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EUCL.DE vs. LAAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUCL.DE vs. LAAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.DE) and Fair Oaks AAA CLO Fund UCITS ETF EUR Dist (LAAA.DE). The values are adjusted to include any dividend payments, if applicable.

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EUCL.DE vs. LAAA.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EUCL.DE achieves a 0.42% return, which is significantly higher than LAAA.DE's 0.35% return.


EUCL.DE

1D
0.04%
1M
-0.25%
YTD
0.42%
6M
1.24%
1Y
3Y*
5Y*
10Y*

LAAA.DE

1D
0.02%
1M
-0.16%
YTD
0.35%
6M
1.11%
1Y
3.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUCL.DE vs. LAAA.DE - Expense Ratio Comparison

EUCL.DE has a 0.25% expense ratio, which is lower than LAAA.DE's 0.35% expense ratio.


Return for Risk

EUCL.DE vs. LAAA.DE — Risk / Return Rank

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

EUCL.DE

LAAA.DE
LAAA.DE Risk / Return Rank: 9898
Overall Rank
LAAA.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LAAA.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
LAAA.DE Omega Ratio Rank: 9999
Omega Ratio Rank
LAAA.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LAAA.DE Martin Ratio Rank: 9898
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.

EUCL.DE vs. LAAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.DE) and Fair Oaks AAA CLO Fund UCITS ETF EUR Dist (LAAA.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EUCL.DE vs. LAAA.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUCL.DELAAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.63

Sharpe Ratio (All Time)

Calculated using the full available price history

3.50

2.22

+1.28

Correlation

The correlation between EUCL.DE and LAAA.DE is 0.30, 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

EUCL.DE vs. LAAA.DE - Dividend Comparison

EUCL.DE has not paid dividends to shareholders, while LAAA.DE's dividend yield for the trailing twelve months is around 3.61%.


Drawdowns

EUCL.DE vs. LAAA.DE - Drawdown Comparison

The maximum EUCL.DE drawdown since its inception was -0.30%, smaller than the maximum LAAA.DE drawdown of -1.45%. Use the drawdown chart below to compare losses from any high point for EUCL.DE and LAAA.DE.


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Drawdown Indicators


EUCL.DELAAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.30%

-1.45%

+1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-0.52%

Current Drawdown

Current decline from peak

-0.26%

-0.19%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.07%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

EUCL.DE vs. LAAA.DE - Volatility Comparison


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Volatility by Period


EUCL.DELAAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

0.84%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.80%

1.62%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.80%

1.62%

-0.82%