ρ +0.39beyond mkt +0.32holdout +0.18stable 88%moderate
CLOA BlackRock ETF Trust II iShares AAA CLO Active ETF
- Last close
- 51.80
- 504-day return
- +11.00%
- Median $/day
- $15.5M
- Relationships shown
- 8
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CLOA vs JAAA
Both indexed to 100 at 2026-05-11.
Moves with CLOA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.35beyond mkt +0.30holdout +0.32stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.59holdout +0.49stable 62%moderate
horizon 10dρ +0.57holdout +0.35stable 25%moderate
horizon 10dρ +0.56holdout +0.61stable 62%moderate
horizon 10dρ +0.55holdout +0.37stable 50%moderate
horizon 10dρ +0.54holdout +0.27stable 50%moderate
horizon 10dρ +0.50holdout +0.25stable 75%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.46recent -0.33prior +0.13beyond mkt +0.02
Δ -0.44recent -0.36prior +0.08beyond mkt -0.05
Δ -0.43recent -0.41prior +0.01beyond mkt -0.11
Δ -0.43recent -0.34prior +0.09beyond mkt -0.04
Δ -0.42recent -0.30prior +0.12beyond mkt -0.01
Δ -0.41recent -0.30prior +0.10beyond mkt -0.00