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CL0U.DE vs. IEVD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CL0U.DE vs. IEVD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Cloud Computing UCITS ETF (CL0U.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CL0U.DE achieves a 11.61% return, which is significantly lower than IEVD.DE's 58.66% return.


CL0U.DE

1D
1.66%
1M
13.48%
YTD
11.61%
6M
10.17%
1Y
5.95%
3Y*
7.04%
5Y*
10Y*

IEVD.DE

1D
-1.86%
1M
20.81%
YTD
58.66%
6M
58.40%
1Y
88.90%
3Y*
23.68%
5Y*
13.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CL0U.DE vs. IEVD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CL0U.DE
Global X Cloud Computing UCITS ETF
11.61%-16.03%11.50%40.13%-36.85%-11.22%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
58.66%10.81%5.27%23.03%-23.20%-0.83%

Correlation

The correlation between CL0U.DE and IEVD.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.57

Over the past year, the correlation between CL0U.DE and IEVD.DE has dropped to 0.29 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

CL0U.DE vs. IEVD.DE — Risk / Return Rank

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

CL0U.DE
CL0U.DE Risk / Return Rank: 1212
Overall Rank
CL0U.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CL0U.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
CL0U.DE Omega Ratio Rank: 1313
Omega Ratio Rank
CL0U.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
CL0U.DE Martin Ratio Rank: 1212
Martin Ratio Rank

IEVD.DE
IEVD.DE Risk / Return Rank: 7878
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 5656
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.

CL0U.DE vs. IEVD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing UCITS ETF (CL0U.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.


CL0U.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-3.13

Omega ratioGain probability vs. loss probability

1.07

1.53

-0.46

Calmar ratioReturn relative to maximum drawdown

0.22

4.17

-3.96

Martin ratioReturn relative to average drawdown

0.51

9.74

-9.23

CL0U.DE vs. IEVD.DE - Sharpe Ratio Comparison

The current CL0U.DE Sharpe Ratio is 0.20, which is lower than the IEVD.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of CL0U.DE and IEVD.DE, 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


CL0U.DEIEVD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.71

-2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.61

-0.75

Drawdowns

CL0U.DE vs. IEVD.DE - Drawdown Comparison

The maximum CL0U.DE drawdown since its inception was -46.57%, which is greater than IEVD.DE's maximum drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for CL0U.DE and IEVD.DE.


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Drawdown Indicators


CL0U.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.57%

-42.37%

-4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-27.28%

-21.18%

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-40.10%

-30.23%

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

Current Drawdown

Current decline from peak

-20.30%

-1.86%

-18.44%

Average Drawdown

Average peak-to-trough decline

-30.96%

-10.27%

-20.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.66%

9.09%

+2.57%

Volatility

CL0U.DE vs. IEVD.DE - Volatility Comparison

Global X Cloud Computing UCITS ETF (CL0U.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) have volatilities of 11.61% and 11.17%, 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


CL0U.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

11.17%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

25.33%

19.50%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

32.58%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.45%

24.27%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.45%

25.27%

+4.18%

CL0U.DE vs. IEVD.DE - Expense Ratio Comparison

CL0U.DE has a 0.55% expense ratio, which is higher than IEVD.DE's 0.40% expense ratio.


Dividends

CL0U.DE vs. IEVD.DE - Dividend Comparison

Neither CL0U.DE nor IEVD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CL0U.DE and IEVD.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEVD.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEVD.DE is cheaper with a 0.40% expense ratio, compared with 0.55% for CL0U.DE.

CL0U.DE tracks Indxx Global Cloud Computing, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. They also come from different issuers: Global X and iShares. Their fees differ too: 0.55% for CL0U.DE and 0.40% for IEVD.DE.

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