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VanEck CLO ETF (CLOI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92189H7483
CUSIP92189H748
IssuerVanEck
Inception DateJun 21, 2022
CategoryUltrashort Bond
Leveraged1x
Index TrackedNo Index (Active)
Distribution PolicyDistributing
Home Pagewww.vaneck.com
Asset ClassBond

Expense Ratio

CLOI features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for CLOI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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: CLOI vs. ICLO, CLOI vs. TIHGX, CLOI vs. JAAAX, CLOI vs. FXAIX, CLOI vs. ONEQ, CLOI vs. GLD, CLOI vs. LQD, CLOI vs. SMH, CLOI vs. QQQ, CLOI vs. FLRT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VanEck 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
3.58%
12.73%
CLOI (VanEck CLO ETF)
Benchmark (^GSPC)

Returns By Period

VanEck CLO ETF had a return of 7.30% year-to-date (YTD) and 8.51% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.30%25.45%
1 month0.60%2.91%
6 months3.56%14.05%
1 year8.51%35.64%
5 years (annualized)N/A14.13%
10 years (annualized)N/A11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.97%0.64%0.86%0.43%0.92%0.52%0.67%0.58%0.67%0.53%7.30%
20231.72%0.87%-0.31%0.85%0.39%0.89%0.99%0.80%0.62%0.43%0.72%0.66%8.95%
2022-0.49%0.22%1.41%-0.74%-0.67%2.00%0.88%2.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CLOI 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 CLOI is 9999
Combined Rank
The Sharpe Ratio Rank of CLOI is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of CLOI is 9999Sortino Ratio Rank
The Omega Ratio Rank of CLOI is 9999Omega Ratio Rank
The Calmar Ratio Rank of CLOI is 9999Calmar Ratio Rank
The Martin Ratio Rank of CLOI is 9999Martin 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 VanEck CLO ETF (CLOI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CLOI
Sharpe ratio
The chart of Sharpe ratio for CLOI, currently valued at 5.89, compared to the broader market-2.000.002.004.006.005.89
Sortino ratio
The chart of Sortino ratio for CLOI, currently valued at 10.12, compared to the broader market-2.000.002.004.006.008.0010.0012.0010.12
Omega ratio
The chart of Omega ratio for CLOI, currently valued at 2.79, compared to the broader market1.001.502.002.503.002.79
Calmar ratio
The chart of Calmar ratio for CLOI, currently valued at 20.25, compared to the broader market0.005.0010.0015.0020.25
Martin ratio
The chart of Martin ratio for CLOI, currently valued at 105.41, compared to the broader market0.0020.0040.0060.0080.00100.00105.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current VanEck CLO ETF Sharpe ratio is 5.89. 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 VanEck 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
5.89
2.90
CLOI (VanEck CLO ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VanEck CLO ETF provided a 6.39% dividend yield over the last twelve months, with an annual payout of $3.38 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$3.38$2.93$1.13

Dividend yield

6.39%5.62%2.23%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.33$0.26$0.30$0.28$0.30$0.31$0.28$0.31$0.26$0.26$2.89
2023$0.00$0.29$0.17$0.25$0.22$0.27$0.24$0.23$0.28$0.23$0.25$0.49$2.93
2022$0.15$0.18$0.16$0.18$0.45$1.13

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%JuneJulyAugustSeptemberOctoberNovember
-0.00%
-0.29%
CLOI (VanEck CLO ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the VanEck 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 VanEck CLO ETF was 2.70%, occurring on Oct 14, 2022. Recovery took 42 trading sessions.

The current VanEck CLO ETF drawdown is 0.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.7%Aug 19, 202240Oct 14, 202242Dec 14, 202282
-1.29%Jun 24, 202215Jul 15, 202211Aug 1, 202226
-0.88%Mar 9, 20239Mar 21, 202315Apr 12, 202324
-0.43%Apr 25, 20241Apr 25, 20248May 7, 20249
-0.32%Nov 30, 20231Nov 30, 20239Dec 13, 202310

Volatility

Volatility Chart

The current VanEck CLO ETF volatility is 0.27%, 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
0.27%
3.86%
CLOI (VanEck CLO ETF)
Benchmark (^GSPC)