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AT1D.L vs. AT1P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AT1D.L vs. AT1P.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco USD AT1 CoCo Bond UCITS ETF USD Dist (AT1D.L) and Invesco USD AT1 CoCo Bond UCITS ETF Acc (AT1P.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AT1D.L achieves a 2.72% return, which is significantly higher than AT1P.L's 2.37% return.


AT1D.L

1D
0.16%
1M
0.45%
6M
1.34%
YTD
2.72%
1Y
7.93%
3Y*
10.04%
5Y*
3.61%
10Y*

AT1P.L

1D
-0.15%
1M
0.01%
6M
1.16%
YTD
2.37%
1Y
7.63%
3Y*
9.93%
5Y*
3.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AT1D.L vs. AT1P.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AT1D.L
Invesco USD AT1 CoCo Bond UCITS ETF USD Dist
2.72%3.15%12.17%-3.30%1.10%4.76%4.84%14.79%-23.76%
AT1P.L
Invesco USD AT1 CoCo Bond UCITS ETF Acc
2.37%3.19%12.16%-3.30%1.16%4.77%4.85%14.81%-0.26%

Correlation

The correlation between AT1D.L and AT1P.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2018

0.95

The correlation between AT1D.L and AT1P.L has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

AT1D.L vs. AT1P.L — Risk / Return Rank

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

AT1D.L
AT1D.L Risk / Return Rank: 4848
Overall Rank
AT1D.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AT1D.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
AT1D.L Omega Ratio Rank: 4040
Omega Ratio Rank
AT1D.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
AT1D.L Martin Ratio Rank: 5151
Martin Ratio Rank

AT1P.L
AT1P.L Risk / Return Rank: 4545
Overall Rank
AT1P.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AT1P.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
AT1P.L Omega Ratio Rank: 3939
Omega Ratio Rank
AT1P.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
AT1P.L Martin Ratio Rank: 4747
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.

AT1D.L vs. AT1P.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco USD AT1 CoCo Bond UCITS ETF USD Dist (AT1D.L) and Invesco USD AT1 CoCo Bond UCITS ETF Acc (AT1P.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.


AT1D.LAT1P.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.22

1.22

0.00

Calmar ratioReturn relative to maximum drawdown

2.42

2.24

+0.18

Martin ratioReturn relative to average drawdown

6.82

6.17

+0.65

AT1D.L vs. AT1P.L - Sharpe Ratio Comparison

The current AT1D.L Sharpe Ratio is 1.25, which is comparable to the AT1P.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AT1D.L and AT1P.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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Drawdowns

AT1D.L vs. AT1P.L - Drawdown Comparison

The maximum AT1D.L drawdown since its inception was -27.40%, which is greater than AT1P.L's maximum drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for AT1D.L and AT1P.L.


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Drawdown Indicators


AT1D.LAT1P.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-22.71%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-3.31%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

-9.12%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-22.71%

+0.01%

Current Drawdown

Current decline from peak

-1.32%

-1.73%

+0.41%

Average Drawdown

Average peak-to-trough decline

-8.42%

-4.05%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.20%

-0.01%

Volatility

AT1D.L vs. AT1P.L - Volatility Comparison

Invesco USD AT1 CoCo Bond UCITS ETF USD Dist (AT1D.L) and Invesco USD AT1 CoCo Bond UCITS ETF Acc (AT1P.L) have volatilities of 1.70% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AT1D.LAT1P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.78%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

4.41%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.49%

6.13%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.88%

10.19%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.08%

11.44%

+2.64%

AT1D.L vs. AT1P.L - Expense Ratio Comparison

Both AT1D.L and AT1P.L have an expense ratio of 0.39%.


Dividends

AT1D.L vs. AT1P.L - Dividend Comparison

AT1D.L's dividend yield for the trailing twelve months is around 5.99%, while AT1P.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AT1D.L
Invesco USD AT1 CoCo Bond UCITS ETF USD Dist
5.99%6.07%6.14%6.24%5.79%4.25%5.63%5.59%1.12%
AT1P.L
Invesco USD AT1 CoCo Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, AT1D.L and AT1P.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AT1D.L and AT1P.L have the same expense ratio: 0.39% per year.

Both ETFs track iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) Index.

Portfolio Optimizer

Find the right allocation for AT1D.L and AT1P.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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