Summary
BCLO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.21% Volatility 4.90% Sharpe 0.27
Official loaded data — not a live quote.

iShares BBBB CLO Active ETF

Symbol: BCLO

Exchange: NASDAQ

Sector: N/A

Category: Securitized Bond - Focused

Inception date: 29/01/2025

Latest date: 02/06/2026

Current price: $49.63

Expense ratio: 0.45%

Assets under management
$74.3M
-0.01% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.65%

Ann. 3.42% (Sharpe / Sortino numerator)

Volatility

3.37%

Sharpe ratio

-0.064

VaR 95%

-0.24%

CVaR 95%: -0.32%
Max drawdown: -0.75%
Sortino ratio: -0.127
Calmar ratio: 4.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.67%

Ann. -2.99% (Sharpe / Sortino numerator)

Volatility

2.74%

Sharpe ratio

-2.417

VaR 95%

-0.25%

CVaR 95%: -0.36%
Max drawdown: -2.93%
Sortino ratio: -3.568
Calmar ratio: -1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.60%

Ann. 0.72% (Sharpe / Sortino numerator)

Volatility

2.43%

Sharpe ratio

-1.193

VaR 95%

-0.24%

CVaR 95%: -0.37%
Max drawdown: -2.93%
Sortino ratio: -1.439
Calmar ratio: 0.25

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.21%

Ann. 4.93% (Sharpe / Sortino numerator)

Volatility

4.90%

Sharpe ratio

0.266

VaR 95%

-0.24%

CVaR 95%: -0.70%
Max drawdown: -3.91%
Sortino ratio: 0.218
Calmar ratio: 1.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.024%

Best day

0.549%

22/04/2026
Worst day

-0.63%

16/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $49.64 $49.68 $49.59 $49.63 2,300
01/06/2026 $49.59 $49.69 $49.59 $49.63 9,300
29/05/2026 $49.88 $49.88 $49.88 $49.88 1,300
28/05/2026 $49.81 $49.89 $49.81 $49.89 700
27/05/2026 $49.88 $49.88 $49.84 $49.84 1,700
26/05/2026 $49.78 $49.84 $49.78 $49.84 600
22/05/2026 $49.80 $49.80 $49.79 $49.80 8,200
21/05/2026 $49.79 $49.80 $49.74 $49.74 12,400
20/05/2026 $49.74 $49.80 $49.70 $49.73 15,500
19/05/2026 $49.69 $49.69 $49.69 $49.69 400