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CLOI vs. CLOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOI vs. CLOA - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with CLOI having a 2.31% return and CLOA slightly lower at 2.26%.


CLOI

1D
-0.04%
1M
0.42%
YTD
2.31%
6M
2.43%
1Y
5.45%
3Y*
6.99%
5Y*
10Y*

CLOA

1D
-0.01%
1M
0.25%
YTD
2.26%
6M
2.47%
1Y
5.22%
3Y*
6.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOI vs. CLOA - Yearly Performance Comparison


2026 (YTD)202520242023
CLOI
VanEck CLO ETF
2.31%5.84%8.26%8.69%
CLOA
iShares AAA CLO Active ETF
2.26%5.44%7.25%8.38%

Correlation

The correlation between CLOI and CLOA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.14

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Return for Risk

CLOI vs. CLOA — Risk / Return Rank

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

CLOI
CLOI Risk / Return Rank: 9797
Overall Rank
CLOI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLOI Sortino Ratio Rank: 9898
Sortino Ratio Rank
CLOI Omega Ratio Rank: 9898
Omega Ratio Rank
CLOI Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLOI Martin Ratio Rank: 9797
Martin Ratio Rank

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
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.

CLOI vs. CLOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck CLO ETF (CLOI) and iShares AAA CLO Active ETF (CLOA). 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.


CLOICLOADifference
Sharpe ratioReturn per unit of total volatility

-2.79

Sortino ratioReturn per unit of downside risk

-6.69

Omega ratioGain probability vs. loss probability

2.19

3.41

-1.22

Calmar ratioReturn relative to maximum drawdown

8.76

29.67

-20.91

Martin ratioReturn relative to average drawdown

41.48

151.25

-109.77

CLOI vs. CLOA - Sharpe Ratio Comparison

The current CLOI Sharpe Ratio is 4.78, which is lower than the CLOA Sharpe Ratio of 7.57. The chart below compares the historical Sharpe Ratios of CLOI and CLOA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLOI vs. CLOA - Drawdown Comparison

The maximum CLOI drawdown since its inception was -3.25%, which is greater than CLOA's maximum drawdown of -1.34%. Use the drawdown chart below to compare losses from any high point for CLOI and CLOA.


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Drawdown Indicators


CLOICLOADifference

Max Drawdown

Largest peak-to-trough decline

-3.25%

-1.34%

-1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.62%

-0.18%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-3.25%

-1.13%

-2.12%

Current Drawdown

Current decline from peak

-0.04%

-0.01%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.05%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

0.03%

+0.10%

Volatility

CLOI vs. CLOA - Volatility Comparison

VanEck CLO ETF (CLOI) has a higher volatility of 0.23% compared to iShares AAA CLO Active ETF (CLOA) at 0.15%. This indicates that CLOI's price experiences larger fluctuations and is considered to be riskier than CLOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLOICLOADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

0.15%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.68%

0.49%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.14%

0.69%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.54%

1.31%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.54%

1.31%

+1.23%

CLOI vs. CLOA - Expense Ratio Comparison

CLOI has a 0.40% expense ratio, which is higher than CLOA's 0.20% expense ratio.


Dividends

CLOI vs. CLOA - Dividend Comparison

CLOI's dividend yield for the trailing twelve months is around 5.33%, more than CLOA's 4.95% yield.


PositionTTM2025202420232022
CLOA
iShares AAA CLO Active ETF
4.95%5.35%6.01%5.88%0.00%
CLOI
VanEck CLO ETF
5.33%5.61%6.71%5.61%2.23%

Frequently Asked Questions


CLOI and CLOA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLOI has higher volatility (0.23%) compared to CLOA (0.15%). In terms of maximum drawdown, CLOI dropped -3.25% vs CLOA's -1.34%.

On 3-year performance, CLOI leads with 6.99% vs 6.62% for CLOA. On fees, CLOA is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CLOI has performed better with a 6.99% return vs 6.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLOA is cheaper with a 0.20% expense ratio, compared with 0.40% for CLOI.

CLOI has the higher dividend yield at 5.33%, compared with 4.95% for CLOA.

They also come from different issuers: VanEck and BlackRock. Their fees differ too: 0.40% for CLOI and 0.20% for CLOA.

CLOA currently has the higher Sharpe Ratio (7.57 vs 4.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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