PortfoliosLab logoPortfoliosLab logo
CLOI vs. RAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOI vs. RAAA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CLOI achieves a 2.06% return, which is significantly lower than RAAA's 2.18% return.


CLOI

1D
0.00%
1M
0.61%
YTD
2.06%
6M
2.58%
1Y
5.56%
3Y*
7.11%
5Y*
10Y*

RAAA

1D
-0.02%
1M
0.23%
YTD
2.18%
6M
2.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOI vs. RAAA - Yearly Performance Comparison


2026 (YTD)2025
CLOI
VanEck CLO ETF
2.06%2.82%
RAAA
Reckoner Leveraged AAA CLO ETF
2.18%2.46%

Correlation

The correlation between CLOI and RAAA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.15

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

CLOI vs. RAAA — 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: 9797
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

RAAA
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. RAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck CLO ETF (CLOI) and Reckoner Leveraged AAA CLO ETF (RAAA). 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.


CLOIRAAADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.16

Calmar ratioReturn relative to maximum drawdown

8.95

Martin ratioReturn relative to average drawdown

42.16

CLOI vs. RAAA - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CLOIRAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.72

Sharpe Ratio (All Time)

Calculated using the full available price history

2.77

3.76

-0.99

Drawdowns

CLOI vs. RAAA - Drawdown Comparison

The maximum CLOI drawdown since its inception was -3.25%, which is greater than RAAA's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for CLOI and RAAA.


Loading charts...

Drawdown Indicators


CLOIRAAADifference

Max Drawdown

Largest peak-to-trough decline

-3.25%

-0.71%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-3.25%

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.06%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

CLOI vs. RAAA - Volatility Comparison


Loading charts...

Volatility by Period


CLOIRAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

1.19%

1.39%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

1.39%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.56%

1.39%

+1.17%

CLOI vs. RAAA - Expense Ratio Comparison

CLOI has a 0.40% expense ratio, which is higher than RAAA's 0.30% expense ratio.


Dividends

CLOI vs. RAAA - Dividend Comparison

CLOI's dividend yield for the trailing twelve months is around 5.35%, more than RAAA's 4.79% yield.


PositionTTM2025202420232022
CLOI
VanEck CLO ETF
5.35%5.61%6.71%5.61%2.23%
RAAA
Reckoner Leveraged AAA CLO ETF
4.79%2.70%0.00%0.00%0.00%

Frequently Asked Questions


CLOI and RAAA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAAA is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAAA is cheaper with a 0.30% expense ratio, compared with 0.40% for CLOI.

CLOI has the higher dividend yield at 5.35%, compared with 4.79% for RAAA.

They also come from different issuers: VanEck and Reckoner. Their fees differ too: 0.40% for CLOI and 0.30% for RAAA.

Portfolio Optimizer

Find the right allocation for CLOI and RAAA

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