CLOD.DE vs. CLOA.DE
Compare and contrast key facts about Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE) and Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE).
CLOD.DE and CLOA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLOD.DE is an actively managed fund by Invesco. It was launched on Feb 10, 2025. 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.
Performance
CLOD.DE vs. CLOA.DE - Performance Comparison
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CLOD.DE vs. CLOA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLOD.DE Invesco EUR AAA CLO UCITS ETF Dist | 0.61% | 1.72% |
CLOA.DE Invesco EUR AAA CLO UCITS ETF Acc | 0.35% | 2.88% |
Returns By Period
In the year-to-date period, CLOD.DE achieves a 0.61% return, which is significantly higher than CLOA.DE's 0.35% return.
CLOD.DE
- 1D
- 0.22%
- 1M
- -0.01%
- YTD
- 0.61%
- 6M
- 0.52%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CLOA.DE
- 1D
- -0.23%
- 1M
- -0.04%
- YTD
- 0.35%
- 6M
- 1.16%
- 1Y
- 2.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CLOD.DE vs. CLOA.DE - Expense Ratio Comparison
Both CLOD.DE and CLOA.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
CLOD.DE vs. CLOA.DE — Risk / Return Rank
CLOD.DE
CLOA.DE
CLOD.DE vs. CLOA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE) and Invesco EUR AAA CLO UCITS ETF Acc (CLOA.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.
| CLOD.DE | CLOA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.00 | -0.24 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.92 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 6.58 | -3.50 |
Martin ratioReturn relative to average drawdown | 11.26 | 21.81 | -10.56 |
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
| CLOD.DE | CLOA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.00 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 1.99 | -0.40 |
Correlation
The correlation between CLOD.DE and CLOA.DE is 0.14, 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
CLOD.DE vs. CLOA.DE - Dividend Comparison
CLOD.DE's dividend yield for the trailing twelve months is around 2.56%, while CLOA.DE has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
CLOD.DE Invesco EUR AAA CLO UCITS ETF Dist | 2.56% | 1.79% |
CLOA.DE Invesco EUR AAA CLO UCITS ETF Acc | 0.00% | 0.00% |
Drawdowns
CLOD.DE vs. CLOA.DE - Drawdown Comparison
The maximum CLOD.DE drawdown since its inception was -0.76%, which is greater than CLOA.DE's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for CLOD.DE and CLOA.DE.
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Drawdown Indicators
| CLOD.DE | CLOA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.76% | -0.49% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -0.45% | -0.31% |
Current DrawdownCurrent decline from peak | -0.10% | -0.23% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -0.09% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.14% | +0.07% |
Volatility
CLOD.DE vs. CLOA.DE - Volatility Comparison
Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE) and Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) have volatilities of 0.38% and 0.39%, 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
| CLOD.DE | CLOA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 0.39% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 0.98% | 0.90% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.33% | 1.48% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.30% | 1.43% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.30% | 1.43% | -0.13% |