- Issuer
- ClearShares LLC
- Inception Date
- Jun 27, 2017
- Region
- Developed Markets (Broad)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $171M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
OCIO Performance Chart
ClearShares OCIO ETF (OCIO) is up 10.0% since the beginning of the year. OCIO is currently trading at $38 per share. Investors who bought $1,000 worth of OCIO shares 5 years ago would now be looking at an investment worth $1,447.
Loading charts...
Returns By Period
ClearShares OCIO ETF (OCIO) has returned 10.00% so far this year and 22.19% over the past 12 months.
ClearShares OCIO ETF
- 1D
- 0.07%
- 1M
- 2.52%
- YTD
- 10.00%
- 6M
- 9.92%
- 1Y
- 22.19%
- 3Y*
- 14.00%
- 5Y*
- 7.67%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
OCIO Monthly Returns History
Based on dividend-adjusted daily data since Jun 27, 2017, OCIO's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +8.1%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, OCIO closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Mar 12, 2020 at -7.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.94% | 1.18% | -4.52% | 6.50% | 3.93% | 0.91% | 10.00% | ||||||
| 2025 | 2.19% | -0.70% | -3.49% | 0.38% | 3.17% | 2.80% | 1.06% | 2.06% | 2.57% | 1.59% | -0.07% | 0.63% | 12.68% |
| 2024 | 0.50% | 2.48% | 1.84% | -3.31% | 3.64% | 2.72% | 0.86% | 1.87% | 1.60% | -1.59% | 3.37% | -1.65% | 12.76% |
| 2023 | 3.73% | -2.32% | 1.81% | 0.89% | -0.57% | 3.78% | 1.84% | -1.44% | -3.30% | -1.25% | 5.11% | 3.55% | 12.03% |
| 2022 | -4.27% | -2.06% | 1.34% | -5.34% | 0.31% | -4.58% | 3.95% | -2.19% | -5.18% | 3.99% | 3.91% | -2.43% | -12.49% |
| 2021 | -0.23% | 1.33% | 1.84% | 2.66% | 1.36% | 0.78% | 0.66% | 1.54% | -3.02% | 3.42% | -1.51% | 3.84% | 13.20% |
Benchmark Metrics
ClearShares OCIO ETF has an annualized alpha of 0.98%, beta of 0.52, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since June 27, 2017.
- This ETF participated in 66.08% of S&P 500 Index downside but only 55.78% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.52 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.98%
- Beta
- 0.52
- R²
- 0.74
- Upside Capture
- 55.78%
- Downside Capture
- 66.08%
Expense Ratio
OCIO has an expense ratio of 0.61%, placing it in the medium range.
Return for Risk
Risk / Return Rank
OCIO ranks 69 for risk / return — better than 69% 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 ClearShares OCIO ETF (OCIO) 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.
| OCIO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.78 | +0.41 |
| Martin ratioReturn relative to average drawdown | 13.68 | 12.44 | +1.24 |
Dividends
Dividend History
ClearShares OCIO ETF provided a 9.42% dividend yield over the last twelve months, with an annual payout of $3.59 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.59 | $3.56 | $0.64 | $0.71 | $0.90 | $0.94 | $0.87 | $0.62 | $0.00 | $0.45 |
Dividend yield | 9.42% | 10.27% | 1.87% | 2.32% | 3.21% | 2.83% | 2.90% | 2.22% | 0.01% | 1.68% |
Monthly Dividends
The table displays the monthly dividend distributions for ClearShares OCIO 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 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.08 | ||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $3.16 | $3.56 |
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.64 |
| 2023 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.26 | $0.71 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.63 | $0.90 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.64 | $0.94 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the ClearShares OCIO 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 ClearShares OCIO ETF was 24.21%, occurring on Mar 19, 2020. Recovery took 96 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.21%Mar 2020 | 1mo 5d | 4mo 19d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -18.75%Oct 2022 | 9mo 16d | 1y 4mo | 2y 2moDec 2021 - Mar 2024 |
2019 correction2019 | -14.40%Jan 2019 | 11mo 8d | 10mo 20d | 1y 9moJan 2018 - Nov 2019 |
2025 selloff2025 | -13.32%Apr 2025 | 1mo 23d | 2mo 23d | 4mo 16dFeb 2025 - Jun 2025 |
2026 pullback2026 | -6.98%Mar 2026 | 1mo 2d | 17d | 1mo 19dFeb 2026 - Apr 2026 |
Drawdown Indicators
| OCIO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -56.78% | +32.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.98% | -9.10% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.32% | -18.90% | +5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.75% | -25.43% | +6.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -10.71% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.03% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with OCIO
Add ClearShares OCIO ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with OCIO