See what your fund actually adds
iShares AAA CLO Active ETF CLOA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CLOA | Replication |
|---|---|---|
| Annualized growth | 6.6% | 5.1% |
| Annualized volatility | 1.0% | 0.4% |
| Sharpe ratio | 6.67 | 11.93 |
| Maximum drawdown | 1.0% | 0.2% |
| Replication fit (R²) | 0.27 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CLOA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 80.2% |
| BKLN | FI · Senior Bank Loans | 16.9% |
| VCSH | FI · Short Corp | 2.8% |