BlackRock AAA CLO ETF

10-Year Study

CLOA.US · · US · ETF

Executive Summary: BlackRock AAA CLO ETF has compounded at 6.2% annually over the last 10 years, with a maximum drawdown of 0.4% and an annualized volatility of 3.6%.

1Y CAGR
+4.2%
3Y CAGR
+6.5%
5Y CAGR
+6.2%
10Y CAGR
+6.2%

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 →
1.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +7.3%
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.
20260.6-0.40.10.3————————0.6%
20250.50.4-0.00.20.90.50.40.60.40.30.50.55.4%
20240.90.60.40.70.70.50.60.50.50.40.70.67.3%
2023—-0.10.20.90.41.01.00.80.50.30.90.87.0%

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 3.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.2% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-01-0110000
2023-02-019992.720219238816
2023-03-0110008.641804258436
2023-04-0110103.208504662582
2023-05-0110139.231677848566
2023-06-0110237.95489823571
2023-07-0110344.99115858885
2023-08-0110428.004142430085
2023-09-0110484.340252256146
2023-10-0110519.729380020995
2023-11-0110612.5818094717
2023-12-0110701.230752611915
2024-01-0110793.096889185299
2024-02-0110856.61884711756
2024-03-0110900.438430667135
2024-04-0110979.788040964031
2024-05-0111058.738437477252
2024-06-0111112.702747764992
2024-07-0111179.441899130417
2024-08-0111232.279017558361
2024-09-0111291.902770308827
2024-10-0111338.211569215451
2024-11-0111412.46533297952
2024-12-0111477.748528192713
2025-01-0111533.168794632687
2025-02-0111583.023551264921
2025-03-0111582.906135446192
2025-04-0111611.27379725106
2025-05-0111720.775789797504
2025-06-0111777.933810354665
2025-07-0111828.164297606829
2025-08-0111896.923001054394
2025-09-0111945.415734189373
2025-10-0111987.0044171831
2025-11-0112043.645808137855
2025-12-0112102.494616484712
2026-01-0112172.662309757021
2026-02-0112120.834967370145
2026-03-0112128.255647113801
2026-04-0112170.149611236226
Annual Return Matrix
YearAnnual Return
20240.07256340822211205
20250.054431066054238864
20260.005590169373788534
Total Factor Risk
0.035602250965060436
VTI.US Exposure
0.07545731794644694
VEA.US Exposure
-0.002648289489275017
VWO.US Exposure
-0.0013125320193179833
QQQ.US Exposure
0.0028113238052277596
VTV.US Exposure
0.047216889236330016
IJR.US Exposure
-0.022581292357414254
QUAL.US Exposure
-0.022210189603881218
SHV.US Exposure
0.8017801048231343
TLT.US Exposure
0.004527821760444484
LQD.US Exposure
0.008764391436982903
HYG.US Exposure
0.06101676270236893
GLD.US Exposure
0.007766044974836353
USO.US Exposure
0.00012294614456001213
VNQ.US Exposure
0.018393911117636486
BTC-USD.CC Exposure
-0.002379267746806323
CPER.US Exposure
-0.00036580287640555846
VIX.INDX Exposure
-0.005365996319623738
UUP.US Exposure
-0.00010017579709435975
TIP.US Exposure
0.00015890544446804612
Idiosyncratic Exposure
0.028947126817382412
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
3.6%

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 →5.27%
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
$88
Avg Yield on Cost
0.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$88.290.88%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 →
+0.1%
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 →
+1.3%
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 →
0.1% 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 BlackRock AAA CLO ETF a high-risk investment?

BlackRock AAA CLO ETF (CLOA.US) has an annualized volatility of 3.6% and experienced a maximum drawdown of 0.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLOA.US has generated a Compound Annual Growth Rate (CAGR) of 6.2%. 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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