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CLU.NEO vs. MOAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLU.NEO vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and VanEck Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CLU.NEO is traded in CAD, while MOAT is traded in USD. To make them comparable, the MOAT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLU.NEO achieves a 8.69% return, which is significantly higher than MOAT's 1.31% return. Over the past 10 years, CLU.NEO has underperformed MOAT with an annualized return of 11.02%, while MOAT has yielded a comparatively higher 14.33% annualized return.


CLU.NEO

1D
-0.17%
1M
1.57%
YTD
8.69%
6M
10.48%
1Y
24.65%
3Y*
16.95%
5Y*
9.30%
10Y*
11.02%

MOAT

1D
0.98%
1M
5.79%
YTD
1.31%
6M
-0.39%
1Y
17.47%
3Y*
13.06%
5Y*
11.31%
10Y*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLU.NEO vs. MOAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
8.69%15.20%14.82%13.13%-9.37%31.13%3.57%25.41%-11.16%14.83%
MOAT
VanEck Morningstar Wide Moat ETF
1.31%8.01%20.25%28.98%-7.51%23.00%12.90%28.17%7.09%15.34%

Correlation

The correlation between CLU.NEO and MOAT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2012

0.55

The correlation between CLU.NEO and MOAT has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

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Return for Risk

CLU.NEO vs. MOAT — Risk / Return Rank

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

CLU.NEO
CLU.NEO Risk / Return Rank: 8181
Overall Rank
CLU.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CLU.NEO Sortino Ratio Rank: 8585
Sortino Ratio Rank
CLU.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
CLU.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CLU.NEO Martin Ratio Rank: 7878
Martin Ratio Rank

MOAT
MOAT Risk / Return Rank: 3030
Overall Rank
MOAT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 3232
Sortino Ratio Rank
MOAT Omega Ratio Rank: 2929
Omega Ratio Rank
MOAT Calmar Ratio Rank: 2727
Calmar Ratio Rank
MOAT 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.

CLU.NEO vs. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and VanEck Morningstar Wide Moat ETF (MOAT). 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.


CLU.NEOMOATDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.54

1.22

+0.32

Calmar ratioReturn relative to maximum drawdown

3.86

1.42

+2.44

Martin ratioReturn relative to average drawdown

14.84

3.89

+10.95

CLU.NEO vs. MOAT - Sharpe Ratio Comparison

The current CLU.NEO Sharpe Ratio is 2.50, which is higher than the MOAT Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CLU.NEO and MOAT, 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


CLU.NEOMOATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.29

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.70

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.85

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.03

-0.42

Drawdowns

CLU.NEO vs. MOAT - Drawdown Comparison

The maximum CLU.NEO drawdown since its inception was -39.93%, which is greater than MOAT's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for CLU.NEO and MOAT.


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Drawdown Indicators


CLU.NEOMOATDifference

Max Drawdown

Largest peak-to-trough decline

-39.93%

-27.08%

-12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-12.40%

+5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-21.53%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-21.53%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-27.08%

-12.85%

Current Drawdown

Current decline from peak

-0.70%

-3.71%

+3.01%

Average Drawdown

Average peak-to-trough decline

-4.74%

-3.11%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

4.50%

-2.80%

Volatility

CLU.NEO vs. MOAT - Volatility Comparison

The current volatility for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) is 2.30%, while VanEck Morningstar Wide Moat ETF (MOAT) has a volatility of 3.80%. This indicates that CLU.NEO experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLU.NEOMOATDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

3.80%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

9.95%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

13.64%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

16.27%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

16.99%

+1.09%

CLU.NEO vs. MOAT - Expense Ratio Comparison

CLU.NEO has a 0.72% expense ratio, which is higher than MOAT's 0.47% expense ratio.


Dividends

CLU.NEO vs. MOAT - Dividend Comparison

CLU.NEO's dividend yield for the trailing twelve months is around 1.20%, less than MOAT's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
1.20%1.31%1.32%1.35%1.63%1.19%1.66%1.46%1.77%1.46%1.63%1.87%
MOAT
VanEck Morningstar Wide Moat ETF
1.36%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%

Frequently Asked Questions


CLU.NEO and MOAT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MOAT is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MOAT is cheaper with a 0.47% expense ratio, compared with 0.72% for CLU.NEO.

CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index, while MOAT tracks Morningstar Wide Moat Focus Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.72% for CLU.NEO and 0.47% for MOAT.

Portfolio Optimizer

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