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

Performance

SMLD.DE vs. CLOD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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, SMLD.DE achieves a 20.75% return, which is significantly higher than CLOD.DE's 1.46% return.


SMLD.DE

1D
-0.66%
1M
0.52%
YTD
20.75%
6M
14.96%
1Y
13.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%

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)

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


Correlation

The correlation between SMLD.DE and CLOD.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.09

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Return for Risk

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

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

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.


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

-2.97

Sortino ratioReturn per unit of downside risk

-4.74

Omega ratioGain probability vs. loss probability

1.15

1.92

-0.77

Calmar ratioReturn relative to maximum drawdown

0.92

9.97

-9.05

Martin ratioReturn relative to average drawdown

1.91

35.80

-33.89

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

The current SMLD.DE Sharpe Ratio is 0.51, which is lower than the CLOD.DE Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of SMLD.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


SMLD.DECLOD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

3.49

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

2.85

-2.56

Drawdowns

SMLD.DE vs. CLOD.DE - Drawdown Comparison

The maximum SMLD.DE drawdown since its inception was -73.78%, 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 SMLD.DE and CLOD.DE.


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Drawdown Indicators


SMLD.DECLOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-0.62%

-73.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-0.34%

-14.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

Current Drawdown

Current decline from peak

-3.47%

0.00%

-3.47%

Average Drawdown

Average peak-to-trough decline

-17.76%

-0.10%

-17.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

0.09%

+7.07%

Volatility

SMLD.DE vs. CLOD.DE - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) has a higher volatility of 5.38% compared to Invesco EUR AAA CLO UCITS ETF Dist (CLOD.DE) at 0.30%. This indicates that SMLD.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


SMLD.DECLOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

0.30%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

0.71%

+12.08%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

0.98%

+25.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

1.07%

+21.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

1.07%

+33.63%

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

SMLD.DE has a 0.50% expense ratio, which is higher than CLOD.DE's 0.25% expense ratio.


Dividends

SMLD.DE vs. CLOD.DE - Dividend Comparison

SMLD.DE's dividend yield for the trailing twelve months is around 7.55%, more than CLOD.DE's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
CLOD.DE
Invesco EUR AAA CLO UCITS ETF Dist
3.30%2.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


SMLD.DE and CLOD.DE have a correlation of -0.11, 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 0.50% for SMLD.DE.

SMLD.DE is categorized as Energy Equities, while CLOD.DE is CLO. Their fees differ too: 0.50% for SMLD.DE and 0.25% for CLOD.DE.

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