See what your fund actually adds
Invesco AAA CLO Floating Rate Note ETF ICLO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ICLO | Replication |
|---|---|---|
| Annualized growth | 6.6% | 4.9% |
| Annualized volatility | 0.7% | 0.3% |
| Sharpe ratio | 9.09 | 19.31 |
| Maximum drawdown | 0.6% | 0.1% |
| Replication fit (R²) | 0.27 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model ICLO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 90.3% |
| BKLN | FI · Senior Bank Loans | 7.1% |
| VCSH | FI · Short Corp | 2.6% |