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

Performance

CLOA.DE vs. CLOA - 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 BlackRock AAA CLO ETF (CLOA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CLOA.DE is traded in EUR, while CLOA is traded in USD. To make them comparable, the CLOA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLOA.DE achieves a 1.37% return, which is significantly lower than CLOA's 3.23% return.


CLOA.DE

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

CLOA

1D
-0.13%
1M
1.05%
YTD
3.23%
6M
2.77%
1Y
3.58%
3Y*
3.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOA.DE vs. CLOA - Yearly Performance Comparison


2026 (YTD)2025
CLOA.DE
Invesco EUR AAA CLO UCITS ETF Acc
1.37%2.88%
CLOA
BlackRock AAA CLO ETF
3.23%-6.72%

Correlation

The correlation between CLOA.DE and CLOA is -0.14, 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

-0.14

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

-0.13

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Return for Risk

CLOA.DE vs. CLOA — 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

CLOA
CLOA Risk / Return Rank: 9999
Overall Rank
CLOA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLOA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CLOA Omega Ratio Rank: 9999
Omega Ratio Rank
CLOA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CLOA Martin Ratio Rank: 9999
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. CLOA - 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 BlackRock AAA CLO ETF (CLOA). 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.DECLOADifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.55

1.10

+0.45

Calmar ratioReturn relative to maximum drawdown

11.09

1.00

+10.09

Martin ratioReturn relative to average drawdown

35.06

2.41

+32.65

CLOA.DE vs. CLOA - Sharpe Ratio Comparison

The current CLOA.DE Sharpe Ratio is 2.68, which is higher than the CLOA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CLOA.DE and CLOA, 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.DECLOADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.57

+2.10

Sharpe Ratio (All Time)

Calculated using the full available price history

2.31

0.64

+1.67

Drawdowns

CLOA.DE vs. CLOA - Drawdown Comparison

The maximum CLOA.DE drawdown since its inception was -0.49%, smaller than the maximum CLOA drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for CLOA.DE and CLOA.


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Drawdown Indicators


CLOA.DECLOADifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-11.03%

+10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-3.59%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-11.03%

Current Drawdown

Current decline from peak

-0.02%

-5.22%

+5.20%

Average Drawdown

Average peak-to-trough decline

-0.09%

-3.72%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

1.49%

-1.39%

Volatility

CLOA.DE vs. CLOA - Volatility Comparison

The current volatility for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) is 0.43%, while BlackRock AAA CLO ETF (CLOA) has a volatility of 1.28%. This indicates that CLOA.DE experiences smaller price fluctuations and is considered to be less risky than CLOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLOA.DECLOADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

1.28%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

4.33%

-3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

6.29%

-4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.42%

7.36%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.42%

7.36%

-5.94%

CLOA.DE vs. CLOA - Expense Ratio Comparison

CLOA.DE has a 0.25% expense ratio, which is higher than CLOA's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CLOA.DE vs. CLOA - Dividend Comparison

CLOA.DE has not paid dividends to shareholders, while CLOA's dividend yield for the trailing twelve months is around 4.96%.


PositionTTM202520242023
CLOA
BlackRock AAA CLO ETF
4.96%5.35%6.01%5.88%
CLOA.DE
Invesco EUR AAA CLO UCITS ETF Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CLOA.DE and CLOA have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLOA is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLOA is cheaper with a 0.20% expense ratio, compared with 0.25% for CLOA.DE.

They also come from different issuers: Invesco and BlackRock. Their fees differ too: 0.25% for CLOA.DE and 0.20% for CLOA.

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