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

Performance

POWA vs. CLU.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Pricing Power ETF (POWA) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, POWA achieves a -2.29% return, which is significantly lower than CLU.NEO's 7.34% return. Both investments have delivered pretty close results over the past 10 years, with POWA having a 10.28% annualized return and CLU.NEO not far behind at 10.22%.


POWA

1D
0.04%
1M
0.44%
YTD
-2.29%
6M
-2.55%
1Y
4.21%
3Y*
10.86%
5Y*
7.41%
10Y*
10.28%

CLU.NEO

1D
-0.57%
1M
-0.54%
YTD
7.34%
6M
10.67%
1Y
23.56%
3Y*
15.62%
5Y*
6.28%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWA vs. CLU.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWA
Invesco Bloomberg Pricing Power ETF
-2.29%11.71%13.18%10.58%-7.67%24.93%7.61%27.98%-3.96%21.52%
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
7.34%20.72%5.75%15.70%-15.43%32.09%5.65%31.68%-18.06%22.76%

Correlation

The correlation between POWA and CLU.NEO is 0.58, 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

0.58

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

0.62

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

0.65

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

0.63

Correlation (All Time)
Calculated using the full available price history since May 6, 2009

0.66

The correlation between POWA and CLU.NEO has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

POWA vs. CLU.NEO — Risk / Return Rank

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

POWA
POWA Risk / Return Rank: 1414
Overall Rank
POWA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
POWA Sortino Ratio Rank: 1414
Sortino Ratio Rank
POWA Omega Ratio Rank: 1313
Omega Ratio Rank
POWA Calmar Ratio Rank: 1414
Calmar Ratio Rank
POWA Martin Ratio Rank: 1515
Martin Ratio Rank

CLU.NEO
CLU.NEO Risk / Return Rank: 8181
Overall Rank
CLU.NEO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CLU.NEO Sortino Ratio Rank: 8484
Sortino Ratio Rank
CLU.NEO Omega Ratio Rank: 8787
Omega Ratio Rank
CLU.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CLU.NEO Martin Ratio Rank: 7878
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Pricing Power ETF (POWA) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). 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.


POWACLU.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

1.07

1.38

-0.31

Calmar ratioReturn relative to maximum drawdown

0.43

2.67

-2.24

Martin ratioReturn relative to average drawdown

1.18

10.24

-9.06

POWA vs. CLU.NEO - Sharpe Ratio Comparison

The current POWA Sharpe Ratio is 0.36, which is lower than the CLU.NEO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of POWA and CLU.NEO, 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


POWACLU.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

2.04

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.35

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.48

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.47

+0.06

Drawdowns

POWA vs. CLU.NEO - Drawdown Comparison

The maximum POWA drawdown since its inception was -47.91%, roughly equal to the maximum CLU.NEO drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for POWA and CLU.NEO.


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Drawdown Indicators


POWACLU.NEODifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-45.80%

-2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-8.87%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

-18.06%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-27.75%

+10.00%

Max Drawdown (10Y)

Largest decline over 10 years

-36.53%

-45.80%

+9.27%

Current Drawdown

Current decline from peak

-6.44%

-1.35%

-5.09%

Average Drawdown

Average peak-to-trough decline

-6.24%

-8.55%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.31%

+1.28%

Volatility

POWA vs. CLU.NEO - Volatility Comparison

Invesco Bloomberg Pricing Power ETF (POWA) has a higher volatility of 3.12% compared to iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) at 2.43%. This indicates that POWA's price experiences larger fluctuations and is considered to be riskier than CLU.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWACLU.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

2.43%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

8.33%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

11.60%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

18.03%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

21.54%

-5.49%

POWA vs. CLU.NEO - Expense Ratio Comparison

POWA has a 0.40% expense ratio, which is lower than CLU.NEO's 0.72% expense ratio.


Dividends

POWA vs. CLU.NEO - Dividend Comparison

POWA's dividend yield for the trailing twelve months is around 0.96%, less than CLU.NEO's 1.20% 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%
POWA
Invesco Bloomberg Pricing Power ETF
0.96%0.94%0.79%1.60%1.48%1.06%1.34%1.16%1.39%1.63%2.18%3.31%

Frequently Asked Questions


POWA and CLU.NEO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, POWA is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

POWA is cheaper with a 0.40% expense ratio, compared with 0.72% for CLU.NEO.

POWA tracks Bloomberg Pricing Power Index, while CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for POWA and 0.72% for CLU.NEO.

Portfolio Optimizer

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