VanEck ETF Trust - VanEck CLO ETF

10-Year Study

CLOI.US · · US · ETF

Executive Summary: VanEck ETF Trust - VanEck CLO ETF has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 1.4% and an annualized volatility of 9.6%.

1Y CAGR
+4.0%
3Y CAGR
+6.7%
5Y CAGR
+6.8%
10Y CAGR
+6.8%

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 →
1.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +8.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.1%
% 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.
20260.4-0.2-0.40.3————————0.1%
20250.70.4-0.10.50.70.50.60.50.60.30.30.65.8%
20241.00.60.90.40.90.50.70.60.70.50.70.58.3%
20231.70.9-0.30.80.40.91.00.80.60.40.70.78.9%
2022——————0.21.4-0.7-0.72.00.93.1%

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 9.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.1% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-06-0110000
2022-07-0110021.910014712757
2022-08-0110163.11332740906
2022-09-0110087.54213699757
2022-10-0110019.6333316197
2022-11-0110219.761119638473
2022-12-0110309.947146679593
2023-01-0110487.112260060858
2023-02-0110578.791595367316
2023-03-0110545.547126116002
2023-04-0110634.85185647594
2023-05-0110676.101437248004
2023-06-0110770.889791401973
2023-07-0110877.257404728158
2023-08-0110964.065127824739
2023-09-0111032.09633551944
2023-10-0111079.196747036029
2023-11-0111158.562409269281
2023-12-0111232.273084464941
2024-01-0111341.08874412775
2024-02-0111413.844681252125
2024-03-0111511.815495643703
2024-04-0111561.682199520674
2024-05-0111668.465980724082
2024-06-0111729.34889311585
2024-07-0111807.78429774119
2024-08-0111875.913427289352
2024-09-0111954.960843498846
2024-10-0112018.830372421287
2024-11-0112099.493499212953
2024-12-0112160.939462262142
2025-01-0112250.8072432795
2025-02-0112302.044853104979
2025-03-0112287.50345786545
2025-04-0112343.490277583973
2025-05-0112434.092472502318
2025-06-0112491.107471682224
2025-07-0112565.307756145208
2025-08-0112629.25072645775
2025-09-0112703.671335091029
2025-10-0112746.095978104675
2025-11-0112789.181593629204
2025-12-0112871.240106832742
2026-01-0112928.034781842352
2026-02-0112901.204193992984
2026-03-0112846.955487173462
2026-04-0112886.515915973258
Annual Return Matrix
YearAnnual Return
20230.08945981241837808
20240.08267840096245638
20250.05840836941708383
20260.001186817199720025
Total Factor Risk
0.09648215296645096
VTI.US Exposure
0.12960910491996247
VEA.US Exposure
0.011252665326788612
VWO.US Exposure
0.0015891538291745752
QQQ.US Exposure
-0.014424340288765094
VTV.US Exposure
0.000009569318972883694
IJR.US Exposure
-0.0003658718591350892
QUAL.US Exposure
-0.002522889100107847
SHV.US Exposure
0.8407484860564862
TLT.US Exposure
-0.0006973206364024472
LQD.US Exposure
0.017032033462479616
HYG.US Exposure
0.0024639740117131472
GLD.US Exposure
-0.0011488006071355928
USO.US Exposure
-0.0000759399726174819
VNQ.US Exposure
0.0050406966643489
BTC-USD.CC Exposure
-0.0008447204795496899
CPER.US Exposure
0.002072266728200775
VIX.INDX Exposure
-0.0028107693891015963
UUP.US Exposure
-0.0005600480762402725
TIP.US Exposure
0.0007306582495137239
Idiosyncratic Exposure
0.012902091841414033
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.6%

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 →5.54%
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
$103
Avg Yield on Cost
1.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.261.03%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 →
+1.0%
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 →
0.6% 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 VanEck ETF Trust - VanEck CLO ETF a high-risk investment?

VanEck ETF Trust - VanEck CLO ETF (CLOI.US) has an annualized volatility of 9.6% and experienced a maximum drawdown of 1.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLOI.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. 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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