NYLI Investment Grade CLO ETF (CLOO) Sharpe Ratio

Sharpe ratio is not yet available for CLOO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares NYLI Investment Grade CLO ETF's Sharpe Ratio with other ETFs in the CLO, Investment Grade Bonds category across multiple time periods, showing how CLOO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 28, 2026.

Symbol	Name	1Y Sharpe Ratio
PAAA	PGIM AAA CLO ETF	10.65
VRIG	Invesco Variable Rate Investment Grade ETF	9.68
CLOA	iShares AAA CLO Active ETF	7.58
ACLO	TCW AAA CLO ETF	7.21
FLRN	State Street SPDR Bloomberg Investment Grade Floating Rate ETF	6.50
PCLO	Virtus SEIX AAA Private Credit CLO ETF	6.30
JAAA	Janus Henderson AAA CLO ETF	6.22
CVSB	Calvert Ultra-Short Investment Grade ETF	5.35
CLOI	VanEck CLO ETF	4.94
CLOX	Panagram AAA CLO ETF	4.21
CLOO	NYLI Investment Grade CLO ETF	—

Benchmark

S&P 500 Index

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Historical Sharpe Ratio

The chart shows CLOO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CLOO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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