VanEck Investment Grade Floating Rate ETF

10-Year Study

FLTR.US · · US · ETF

Executive Summary: VanEck Investment Grade Floating Rate ETF has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 6.6% and an annualized volatility of 8.6%.

1Y CAGR
+4.1%
3Y CAGR
+5.8%
5Y CAGR
+4.2%
10Y CAGR
+3.4%

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 →
6.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +7.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% 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.
20260.40.0-0.40.2————————0.3%
20250.40.60.3-0.10.60.60.60.50.50.30.40.65.2%
20240.81.00.70.40.70.50.50.40.50.70.50.67.4%
20231.30.9-0.91.01.00.70.80.40.50.30.50.77.4%
20220.2-0.3-0.5-0.1-0.4-1.00.40.9-0.10.10.60.80.7%
20210.5-0.20.20.00.10.10.00.00.2-0.2-0.1-0.10.5%
20200.30.0-6.64.21.31.00.60.6-0.20.20.30.21.4%
20191.50.50.51.00.10.20.50.10.40.50.40.36.1%
20180.30.2-0.20.60.1-0.00.40.30.2-0.0-0.7-0.80.3%
20170.30.50.20.10.10.30.10.20.3-0.00.30.32.8%
2016———0.00.90.10.20.50.10.10.30.32.5%

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 8.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.6% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110004.903338126485
2016-05-0110095.201890815331
2016-06-0110100.490884749517
2016-07-0110121.701954173071
2016-08-0110167.870463723562
2016-09-0110174.040956646777
2016-10-0110184.618944515149
2016-11-0110220.209466197268
2016-12-0110253.430959346368
2017-01-0110286.211703000954
2017-02-0110335.906208507567
2017-03-0110359.761774898212
2017-04-0110368.41148372808
2017-05-0110377.446848365646
2017-06-0110412.982276360952
2017-07-0110427.857571800847
2017-08-0110451.437669757424
2017-09-0110479.204887911896
2017-10-0110478.378482609678
2017-11-0110511.655069445591
2017-12-0110541.626035072642
2018-01-0110575.012809282185
2018-02-0110590.879791084739
2018-03-0110570.384939589772
2018-04-0110629.114809733952
2018-05-0110641.29051451994
2018-06-0110639.196954420993
2018-07-0110683.933028114307
2018-08-0110718.201301312882
2018-09-0110739.467464423251
2018-10-0110734.784501044025
2018-11-0110657.267683696125
2018-12-0110572.258124941463
2019-01-0110730.707568219757
2019-02-0110782.660914885764
2019-03-0110836.928196397974
2019-04-0110940.614514982728
2019-05-0110956.261122038028
2019-06-0110979.786126307787
2019-07-0111030.031568682543
2019-08-0111041.435961853133
2019-09-0111082.756226963953
2019-10-0111140.439317058659
2019-11-0111183.63276752117
2019-12-0111213.273171027333
2020-01-0111248.753505335824
2020-02-0111250.075753819368
2020-03-0110506.75173131911
2020-04-0110944.085417252036
2020-05-0111087.879939837692
2020-06-0111193.384350087323
2020-07-0111259.221305830564
2020-08-0111324.176762584777
2020-09-0111306.271314370086
2020-10-0111323.73601309026
2020-11-0111355.1945082613
2020-12-0111375.85464081671
2021-01-0111429.84645389485
2021-02-0111410.9493193175
2021-03-0111431.22379606521
2021-04-0111433.923386719116
2021-05-0111445.217592516075
2021-06-0111451.498272812918
2021-07-0111452.434865488764
2021-08-0111457.834046796577
2021-09-0111476.841368747555
2021-10-0111454.63861296134
2021-11-0111446.099091505104
2021-12-0111437.945225856569
2022-01-0111460.533637450486
2022-02-0111429.295517026705
2022-03-0111370.400365822083
2022-04-0111363.623842343906
2022-05-0111321.917921425384
2022-06-0111207.433240225004
2022-07-0111254.758717198596
2022-08-0111358.610316843793
2022-09-0111347.646673167721
2022-10-0111363.678936030721
2022-11-0111428.028362229972
2022-12-0111523.120065671676
2023-01-0111675.9499528949
2023-02-0111778.314022996105
2023-03-0111667.134963004588
2023-04-0111780.738145215939
2023-05-0111894.010765306404
2023-06-0111974.116985934583
2023-07-0112068.051721953181
2023-08-0112122.208816091765
2023-09-0112185.84202436243
2023-10-0112223.140450335797
2023-11-0112288.371375524079
2023-12-0112377.568054476638
2024-01-0112480.86871725369
2024-02-0112599.650706025595
2024-03-0112686.698731192391
2024-04-0112738.541890484768
2024-05-0112821.953732321814
2024-06-0112882.556787817683
2024-07-0112942.443625384967
2024-08-0112989.328352864044
2024-09-0113057.91999294801
2024-10-0113145.518954982948
2024-11-0113210.74988017123
2024-12-0113291.407037667554
2025-01-0113338.40195252026
2025-02-0113415.533114060461
2025-03-0113449.74629357222
2025-04-0113431.069533742128
2025-05-0113514.977218760501
2025-06-0113593.871378278764
2025-07-0113673.096099917911
2025-08-0113736.508933441315
2025-09-0113806.918665190155
2025-10-0113854.078861103306
2025-11-0113908.01558049463
2025-12-0113985.75277258979
2026-01-0114040.62608465696
2026-02-0114045.584516470257
2026-03-0113986.63427157882
2026-04-0114021.343294271908
Annual Return Matrix
YearAnnual Return
20170.0281071844994063
20180.002905822096791022
20190.06063180055863615
20200.014499019805336744
20210.005458102885481653
20220.007446690654066224
20230.07415074944419198
20240.07383025317807923
20250.05224019796809132
20260.0025447698283265208
Total Factor Risk
0.08637471988196836
VTI.US Exposure
0.0714938121300817
VEA.US Exposure
0.010002155337473414
VWO.US Exposure
0.0009662182855738218
QQQ.US Exposure
-0.005159628603848436
VTV.US Exposure
-0.004045275298496042
IJR.US Exposure
-0.002469375381869025
QUAL.US Exposure
-0.002018281078969866
SHV.US Exposure
0.9162009575757645
TLT.US Exposure
0.0010262118925106227
LQD.US Exposure
0.0023786775852739244
HYG.US Exposure
-0.0001583938449811673
GLD.US Exposure
0.00013659909397407152
USO.US Exposure
0.0001273337624070905
VNQ.US Exposure
0.0007915152215212922
BTC-USD.CC Exposure
-0.0005932806104328248
CPER.US Exposure
0.0010722049517713195
VIX.INDX Exposure
-0.0015469846557149558
UUP.US Exposure
0.0005137943186616646
TIP.US Exposure
0.00447282991499559
Idiosyncratic Exposure
0.006808909404303303
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.6%

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 →4.90%
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
$99
Avg Yield on Cost
0.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$98.620.99%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 →
+1.0%
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 →
0.5% 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 →
-0.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VanEck Investment Grade Floating Rate ETF a high-risk investment?

VanEck Investment Grade Floating Rate ETF (FLTR.US) has an annualized volatility of 8.6% and experienced a maximum drawdown of 6.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLTR.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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