TCW ETF Trust

10-Year Study

ACLO.US · · US · ETF

Executive Summary: TCW ETF Trust has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 0.4% and an annualized volatility of 5.2%.

1Y CAGR
+3.9%
3Y CAGR
+4.5%
5Y CAGR
+4.5%
10Y CAGR
+4.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
0.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +5.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.3-0.10.3————————0.6%
20250.60.40.20.10.90.30.60.40.40.50.40.55.4%
2024———————————0.50.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.2%. The dominant macroeconomic risk driver is VTV.US, accounting for 26.7% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-11-0110000
2024-12-0110046.063456747303
2025-01-0110107.248755356093
2025-02-0110152.571982082203
2025-03-0110177.464860223421
2025-04-0110183.957734980733
2025-05-0110279.42625828529
2025-06-0110314.640057864837
2025-07-0110374.260298714536
2025-08-0110412.435018378854
2025-09-0110451.899853222962
2025-10-0110501.791356651285
2025-11-0110540.410214328314
2025-12-0110588.736659997547
2026-01-0110655.293913617272
2026-02-0110626.530689936677
2026-03-0110611.937583804614
2026-04-0110647.680119113586
Annual Return Matrix
YearAnnual Return
20250.054018492475852886
20260.005566618663652045
Total Factor Risk
0.05190680422103701
VTI.US Exposure
0.09654954099233358
VEA.US Exposure
0.004683121078399408
VWO.US Exposure
-0.0022161255979041956
QQQ.US Exposure
0.1985563961801589
VTV.US Exposure
0.2672571431385844
IJR.US Exposure
-0.000350416350132738
QUAL.US Exposure
0.024651667579241487
SHV.US Exposure
0.0670391801586821
TLT.US Exposure
0.01489610892582539
LQD.US Exposure
0.04041958699508901
HYG.US Exposure
0.0123865815468781
GLD.US Exposure
0.018135003674596122
USO.US Exposure
0.019574677499806212
VNQ.US Exposure
0.025228814309798495
BTC-USD.CC Exposure
0.014418775688962113
CPER.US Exposure
0.0030425676254215747
VIX.INDX Exposure
0.018229741724230756
UUP.US Exposure
0.0031581876950953825
TIP.US Exposure
0.17415637592371885
Idiosyncratic Exposure
0.00018307121121505362
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$89
Avg Yield on Cost
0.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$88.830.89%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is TCW ETF Trust a high-risk investment?

TCW ETF Trust (ACLO.US) has an annualized volatility of 5.2% and experienced a maximum drawdown of 0.4% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of ACLO.US?

Over the past 10 years, ACLO.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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