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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nuveen AA-BBB 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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Returns By Period
Nuveen AA-BBB CLO ETF (NCLO) has returned 0.37% so far this year and 5.53% over the past 12 months.
Nuveen AA-BBB CLO ETF
- 1D
- 0.12%
- 1M
- -0.08%
- YTD
- 0.37%
- 6M
- 2.12%
- 1Y
- 5.53%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Dec 11, 2024, NCLO's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, your investment would double in approximately 13.5 years.
Historically, 94% of months were positive and 6% were negative. The best month was May 2025 with a return of +1.0%, while the worst month was Mar 2026 at -0.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 1 months.
On a daily basis, NCLO closed higher 60% of trading days. The best single day was Mar 10, 2026 with a return of +1.0%, while the worst single day was Mar 4, 2026 at -2.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.40% | 0.05% | -0.08% | 0.37% | |||||||||
| 2025 | 0.70% | 0.26% | 0.12% | 0.17% | 0.99% | 0.56% | 0.52% | 0.56% | 0.50% | 0.49% | 0.60% | 0.64% | 6.28% |
| 2024 | 0.35% | 0.35% |
Benchmark Metrics
Nuveen AA-BBB CLO ETF has an annualized alpha of 5.16%, beta of 0.05, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since December 12, 2024.
- This ETF captured 18.77% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.02%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.05 may look defensive, but with R² of 0.05 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 0.05 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
- 5.16%
- Beta
- 0.05
- R²
- 0.05
- Upside Capture
- 18.77%
- Downside Capture
- -10.02%
Expense Ratio
NCLO has an expense ratio of 0.26%, which is considered low.
Return for Risk
Risk / Return Rank
NCLO ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Nuveen AA-BBB CLO ETF (NCLO) and compare them to a chosen benchmark (S&P 500 Index).
| NCLO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.90 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.39 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.40 | +0.48 |
Martin ratioReturn relative to average drawdown | 11.07 | 6.61 | +4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore NCLO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Nuveen AA-BBB CLO ETF provided a 5.99% dividend yield over the last twelve months, with an annual payout of $1.49 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.49 | $1.53 | $0.09 |
Dividend yield | 5.99% | 6.09% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Nuveen AA-BBB 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 | $0.10 | $0.10 | $0.21 | |||||||||
| 2025 | $0.00 | $0.12 | $0.12 | $0.13 | $0.12 | $0.14 | $0.12 | $0.13 | $0.16 | $0.10 | $0.12 | $0.27 | $1.53 |
| 2024 | $0.09 | $0.09 |
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 Nuveen AA-BBB 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 Nuveen AA-BBB CLO ETF was 3.05%, occurring on Mar 4, 2026. The portfolio has not yet recovered.
The current Nuveen AA-BBB CLO ETF drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.05% | Feb 4, 2026 | 20 | Mar 4, 2026 | — | — | — |
| -1.43% | Apr 1, 2025 | 9 | Apr 11, 2025 | 8 | Apr 24, 2025 | 17 |
| -0.64% | Apr 28, 2025 | 1 | Apr 28, 2025 | 4 | May 2, 2025 | 5 |
| -0.56% | May 20, 2025 | 2 | May 21, 2025 | 11 | Jun 6, 2025 | 13 |
| -0.47% | May 5, 2025 | 2 | May 6, 2025 | 2 | May 8, 2025 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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