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CLOA.DE vs. BNXG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOA.DE vs. BNXG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.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, CLOA.DE achieves a 1.37% return, which is significantly lower than BNXG.DE's 25.60% return.


CLOA.DE

1D
0.11%
1M
0.39%
YTD
1.37%
6M
1.66%
1Y
3.46%
3Y*
5Y*
10Y*

BNXG.DE

1D
-2.38%
1M
9.75%
YTD
25.60%
6M
16.57%
1Y
57.31%
3Y*
42.07%
5Y*
12.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOA.DE vs. BNXG.DE - Yearly Performance Comparison


Correlation

The correlation between CLOA.DE and BNXG.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

-0.03

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Return for Risk

CLOA.DE vs. BNXG.DE — Risk / Return Rank

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

CLOA.DE
CLOA.DE Risk / Return Rank: 9191
Overall Rank
CLOA.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CLOA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
CLOA.DE Omega Ratio Rank: 8989
Omega Ratio Rank
CLOA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLOA.DE Martin Ratio Rank: 9696
Martin Ratio Rank

BNXG.DE
BNXG.DE Risk / Return Rank: 3737
Overall Rank
BNXG.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BNXG.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
BNXG.DE Omega Ratio Rank: 3636
Omega Ratio Rank
BNXG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
BNXG.DE Martin Ratio Rank: 2828
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.

CLOA.DE vs. BNXG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.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.


CLOA.DEBNXG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.55

1.24

+0.31

Calmar ratioReturn relative to maximum drawdown

11.09

1.92

+9.17

Martin ratioReturn relative to average drawdown

35.06

3.89

+31.17

CLOA.DE vs. BNXG.DE - Sharpe Ratio Comparison

The current CLOA.DE Sharpe Ratio is 2.68, which is higher than the BNXG.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of CLOA.DE and BNXG.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


CLOA.DEBNXG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

1.43

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

2.31

0.66

+1.65

Drawdowns

CLOA.DE vs. BNXG.DE - Drawdown Comparison

The maximum CLOA.DE drawdown since its inception was -0.49%, smaller than the maximum BNXG.DE drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for CLOA.DE and BNXG.DE.


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Drawdown Indicators


CLOA.DEBNXG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-57.23%

+56.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-29.72%

+29.41%

Max Drawdown (3Y)

Largest decline over 3 years

-38.54%

Max Drawdown (5Y)

Largest decline over 5 years

-57.23%

Current Drawdown

Current decline from peak

-0.02%

-4.77%

+4.75%

Average Drawdown

Average peak-to-trough decline

-0.09%

-21.04%

+20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

14.69%

-14.59%

Volatility

CLOA.DE vs. BNXG.DE - Volatility Comparison

The current volatility for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) is 0.43%, while Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.DE) has a volatility of 9.95%. This indicates that CLOA.DE experiences smaller price fluctuations and is considered to be less risky than BNXG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLOA.DEBNXG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

9.95%

-9.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

25.00%

-24.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

39.88%

-38.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.42%

36.22%

-34.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.42%

35.37%

-33.95%

CLOA.DE vs. BNXG.DE - Expense Ratio Comparison

CLOA.DE has a 0.25% expense ratio, which is lower than BNXG.DE's 0.65% expense ratio.


Dividends

CLOA.DE vs. BNXG.DE - Dividend Comparison

Neither CLOA.DE nor BNXG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CLOA.DE and BNXG.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLOA.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLOA.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for BNXG.DE.

CLOA.DE is categorized as CLO, while BNXG.DE is Technology Equities. CLOA.DE tracks J.P. Morgan European Collateralized Loan Obligation AAA-only Index, while BNXG.DE tracks CoinShares Blockchain Global Equity. Their fees differ too: 0.25% for CLOA.DE and 0.65% for BNXG.DE.

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