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ILS vs. CLOZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILS vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookmont Catastrophic Bond ETF (ILS) and Panagram Bbb-B Clo ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

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ILS vs. CLOZ - Yearly Performance Comparison


2026 (YTD)2025
ILS
Brookmont Catastrophic Bond ETF
1.04%5.60%
CLOZ
Panagram Bbb-B Clo ETF
-1.92%6.18%

Returns By Period

In the year-to-date period, ILS achieves a 1.04% return, which is significantly higher than CLOZ's -1.92% return.


ILS

1D
0.10%
1M
0.27%
YTD
1.04%
6M
2.11%
1Y
3Y*
5Y*
10Y*

CLOZ

1D
0.31%
1M
0.39%
YTD
-1.92%
6M
-0.71%
1Y
4.26%
3Y*
9.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ILS vs. CLOZ - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than CLOZ's 0.50% expense ratio.


Return for Risk

ILS vs. CLOZ — Risk / Return Rank

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

ILS

CLOZ
CLOZ Risk / Return Rank: 4747
Overall Rank
CLOZ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CLOZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
CLOZ Omega Ratio Rank: 6464
Omega Ratio Rank
CLOZ Calmar Ratio Rank: 4747
Calmar Ratio Rank
CLOZ Martin Ratio Rank: 4141
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.

ILS vs. CLOZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) and Panagram Bbb-B Clo ETF (CLOZ). 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.


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

ILS vs. CLOZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ILSCLOZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

2.51

-0.59

Correlation

The correlation between ILS and CLOZ is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ILS vs. CLOZ - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.15%, more than CLOZ's 7.97% yield.


TTM202520242023
ILS
Brookmont Catastrophic Bond ETF
8.15%6.06%0.00%0.00%
CLOZ
Panagram Bbb-B Clo ETF
7.97%7.63%9.09%8.81%

Drawdowns

ILS vs. CLOZ - Drawdown Comparison

The maximum ILS drawdown since its inception was -1.56%, smaller than the maximum CLOZ drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for ILS and CLOZ.


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Drawdown Indicators


ILSCLOZDifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-5.32%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

Current Drawdown

Current decline from peak

0.00%

-3.15%

+3.15%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.36%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

Volatility

ILS vs. CLOZ - Volatility Comparison


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Volatility by Period


ILSCLOZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

5.48%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

3.82%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

3.82%

-0.29%