Highlights
- Avg. Volume (1M)
- 445K
- Avg. Volume Value (1M)
- $11.73M
Share Price Chart
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Performance
CLOZ Performance Chart
Eldridge BBB-B CLO ETF (CLOZ) is up 3.3% since the beginning of the year. CLOZ is currently trading at $26 per share.
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Returns By Period
Eldridge BBB-B CLO ETF (CLOZ) has returned 3.25% so far this year and 6.00% over the past 12 months.
Eldridge BBB-B CLO ETF
- 1D
- 0.00%
- 1M
- 0.23%
- 6M
- 2.00%
- YTD
- 3.25%
- 1Y
- 6.00%
- 3Y*
- 9.03%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.18%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
CLOZ Monthly Returns History
Based on dividend-adjusted daily data since Jan 24, 2023, CLOZ's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 89% of months were positive and 11% were negative. The best month was Apr 2026 with a return of +3.6%, while the worst month was Feb 2026 at -3.4%. The longest winning streak lasted 23 consecutive months, and the longest losing streak was 1 months.
On a daily basis, CLOZ closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +2.2%, while the worst single day was Apr 4, 2025 at -2.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.13% | -3.40% | 0.39% | 3.58% | 0.98% | 0.19% | 0.45% | 0.00% | 3.25% | ||||
| 2025 | 1.04% | 0.03% | -1.35% | 0.05% | 2.71% | -0.02% | 0.93% | 1.05% | 0.21% | 0.15% | 0.45% | 0.63% | 5.99% |
| 2024 | 1.21% | 0.72% | 1.19% | 1.28% | 1.01% | 0.55% | 0.92% | 0.55% | 0.53% | 0.78% | 1.71% | 0.80% | 11.85% |
| 2023 | 0.80% | 0.87% | -0.56% | 1.64% | 0.12% | 1.82% | 3.17% | 1.39% | 1.13% | 0.20% | 1.77% | 1.75% | 14.99% |
Benchmark Metrics
Eldridge BBB-B CLO ETF has an annualized alpha of 8.08%, beta of 0.11, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since January 24, 2023.
- This ETF captured 27.02% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -11.09%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.11 may look defensive, but with R2 of 0.18 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 0.18 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.
- Alpha
- 8.08%
- Beta
- 0.11
- R²
- 0.18
- Upside Capture
- 27.02%
- Downside Capture
- -11.09%
Expense Ratio
CLOZ has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CLOZ ranks 63 for risk / return — above 63% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Eldridge BBB-B CLO ETF (CLOZ) 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.
| CLOZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.31 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.41 | -0.87 |
| Martin ratioReturn relative to average drawdown | 5.12 | 10.22 | -5.10 |
Dividends
Dividend History
Eldridge BBB-B CLO ETF provided a 7.30% dividend yield over the last twelve months, with an annual payout of $1.93 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.93 | $2.02 | $2.45 | $2.33 |
Dividend yield | 7.30% | 7.63% | 9.09% | 8.81% |
Monthly Dividends
The table displays the monthly dividend distributions for Eldridge BBB-B CLO ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.16 | $0.17 | $0.16 | $0.14 | $0.15 | $0.14 | $0.00 | $0.92 | ||||
| 2025 | $0.00 | $0.16 | $0.15 | $0.20 | $0.18 | $0.16 | $0.16 | $0.17 | $0.18 | $0.17 | $0.17 | $0.33 | $2.02 |
| 2024 | $0.00 | $0.22 | $0.21 | $0.21 | $0.20 | $0.20 | $0.19 | $0.20 | $0.21 | $0.20 | $0.23 | $0.39 | $2.45 |
| 2023 | $0.05 | $0.17 | $0.26 | $0.22 | $0.21 | $0.26 | $0.20 | $0.26 | $0.15 | $0.19 | $0.37 | $2.33 |
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 Eldridge BBB-B 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 Eldridge BBB-B CLO ETF was 5.32%, occurring on Apr 8, 2025. Recovery took 25 trading sessions.
The current Eldridge BBB-B CLO ETF drawdown is 0.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-5.32%Apr 2025 | 1mo 17d | 1mo 6d | 2mo 23dFeb 2025 - May 2025 | 2025 selloff2025 |
-3.90%Mar 2026 | 1mo 12d | 1mo 11d | 2mo 23dFeb 2026 - Apr 2026 | — |
-2.70%Mar 2023 | 18d | 27d | 1mo 15dFeb 2023 - Apr 2023 | — |
-1.39%Aug 2024 | 8d | 15d | 23dJul 2024 - Aug 2024 | — |
-1.12%Oct 2025 | 7d | 1mo 11d | 1mo 18dOct 2025 - Nov 2025 | — |
Drawdown Indicators
| CLOZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.32% | -56.78% | +51.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -9.10% | +5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -5.32% | -18.90% | +13.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.02% | -0.12% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -0.37% | -10.70% | +10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.14% | -0.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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