Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc (JAAE.DE)

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The chart shows the growth of an initial investment of €10,000 in Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Apr 28, 2025, JAAE.DE's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, your investment would double in approximately 25.1 years.

Historically, 92% of months were positive and 8% were negative. The best month was May 2025 with a return of +0.7%, while the worst month was Mar 2026 at -0.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, JAAE.DE closed higher 57% of trading days. The best single day was Feb 13, 2026 with a return of +0.2%, while the worst single day was May 9, 2025 at -0.2%.

Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc has an annualized alpha of 2.81%, beta of 0.01, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since April 29, 2025.

• This ETF captured 8.63% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.63%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.01 may look defensive, but with R² of 0.02 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.02 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

JAAE.DE has an expense ratio of 0.25%, which is considered low.

The table below present risk-adjusted performance metrics for Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc (JAAE.DE) and compare them to a chosen benchmark (S&P 500 Index).

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc was 0.40%, occurring on Mar 31, 2026. The portfolio has not yet recovered.

The current Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc drawdown is 0.40%.

The chart below shows the rolling one-month volatility.