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Issuer
Clough
Inception Date
Nov 13, 2020
Region
North America (U.S.)
Category
Long-Short
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Assets Under Management
$57M

Highlights

Avg. Volume (1M)
4K
Avg. Volume Value (1M)
$124.70K

Share Price Chart


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Performance

CBLS Performance Chart

Clough Hedged Equity ETF (CBLS) is up 10.0% since the beginning of the year. CBLS is currently trading at $30 per share. Investors who bought $1,000 worth of CBLS shares 5 years ago would now be looking at an investment worth $1,209.


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Benchmark

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Returns By Period

Clough Hedged Equity ETF (CBLS) has returned 9.99% so far this year and 6.27% over the past 12 months.


Clough Hedged Equity ETF

1D
0.39%
1M
-8.11%
6M
0.45%
YTD
9.99%
1Y
6.27%
3Y*
16.15%
5Y*
3.87%
10Y*
ALL TIME*
7.64%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBLS Monthly Returns History

Based on dividend-adjusted daily data since Nov 13, 2020, CBLS's average daily return is +0.03%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 54% of months were positive and 46% were negative. The best month was Feb 2021 with a return of +15.3%, while the worst month was Jul 2026 at -11.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CBLS closed higher 55% of trading days. The best single day was Jun 2, 2026 with a return of +3.3%, while the worst single day was Jan 27, 2025 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.49%1.63%-6.21%9.71%3.58%4.43%-11.20%9.99%
20252.02%1.27%-3.45%2.62%5.19%1.78%1.21%-3.59%2.60%-1.35%-0.79%-1.41%5.87%
20242.51%5.74%3.20%0.13%10.24%1.06%0.97%-2.35%0.22%-0.07%6.02%-1.44%28.74%
20233.47%-1.72%-2.61%-2.37%-2.83%-0.65%0.58%-1.72%-2.53%-1.25%6.18%3.23%-2.67%
2022-2.80%1.22%-3.49%-7.41%1.79%-9.04%10.01%6.27%-5.43%8.65%-8.02%-1.76%-11.64%
2021-0.29%15.29%-0.53%2.68%-3.44%-2.07%-1.21%1.67%0.54%0.39%-6.24%-2.55%2.85%

Benchmark Metrics

Clough Hedged Equity ETF has an annualized alpha of -0.30%, beta of 0.62, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since November 13, 2020.

  • This ETF participated in 59.86% of S&P 500 Index downside but only 49.75% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.62 may look defensive, but with R2 of 0.39 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 0.39 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.30%
Beta
0.62
0.39
Upside Capture
49.75%
Downside Capture
59.86%

Expense Ratio

CBLS has a high expense ratio of 1.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CBLS ranks 18 for risk / return — above 18% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


CBLS Risk / Return Rank: 1818
Overall Rank
CBLS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CBLS Sortino Ratio Rank: 1717
Sortino Ratio Rank
CBLS Omega Ratio Rank: 1717
Omega Ratio Rank
CBLS Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBLS Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Clough Hedged Equity ETF (CBLS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBLSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.06

1.25

-0.19

Calmar ratioReturn relative to maximum drawdown

0.38

2.00

-1.62

Martin ratioReturn relative to average drawdown

1.22

8.49

-7.27

Dividends

Dividend History

Clough Hedged Equity ETF provided a 0.82% dividend yield over the last twelve months, with an annual payout of $0.25 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.50%0.60%0.70%0.80%0.90%$0.00$0.05$0.10$0.15$0.20$0.25202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.25$0.25$0.19$0.09

Dividend yield

0.82%0.90%0.73%0.44%

Monthly Dividends

The table displays the monthly dividend distributions for Clough Hedged Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2023$0.09$0.09

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Clough Hedged Equity 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 Clough Hedged Equity ETF was 32.78%, occurring on Oct 5, 2023. Recovery took 319 trading sessions.

The current Clough Hedged Equity ETF drawdown is 11.78%.


Drawdown

Fall

Recovery

Underwater

Related event

-32.78%Oct 2023
2y 5mo1y 3mo
3y 8moApr 2021 - Jan 2025
-15.27%Apr 2025
2mo 15d3mo 10d
5mo 25dJan 2025 - Jul 2025
2025 selloff2025
-13.02%Jul 2026
1mo 24d
1mo 29dJun 2026 - now
-8.46%Jan 2021
2d9d
11dJan 2021 - Feb 2021
-8.15%Nov 2025
27d2mo 1d
2mo 28dOct 2025 - Jan 2026

Drawdown Indicators


CBLSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-56.78%

+24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-9.10%

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

-18.90%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-25.43%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.78%

-1.58%

-10.20%

Average Drawdown

Average peak-to-trough decline

-12.57%

-10.70%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

2.14%

+1.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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