CLOA.DE vs. WDTE.DE
Compare and contrast key facts about Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE).
CLOA.DE and WDTE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLOA.DE is a passively managed fund by Invesco that tracks the performance of the J.P. Morgan European Collateralized Loan Obligation AAA-only Index. It was launched on Feb 10, 2025. WDTE.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. It was launched on Apr 12, 2023. Both CLOA.DE and WDTE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CLOA.DE vs. WDTE.DE - Performance Comparison
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CLOA.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLOA.DE Invesco EUR AAA CLO UCITS ETF Acc | 0.35% | 2.88% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | -8.18% | 5.58% |
Returns By Period
In the year-to-date period, CLOA.DE achieves a 0.35% return, which is significantly higher than WDTE.DE's -8.18% return.
CLOA.DE
- 1D
- -0.23%
- 1M
- -0.04%
- YTD
- 0.35%
- 6M
- 1.16%
- 1Y
- 2.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDTE.DE
- 1D
- 2.95%
- 1M
- -2.76%
- YTD
- -8.18%
- 6M
- -6.33%
- 1Y
- 13.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CLOA.DE vs. WDTE.DE - Expense Ratio Comparison
CLOA.DE has a 0.25% expense ratio, which is higher than WDTE.DE's 0.18% 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%.
Return for Risk
CLOA.DE vs. WDTE.DE — Risk / Return Rank
CLOA.DE
WDTE.DE
CLOA.DE vs. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.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.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 0.58 | +1.42 |
Sortino ratioReturn per unit of downside risk | 2.92 | 0.93 | +1.99 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.13 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 6.58 | 0.83 | +5.75 |
Martin ratioReturn relative to average drawdown | 21.81 | 2.31 | +19.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLOA.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 0.58 | +1.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.99 | 1.04 | +0.95 |
Correlation
The correlation between CLOA.DE and WDTE.DE is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CLOA.DE vs. WDTE.DE - Dividend Comparison
Neither CLOA.DE nor WDTE.DE has paid dividends to shareholders.
Drawdowns
CLOA.DE vs. WDTE.DE - Drawdown Comparison
The maximum CLOA.DE drawdown since its inception was -0.49%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for CLOA.DE and WDTE.DE.
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Drawdown Indicators
| CLOA.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.49% | -28.19% | +27.70% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -15.79% | +15.34% |
Current DrawdownCurrent decline from peak | -0.23% | -13.29% | +13.06% |
Average DrawdownAverage peak-to-trough decline | -0.09% | -5.05% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.14% | 5.69% | -5.55% |
Volatility
CLOA.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) is 0.39%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 5.20%. This indicates that CLOA.DE experiences smaller price fluctuations and is considered to be less risky than WDTE.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.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 5.20% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 14.26% | -13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.48% | 23.10% | -21.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.43% | 21.55% | -20.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 21.55% | -20.12% |