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BlackRock AAA CLO ETF (CLOA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

092528504

Issuer

Blackrock

Inception Date

Jan 10, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CLOA vs. JBBB CLOA vs. ICLO CLOA vs. IBHE CLOA vs. CLOI CLOA vs. AAA CLOA vs. PFFV CLOA vs. LQDH CLOA vs. VIG CLOA vs. SEIX CLOA vs. FSPGX
Popular comparisons:
CLOA vs. JBBB CLOA vs. ICLO CLOA vs. IBHE CLOA vs. CLOI CLOA vs. AAA CLOA vs. PFFV CLOA vs. LQDH CLOA vs. VIG CLOA vs. SEIX CLOA vs. FSPGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock AAA CLO ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.15%
12.33%
CLOA (BlackRock AAA CLO ETF)
Benchmark (^GSPC)

Returns By Period

BlackRock AAA CLO ETF had a return of 6.52% year-to-date (YTD) and 7.70% in the last 12 months.


CLOA

YTD

6.52%

1M

0.64%

6M

3.28%

1Y

7.70%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of CLOA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.86%0.59%0.40%0.73%0.72%0.49%0.60%0.47%0.53%0.41%6.52%
20231.28%-0.07%0.16%0.94%0.36%0.97%1.04%0.80%0.54%0.34%0.88%0.83%8.38%

Expense Ratio

CLOA has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for CLOA: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CLOA is 99, placing it in the top 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CLOA is 9999
Combined Rank
The Sharpe Ratio Rank of CLOA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CLOA is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CLOA is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CLOA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CLOA is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BlackRock AAA CLO ETF (CLOA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CLOA, currently valued at 9.42, compared to the broader market0.002.004.009.422.46
The chart of Sortino ratio for CLOA, currently valued at 16.69, compared to the broader market-2.000.002.004.006.008.0010.0012.0016.693.31
The chart of Omega ratio for CLOA, currently valued at 4.93, compared to the broader market0.501.001.502.002.503.004.931.46
The chart of Calmar ratio for CLOA, currently valued at 26.98, compared to the broader market0.005.0010.0015.0026.983.55
The chart of Martin ratio for CLOA, currently valued at 227.69, compared to the broader market0.0020.0040.0060.0080.00100.00227.6915.76
CLOA
^GSPC

The current BlackRock AAA CLO ETF Sharpe ratio is 9.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BlackRock AAA CLO ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
9.42
2.46
CLOA (BlackRock AAA CLO ETF)
Benchmark (^GSPC)

Dividends

Dividend History

BlackRock AAA CLO ETF provided a 6.12% dividend yield over the last twelve months, with an annual payout of $3.18 per share.


5.88%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$3.18$3.01

Dividend yield

6.12%5.88%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.24$0.24$0.28$0.23$0.27$0.26$0.25$0.28$0.27$0.27$2.60
2023$0.35$0.26$0.26$0.28$0.25$0.25$0.29$0.25$0.26$0.58$3.01

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.40%
CLOA (BlackRock AAA CLO ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock 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 BlackRock AAA CLO ETF was 1.34%, occurring on Mar 22, 2023. Recovery took 18 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.34%Feb 23, 202320Mar 22, 202318Apr 18, 202338
-0.29%Aug 5, 20241Aug 5, 20246Aug 13, 20247
-0.24%Feb 2, 20231Feb 2, 20231Feb 3, 20232
-0.2%Oct 10, 20233Oct 12, 20234Oct 18, 20237
-0.18%Jun 5, 20231Jun 5, 20231Jun 6, 20232

Volatility

Volatility Chart

The current BlackRock AAA CLO ETF volatility is 0.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.29%
4.07%
CLOA (BlackRock AAA CLO ETF)
Benchmark (^GSPC)