In the eukaryotic clade, all species have in common that their cells contain a membrane-bound nucleus. This is a defining characteristic of eukaryotic organisms. The presence of a nucleus enclosed within a membrane distinguishes eukaryotic cells from prokaryotic cells, which lack this feature.
Having a membrane-bound nucleus allows eukaryotic cells to house their genetic material in a protected environment, separated from the cytoplasm where cellular activities take place. This organization enables more complex processes such as gene expression and regulation, which are essential for the functioning of eukaryotic organisms.
Therefore, among the options provided, the common characteristic shared by all species classified in the eukaryotic clade is that their cells contain a membrane-bound nucleus.