Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Dist (JCLD.DE) Sortino Ratio
Sortino ratio is not yet available for JCLD.DE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Dist's Sortino Ratio with other ETFs in the CLO category across multiple time periods, showing how JCLD.DE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LAAA.DE | Fair Oaks AAA CLO Fund UCITS ETF EUR Dist | 6.55 | |||
| EAAA.DE | Fair Oaks AAA CLO UCITS ETF EUR Acc | 4.56 | |||
| JCL0.DE | Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc | 4.10 | |||
| CLOA.DE | Invesco EUR AAA CLO UCITS ETF Acc | 3.00 | |||
| CLOD.DE | Invesco EUR AAA CLO UCITS ETF Dist | 2.31 | |||
| UCLA.DE | Invesco USD AAA CLO UCITS ETF Acc | -0.20 | |||
| UCLU.DE | Invesco USD AAA CLO UCITS ETF Dist | -0.33 | |||
| JAAE.DE | Janus Henderson USD AAA CLO Active Core UCITS ETF EUR-Hedged Acc | — | |||
| EUCL.DE | iShares € AAA CLO Active UCITS ETF EUR Acc | — | |||
| JCLD.DE | Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Dist | — |
Historical Sortino Ratio
The chart shows JCLD.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when JCLD.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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