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WDTE.DE vs. CLOA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDTE.DE vs. CLOA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) and Invesco EUR AAA CLO UCITS ETF Acc (CLOA.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, WDTE.DE achieves a 18.32% return, which is significantly higher than CLOA.DE's 1.37% return.


WDTE.DE

1D
-2.54%
1M
12.94%
YTD
18.32%
6M
18.30%
1Y
36.88%
3Y*
25.83%
5Y*
10Y*

CLOA.DE

1D
0.11%
1M
0.39%
YTD
1.37%
6M
1.66%
1Y
3.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.DE vs. CLOA.DE - Yearly Performance Comparison


Correlation

The correlation between WDTE.DE and CLOA.DE is -0.16, 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

-0.16

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

-0.05

The correlation between WDTE.DE and CLOA.DE shifts across timeframes, from -0.16 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WDTE.DE vs. CLOA.DE — Risk / Return Rank

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

WDTE.DE
WDTE.DE Risk / Return Rank: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

CLOA.DE
CLOA.DE Risk / Return Rank: 9191
Overall Rank
CLOA.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CLOA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
CLOA.DE Omega Ratio Rank: 8989
Omega Ratio Rank
CLOA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLOA.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.

WDTE.DE vs. CLOA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) and Invesco EUR AAA CLO UCITS ETF Acc (CLOA.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.


WDTE.DECLOA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.32

1.55

-0.23

Calmar ratioReturn relative to maximum drawdown

2.33

11.09

-8.76

Martin ratioReturn relative to average drawdown

6.14

35.06

-28.92

WDTE.DE vs. CLOA.DE - Sharpe Ratio Comparison

The current WDTE.DE Sharpe Ratio is 1.88, which is comparable to the CLOA.DE Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of WDTE.DE and CLOA.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


WDTE.DECLOA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.68

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

2.31

-0.87

Drawdowns

WDTE.DE vs. CLOA.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than CLOA.DE's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and CLOA.DE.


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Drawdown Indicators


WDTE.DECLOA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-0.49%

-27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-0.31%

-15.48%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

Current Drawdown

Current decline from peak

-3.63%

-0.02%

-3.61%

Average Drawdown

Average peak-to-trough decline

-4.97%

-0.09%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

0.10%

+5.89%

Volatility

WDTE.DE vs. CLOA.DE - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 8.26% compared to Invesco EUR AAA CLO UCITS ETF Acc (CLOA.DE) at 0.43%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than CLOA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDTE.DECLOA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

0.43%

+7.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

0.95%

+14.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

1.30%

+18.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

1.42%

+20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

1.42%

+20.32%

WDTE.DE vs. CLOA.DE - Expense Ratio Comparison

WDTE.DE has a 0.18% expense ratio, which is lower than CLOA.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WDTE.DE vs. CLOA.DE - Dividend Comparison

Neither WDTE.DE nor CLOA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.DE and CLOA.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for CLOA.DE.

WDTE.DE is categorized as Technology Equities, while CLOA.DE is CLO. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while CLOA.DE tracks J.P. Morgan European Collateralized Loan Obligation AAA-only Index. Their fees differ too: 0.18% for WDTE.DE and 0.25% for CLOA.DE.

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