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Hartford AAA CLO ETF (HSRT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
41653L602
Issuer
Hartford
Inception Date
May 30, 2018
Region
North America (U.S.)
Category
CLO
Leveraged
1x (No leverage)
Index Tracked
JP Morgan CLOIE AAA Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford 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.


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S&P 500 Index

Returns By Period


Hartford AAA CLO ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.76%0.20%0.10%-0.45%0.60%
20240.47%0.02%0.69%0.55%0.65%0.41%0.63%0.78%0.34%0.66%0.54%0.51%6.44%
20231.73%-0.57%0.90%0.46%-0.23%0.22%1.07%0.22%-0.09%0.13%1.79%1.66%7.52%
2022-0.72%-0.72%-1.43%-0.94%-0.03%-1.53%1.48%-0.42%-1.79%-0.30%1.51%0.47%-4.40%
20210.22%-0.07%-0.15%0.37%0.23%0.08%0.09%0.02%0.10%-0.39%-0.09%0.18%0.58%
20200.65%0.14%-6.50%3.99%1.91%0.94%1.00%0.56%-0.19%0.33%0.77%0.44%3.77%

Benchmark Metrics

Hartford AAA CLO ETF has an annualized alpha of 2.66%, beta of 0.04, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since June 01, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.83%) than losses (8.59%) — typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R² of 0.07 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 0.07 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
2.66%
Beta
0.04
0.07
Upside Capture
11.83%
Downside Capture
8.59%

Expense Ratio

HSRT has an expense ratio of 0.24%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford AAA CLO ETF (HSRT) and compare them to a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

Hartford AAA CLO ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.502018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.00$2.48$1.55$1.01$0.90$1.19$1.43$0.64

Dividend yield

0.00%6.37%3.98%2.67%2.23%2.88%3.50%1.62%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.17$0.16$0.17$0.00$0.50
2024$0.13$0.16$0.20$0.19$0.25$0.20$0.24$0.21$0.19$0.22$0.18$0.31$2.48
2023$0.11$0.13$0.12$0.11$0.12$0.14$0.10$0.13$0.13$0.12$0.15$0.20$1.55
2022$0.06$0.06$0.07$0.06$0.07$0.08$0.08$0.10$0.10$0.09$0.12$0.14$1.01
2021$0.06$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.06$0.06$0.06$0.18$0.90
2020$0.09$0.11$0.11$0.12$0.09$0.11$0.09$0.09$0.09$0.09$0.08$0.12$1.19

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 Hartford 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 Hartford AAA CLO ETF was 10.77%, occurring on Mar 24, 2020. Recovery took 78 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.77%Mar 6, 202013Mar 24, 202078Jul 15, 202091
-6.91%Sep 15, 2021274Oct 14, 2022272Nov 14, 2023546
-3.06%Mar 7, 202521Apr 4, 2025
-1.29%Oct 29, 201841Dec 27, 201822Jan 30, 201963
-0.53%Feb 9, 202127Mar 18, 202135May 7, 202162

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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