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OOSP vs. CLOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OOSP vs. CLOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Obra Opportunistic Structured Products ETF (OOSP) 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

In the year-to-date period, OOSP achieves a 2.66% return, which is significantly higher than CLOA's 2.27% return.


OOSP

1D
0.00%
1M
0.36%
YTD
2.66%
6M
2.87%
1Y
6.71%
3Y*
5Y*
10Y*

CLOA

1D
0.09%
1M
0.26%
YTD
2.27%
6M
2.47%
1Y
5.23%
3Y*
6.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OOSP vs. CLOA - Yearly Performance Comparison


2026 (YTD)20252024
OOSP
Obra Opportunistic Structured Products ETF
2.66%7.41%6.27%
CLOA
iShares AAA CLO Active ETF
2.27%5.44%5.04%

Correlation

The correlation between OOSP and CLOA is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2024

-0.02

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Return for Risk

OOSP vs. CLOA — Risk / Return Rank

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

OOSP
OOSP Risk / Return Rank: 7272
Overall Rank
OOSP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
OOSP Sortino Ratio Rank: 5959
Sortino Ratio Rank
OOSP Omega Ratio Rank: 6868
Omega Ratio Rank
OOSP Calmar Ratio Rank: 8989
Calmar Ratio Rank
OOSP Martin Ratio Rank: 8989
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.

OOSP vs. CLOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Obra Opportunistic Structured Products ETF (OOSP) 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.


OOSPCLOADifference
Sharpe ratioReturn per unit of total volatility

-5.74

Sortino ratioReturn per unit of downside risk

-11.59

Omega ratioGain probability vs. loss probability

1.39

3.43

-2.04

Calmar ratioReturn relative to maximum drawdown

5.13

29.72

-24.59

Martin ratioReturn relative to average drawdown

19.00

151.56

-132.56

OOSP vs. CLOA - Sharpe Ratio Comparison

The current OOSP Sharpe Ratio is 1.85, which is lower than the CLOA Sharpe Ratio of 7.58. The chart below compares the historical Sharpe Ratios of OOSP 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

OOSP vs. CLOA - Drawdown Comparison

The maximum OOSP drawdown since its inception was -1.31%, roughly equal to the maximum CLOA drawdown of -1.34%. Use the drawdown chart below to compare losses from any high point for OOSP and CLOA.


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Drawdown Indicators


OOSPCLOADifference

Max Drawdown

Largest peak-to-trough decline

-1.31%

-1.34%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-0.18%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.20%

-0.05%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.03%

+0.32%

Volatility

OOSP vs. CLOA - Volatility Comparison

Obra Opportunistic Structured Products ETF (OOSP) has a higher volatility of 0.44% compared to iShares AAA CLO Active ETF (CLOA) at 0.15%. This indicates that OOSP'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


OOSPCLOADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.15%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

0.49%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

0.69%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

1.31%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

1.31%

+2.01%

OOSP vs. CLOA - Expense Ratio Comparison

OOSP has a 0.90% expense ratio, which is higher than CLOA's 0.20% expense ratio.


Dividends

OOSP vs. CLOA - Dividend Comparison

OOSP's dividend yield for the trailing twelve months is around 6.45%, more than CLOA's 4.95% yield.


PositionTTM202520242023
CLOA
iShares AAA CLO Active ETF
4.95%5.35%6.01%5.88%
OOSP
Obra Opportunistic Structured Products ETF
6.45%6.71%5.42%0.00%

Frequently Asked Questions


OOSP and CLOA have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OOSP has higher volatility (0.44%) compared to CLOA (0.15%). In terms of maximum drawdown, OOSP dropped -1.31% vs CLOA's -1.34%.

On 1-year performance, OOSP leads with 6.71% vs 5.23% for CLOA. On fees, CLOA is cheaper at 0.20% per year. On volatility, CLOA has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OOSP has performed better with a 6.71% return vs 5.23%. 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 0.90% for OOSP.

OOSP has the higher dividend yield at 6.45%, compared with 4.95% for CLOA.

OOSP is categorized as Multisector Bonds, while CLOA is CLO. They also come from different issuers: Obra and BlackRock. Their fees differ too: 0.90% for OOSP and 0.20% for CLOA.

CLOA currently has the higher Sharpe Ratio (7.58 vs 1.84), 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

Find the right allocation for OOSP and CLOA

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

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