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IQSA.DE vs. CLOD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSA.DE vs. CLOD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) and Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQSA.DE achieves a 14.81% return, which is significantly higher than CLOD.DE's 1.46% return.


IQSA.DE

1D
-0.11%
1M
4.49%
YTD
14.81%
6M
16.12%
1Y
28.39%
3Y*
22.03%
5Y*
15.45%
10Y*

CLOD.DE

1D
0.01%
1M
0.35%
YTD
1.46%
6M
1.67%
1Y
3.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSA.DE vs. CLOD.DE - Yearly Performance Comparison


Correlation

The correlation between IQSA.DE and CLOD.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.01

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Return for Risk

IQSA.DE vs. CLOD.DE — Risk / Return Rank

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

IQSA.DE
IQSA.DE Risk / Return Rank: 7979
Overall Rank
IQSA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 8787
Martin Ratio Rank

CLOD.DE
CLOD.DE Risk / Return Rank: 9696
Overall Rank
CLOD.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CLOD.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
CLOD.DE Omega Ratio Rank: 9797
Omega Ratio Rank
CLOD.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLOD.DE Martin Ratio Rank: 9696
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.

IQSA.DE vs. CLOD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) and Invesco EUR AAA CLO UCITS ETF Dist (CLOD.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.


IQSA.DECLOD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.43

1.92

-0.49

Calmar ratioReturn relative to maximum drawdown

4.60

9.97

-5.37

Martin ratioReturn relative to average drawdown

18.23

35.80

-17.56

IQSA.DE vs. CLOD.DE - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 2.34, which is lower than the CLOD.DE Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of IQSA.DE and CLOD.DE, 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


IQSA.DECLOD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

3.49

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

2.85

-1.91

Drawdowns

IQSA.DE vs. CLOD.DE - Drawdown Comparison

The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than CLOD.DE's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and CLOD.DE.


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Drawdown Indicators


IQSA.DECLOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-0.62%

-33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-0.34%

-5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-4.38%

-0.10%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.09%

+1.48%

Volatility

IQSA.DE vs. CLOD.DE - Volatility Comparison

Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a higher volatility of 3.32% compared to Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE) at 0.30%. This indicates that IQSA.DE's price experiences larger fluctuations and is considered to be riskier than CLOD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQSA.DECLOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

0.30%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

0.71%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

0.98%

+11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

1.07%

+13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

1.07%

+15.67%

IQSA.DE vs. CLOD.DE - Expense Ratio Comparison

IQSA.DE has a 0.30% expense ratio, which is higher than CLOD.DE's 0.25% expense ratio.


Dividends

IQSA.DE vs. CLOD.DE - Dividend Comparison

IQSA.DE has not paid dividends to shareholders, while CLOD.DE's dividend yield for the trailing twelve months is around 3.30%.


Frequently Asked Questions


IQSA.DE and CLOD.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLOD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLOD.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQSA.DE.

IQSA.DE is categorized as Global Equities, while CLOD.DE is CLO. Their fees differ too: 0.30% for IQSA.DE and 0.25% for CLOD.DE.

Portfolio Optimizer

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