RUSC vs. ACLO

Last updated Jun 24, 2026

RUSC (U.S. Small Cap Equity Active ETF) and ACLO (TCW AAA CLO ETF) are both exchange-traded funds - RUSC is a Small Cap Blend Equities fund actively managed by Russell, while ACLO is a CLO fund actively managed by TCW. Both are actively managed. Over the past year, RUSC returned 40.64% vs 5.27% for ACLO. At a correlation of -0.04, they often move in opposite directions. RUSC charges 0.64%/yr vs 0.20%/yr for ACLO.

Performance

RUSC vs. ACLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Equity Active ETF (RUSC) and TCW AAA CLO ETF (ACLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RUSC achieves a 21.96% return, which is significantly higher than ACLO's 2.44% return.

RUSC

• 1D: -0.90%
• 1M: 4.46%
• YTD: 21.96%
• 6M: 19.71%
• 1Y: 40.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACLO

• 1D: 0.03%
• 1M: 0.44%
• YTD: 2.44%
• 6M: 2.55%
• 1Y: 5.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RUSC vs. ACLO - Yearly Performance Comparison

	2026 (YTD)	2025
RUSC U.S. Small Cap Equity Active ETF	21.96%	16.87%
ACLO TCW AAA CLO ETF	2.44%	3.57%

Correlation

The correlation between RUSC and ACLO is -0.05, 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	-0.05
Correlation (All Time) Calculated using the full available price history since May 14, 2025	-0.04

Return for Risk

RUSC vs. ACLO — Risk / Return Rank

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

RUSC

RUSC Risk / Return Rank: 78
RUSC Sharpe Ratio Rank: 76
RUSC Sortino Ratio Rank: 76
RUSC Omega Ratio Rank: 70
RUSC Calmar Ratio Rank: 86
RUSC Martin Ratio Rank: 84

ACLO

ACLO Risk / Return Rank: 99
ACLO Sharpe Ratio Rank: 99
ACLO Sortino Ratio Rank: 99
ACLO Omega Ratio Rank: 99
ACLO Calmar Ratio Rank: 99
ACLO Martin Ratio Rank: 99

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.

RUSC vs. ACLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Equity Active ETF (RUSC) and TCW AAA CLO ETF (ACLO). 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.

	RUSC	ACLO	Difference
Sharpe ratio: Return per unit of total volatility	2.20	7.28	-5.08
Sortino ratio: Return per unit of downside risk	3.08	15.06	-11.98
Omega ratio: Gain probability vs. loss probability	1.38	3.42	-2.05
Calmar ratio: Return relative to maximum drawdown	4.45	19.77	-15.32
Martin ratio: Return relative to average drawdown	15.85	164.39	-148.54

RUSC vs. ACLO - Sharpe Ratio Comparison

The current RUSC Sharpe Ratio is 2.20, which is lower than the ACLO Sharpe Ratio of 7.28. The chart below compares the historical Sharpe Ratios of RUSC and ACLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RUSC vs. ACLO - Drawdown Comparison

The maximum RUSC drawdown since its inception was -9.18%, which is greater than ACLO's maximum drawdown of -1.01%. Use the drawdown chart below to compare losses from any high point for RUSC and ACLO.

Drawdown Indicators

	RUSC	ACLO	Difference
Max Drawdown Largest peak-to-trough decline	-9.18%	-1.01%	-8.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-0.27%	-8.91%
Current Drawdown Current decline from peak	-0.90%	0.00%	-0.90%
Average Drawdown Average peak-to-trough decline	-1.70%	-0.04%	-1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	0.03%	+2.54%

Volatility

RUSC vs. ACLO - Volatility Comparison

U.S. Small Cap Equity Active ETF (RUSC) has a higher volatility of 5.94% compared to TCW AAA CLO ETF (ACLO) at 0.19%. This indicates that RUSC's price experiences larger fluctuations and is considered to be riskier than ACLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUSC	ACLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	0.19%	+5.75%
Volatility (6M) Calculated over the trailing 6-month period	13.66%	0.58%	+13.08%
Volatility (1Y) Calculated over the trailing 1-year period	18.59%	0.73%	+17.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.33%	1.07%	+17.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	1.07%	+17.26%

RUSC vs. ACLO - Expense Ratio Comparison

RUSC has a 0.64% expense ratio, which is higher than ACLO's 0.20% expense ratio.

Dividends

RUSC vs. ACLO - Dividend Comparison

RUSC's dividend yield for the trailing twelve months is around 0.31%, less than ACLO's 4.90% yield.

Position	TTM	2025	2024
ACLO TCW AAA CLO ETF	4.90%	4.87%	0.59%
RUSC U.S. Small Cap Equity Active ETF	0.31%	0.38%	0.00%

Frequently Asked Questions

Can I hold both RUSC and ACLO in my portfolio?

RUSC and ACLO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RUSC or ACLO?

RUSC has higher volatility (5.94%) compared to ACLO (0.19%). In terms of maximum drawdown, RUSC dropped -9.18% vs ACLO's -1.01%.

Which ETF is better, RUSC or ACLO?

On 1-year performance, RUSC leads with 40.64% vs 5.27% for ACLO. On fees, ACLO is cheaper at 0.20% per year. On volatility, ACLO has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RUSC or ACLO?

Over the 1-year period, RUSC has performed better with a 40.64% return vs 5.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RUSC or ACLO?

ACLO is cheaper with a 0.20% expense ratio, compared with 0.64% for RUSC.

Which ETF pays a higher dividend yield, RUSC or ACLO?

ACLO has the higher dividend yield at 4.90%, compared with 0.31% for RUSC.

What is the main difference between RUSC and ACLO?

RUSC is categorized as Small Cap Blend Equities, while ACLO is CLO. They also come from different issuers: Russell and TCW. Their fees differ too: 0.64% for RUSC and 0.20% for ACLO.

Which has better risk-adjusted returns?

ACLO currently has the higher Sharpe Ratio (7.28 vs 2.20), 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.