PortfoliosLab logoPortfoliosLab logo
CLOA vs. BLCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOA vs. BLCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares AAA CLO Active ETF (CLOA) and Blackrock Large Cap Value ETF (BLCV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


CLOA

1D
0.03%
1M
0.33%
6M
2.31%
YTD
2.49%
1Y
5.10%
3Y*
6.49%
5Y*
10Y*

BLCV

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOA vs. BLCV - Yearly Performance Comparison


2026 (YTD)202520242023
CLOA
iShares AAA CLO Active ETF
2.49%5.44%7.25%5.68%
BLCV
Blackrock Large Cap Value ETF
6.47%19.96%12.63%14.56%

Correlation

The correlation between CLOA and BLCV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (All Time)
Calculated using the full available price history since May 23, 2023

0.14

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CLOA vs. BLCV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLOA
CLOA Risk / Return Rank: 9999
Overall Rank
CLOA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLOA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CLOA Omega Ratio Rank: 9999
Omega Ratio Rank
CLOA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CLOA Martin Ratio Rank: 9999
Martin Ratio Rank

BLCV

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLOA vs. BLCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AAA CLO Active ETF (CLOA) and Blackrock Large Cap Value ETF (BLCV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


CLOABLCVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.47

Calmar ratioReturn relative to maximum drawdown

28.99

Martin ratioReturn relative to average drawdown

152.61

CLOA vs. BLCV - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CLOA vs. BLCV - Drawdown Comparison


Loading charts...

Drawdown Indicators


CLOABLCVDifference

Max Drawdown

Largest peak-to-trough decline

-1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

CLOA vs. BLCV - Volatility Comparison


Loading charts...

Volatility by Period


CLOABLCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.30%

CLOA vs. BLCV - Expense Ratio Comparison

CLOA has a 0.20% expense ratio, which is lower than BLCV's 0.55% expense ratio.


Dividends

CLOA vs. BLCV - Dividend Comparison

CLOA's dividend yield for the trailing twelve months is around 4.90%, while BLCV has not paid dividends to shareholders.


PositionTTM202520242023
BLCV
Blackrock Large Cap Value ETF
1.01%1.37%1.63%1.02%
CLOA
iShares AAA CLO Active ETF
4.90%5.35%6.01%5.88%

Frequently Asked Questions


CLOA and BLCV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLOA is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLOA is cheaper with a 0.20% expense ratio, compared with 0.55% for BLCV.

CLOA has the higher dividend yield at 4.90%, compared with 1.01% for BLCV.

CLOA is categorized as CLO, while BLCV is Large Cap Value Equities. Their fees differ too: 0.20% for CLOA and 0.55% for BLCV.

Portfolio Optimizer

Find the right allocation for CLOA and BLCV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer