLO fund actively managed by Invesco. 5ESG.DE is passively managed, while CLOD.DE is actively managed. Over the past year, 5ESG.DE returned 29.20% vs 3.36% for CLOD.DE. At a 0.05 correlation, their price movements are largely independent. 5ESG.DE charges 0.09%/yr vs 0.25%/yr for CLOD.DE.
Performance
5ESG.DE vs. CLOD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 12.10% return, which is significantly higher than CLOD.DE's 1.69% return.
5ESG.DE
- 1D
- -0.27%
- 1M
- 1.86%
- YTD
- 12.10%
- 6M
- 12.69%
- 1Y
- 29.20%
- 3Y*
- 19.28%
- 5Y*
- 15.05%
- 10Y*
- —
CLOD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- YTD
- 1.69%
- 6M
- 1.79%
- 1Y
- 3.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. CLOD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.10% | 3.52% |
CLOD.DE Invesco EUR AAA CLO UCITS ETF Dist | 1.69% | 2.73% |
Correlation
The correlation between 5ESG.DE and CLOD.DE is 0.04, 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 | 0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2025 | 0.05 |
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Return for Risk
5ESG.DE vs. CLOD.DE — Risk / Return Rank
5ESG.DE
CLOD.DE
5ESG.DE vs. CLOD.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 Dist (CLOD.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.
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.
| 5ESG.DE | CLOD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 2.02 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 10.57 | -6.38 |
| Martin ratioReturn relative to average drawdown | 16.11 | 49.58 | -33.47 |
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Drawdowns
5ESG.DE vs. CLOD.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than CLOD.DE's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and CLOD.DE.
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Drawdown Indicators
| 5ESG.DE | CLOD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -0.62% | -22.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -0.32% | -6.61% |
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 | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -0.10% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 0.07% | +1.74% |
Volatility
5ESG.DE vs. CLOD.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a higher volatility of 3.32% compared to Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE) at 0.28%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than CLOD.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 | CLOD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 0.28% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 0.72% | +7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 0.88% | +10.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 1.07% | +14.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 1.07% | +15.71% |
5ESG.DE vs. CLOD.DE - Expense Ratio Comparison
5ESG.DE has a 0.09% expense ratio, which is lower than CLOD.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. CLOD.DE - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while CLOD.DE's dividend yield for the trailing twelve months is around 3.05%.
| Position | TTM | 2025 |
|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% |
CLOD.DE Invesco EUR AAA CLO UCITS ETF Dist | 3.05% | 2.56% |
Frequently Asked Questions
5ESG.DE and CLOD.DE have a correlation of 0.04, 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 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for CLOD.DE.
5ESG.DE is categorized as S&P 500, while CLOD.DE is CLO. Their fees differ too: 0.09% for 5ESG.DE and 0.25% for CLOD.DE.
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