TCW AAA CLO ETF (ACLO)

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TCW AAA CLO ETF (ACLO) is up 2.4% since the beginning of the year. ACLO is currently trading at $50 per share.

TCW AAA CLO ETF (ACLO) has returned 2.41% so far this year and 5.31% over the past 12 months.

Based on dividend-adjusted daily data since Nov 18, 2024, ACLO's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 100% of months were positive and 0% were negative. The best month was May 2025 with a return of +0.9%, while the worst month was Apr 2025 at 0.1%. The longest winning streak lasted 20 consecutive months, and the longest losing streak was 0 months.

On a daily basis, ACLO closed higher 67% of trading days. The best single day was Dec 3, 2024 with a return of +0.4%, while the worst single day was Apr 4, 2025 at -0.5%.

TCW AAA CLO ETF has an annualized alpha of 5.12%, beta of 0.02, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since November 18, 2024.

• This ETF captured 11.77% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.98%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.02 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ACLO has an expense ratio of 0.20%, which is considered low.

ACLO ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

TCW AAA CLO ETF provided a 4.90% dividend yield over the last twelve months, with an annual payout of $2.47 per share.

The table displays the monthly dividend distributions for TCW AAA CLO ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the TCW AAA CLO ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TCW AAA CLO ETF was 1.01%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

The chart below shows the rolling one-month volatility.