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

Performance

CLOA.DE vs. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, CLOA.DE achieves a 0.35% return, which is significantly lower than SMLD.DE's 16.58% return.


CLOA.DE

1D
-0.23%
1M
-0.04%
YTD
0.35%
6M
1.16%
1Y
2.96%
3Y*
5Y*
10Y*

SMLD.DE

1D
-3.84%
1M
-0.75%
YTD
16.58%
6M
15.41%
1Y
-1.50%
3Y*
20.72%
5Y*
27.81%
10Y*
18.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CLOA.DE has a 0.25% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Return for Risk

CLOA.DE vs. SMLD.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: 9494
Overall Rank
CLOA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CLOA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
CLOA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
CLOA.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
CLOA.DE Martin Ratio Rank: 9797
Martin Ratio Rank

SMLD.DE
SMLD.DE Risk / Return Rank: 1111
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1010
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. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.DESMLD.DEDifference

Sharpe ratio

Return per unit of total volatility

2.00

-0.05

+2.05

Sortino ratio

Return per unit of downside risk

2.92

0.13

+2.78

Omega ratio

Gain probability vs. loss probability

1.42

1.02

+0.40

Calmar ratio

Return relative to maximum drawdown

6.58

-0.12

+6.70

Martin ratio

Return relative to average drawdown

21.81

-0.20

+22.01

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

The current CLOA.DE Sharpe Ratio is 2.00, which is higher than the SMLD.DE Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CLOA.DE and SMLD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CLOA.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-0.05

+2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.99

0.28

+1.71

Correlation

The correlation between CLOA.DE and SMLD.DE is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CLOA.DE vs. SMLD.DE - Dividend Comparison

CLOA.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.82%.


TTM20252024202320222021202020192018201720162015
CLOA.DE
Invesco EUR AAA CLO UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.82%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Drawdowns

CLOA.DE vs. SMLD.DE - Drawdown Comparison

The maximum CLOA.DE drawdown since its inception was -0.49%, smaller than the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for CLOA.DE and SMLD.DE.


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Drawdown Indicators


CLOA.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-73.78%

+73.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-18.97%

+18.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

Current Drawdown

Current decline from peak

-0.23%

-6.66%

+6.43%

Average Drawdown

Average peak-to-trough decline

-0.09%

-17.93%

+17.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

9.10%

-8.96%

Volatility

CLOA.DE vs. SMLD.DE - Volatility Comparison

The current volatility for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) is 0.39%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) has a volatility of 5.76%. This indicates that CLOA.DE experiences smaller price fluctuations and is considered to be less risky than SMLD.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.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

5.76%

-5.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

23.70%

-22.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.48%

29.37%

-27.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.43%

22.73%

-21.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

34.81%

-33.38%