AVWS.DE vs. JCL0.DE
AVWS.DE (Avantis Global Small Cap Value UCITS ETF USD Acc EUR) and JCL0.DE (Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc) are both exchange-traded funds - AVWS.DE is a Foreign Small & Mid Cap Equities fund actively managed by Avantis, while JCL0.DE is a CLO fund actively managed by Janus Henderson. Both are actively managed. Over the past year, AVWS.DE returned 34.95% vs 3.17% for JCL0.DE. At a 0.08 correlation, their price movements are largely independent. AVWS.DE charges 0.39%/yr vs 0.25%/yr for JCL0.DE.
Performance
AVWS.DE vs. JCL0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AVWS.DE achieves a 18.30% return, which is significantly higher than JCL0.DE's 1.30% return.
AVWS.DE
- 1D
- 0.39%
- 1M
- 1.51%
- YTD
- 18.30%
- 6M
- 18.97%
- 1Y
- 34.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JCL0.DE
- 1D
- 0.09%
- 1M
- 0.43%
- YTD
- 1.30%
- 6M
- 1.52%
- 1Y
- 3.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVWS.DE vs. JCL0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 18.30% | 7.87% | -0.11% |
JCL0.DE Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc | 1.30% | 3.57% | 0.07% |
Correlation
The correlation between AVWS.DE and JCL0.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVWS.DE vs. JCL0.DE — Risk / Return Rank
AVWS.DE
JCL0.DE
AVWS.DE vs. JCL0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) and Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AVWS.DE | JCL0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.77 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 5.44 | 6.95 | -1.51 |
| Martin ratioReturn relative to average drawdown | 20.29 | 37.63 | -17.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AVWS.DE | JCL0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 3.27 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 2.71 | -1.62 |
Drawdowns
AVWS.DE vs. JCL0.DE - Drawdown Comparison
The maximum AVWS.DE drawdown since its inception was -25.21%, which is greater than JCL0.DE's maximum drawdown of -0.70%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and JCL0.DE.
Loading charts...
Drawdown Indicators
| AVWS.DE | JCL0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.21% | -0.70% | -24.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | -0.45% | -5.94% |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -0.08% | -5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 0.08% | +1.64% |
Volatility
AVWS.DE vs. JCL0.DE - Volatility Comparison
Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a higher volatility of 3.27% compared to Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) at 0.29%. This indicates that AVWS.DE's price experiences larger fluctuations and is considered to be riskier than JCL0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AVWS.DE | JCL0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 0.29% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 0.79% | +8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 0.97% | +13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 1.27% | +16.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 1.27% | +16.85% |
AVWS.DE vs. JCL0.DE - Expense Ratio Comparison
AVWS.DE has a 0.39% expense ratio, which is higher than JCL0.DE's 0.25% expense ratio.
Dividends
AVWS.DE vs. JCL0.DE - Dividend Comparison
Neither AVWS.DE nor JCL0.DE has paid dividends to shareholders.
Frequently Asked Questions
AVWS.DE and JCL0.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JCL0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JCL0.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for AVWS.DE.
AVWS.DE is categorized as Foreign Small & Mid Cap Equities, while JCL0.DE is CLO. They also come from different issuers: Avantis and Janus Henderson. Their fees differ too: 0.39% for AVWS.DE and 0.25% for JCL0.DE.
Find the right allocation for AVWS.DE and JCL0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer