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JBBB vs. BCLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBBB vs. BCLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson B-BBB CLO ETF (JBBB) and iShares BBB-B CLO Active ETF (BCLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JBBB achieves a 1.86% return, which is significantly lower than BCLO's 2.78% return.


JBBB

1D
0.00%
1M
0.57%
YTD
1.86%
6M
2.30%
1Y
5.54%
3Y*
10.60%
5Y*
10Y*

BCLO

1D
-0.01%
1M
1.22%
YTD
2.78%
6M
3.29%
1Y
6.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBBB vs. BCLO - Yearly Performance Comparison


2026 (YTD)2025
JBBB
Janus Henderson B-BBB CLO ETF
1.86%4.37%
BCLO
iShares BBB-B CLO Active ETF
2.78%5.43%

Correlation

The correlation between JBBB and BCLO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

0.29

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Return for Risk

JBBB vs. BCLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JBBB
JBBB Risk / Return Rank: 5252
Overall Rank
JBBB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JBBB Sortino Ratio Rank: 5757
Sortino Ratio Rank
JBBB Omega Ratio Rank: 6060
Omega Ratio Rank
JBBB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JBBB Martin Ratio Rank: 4747
Martin Ratio Rank

BCLO
BCLO Risk / Return Rank: 8686
Overall Rank
BCLO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BCLO Sortino Ratio Rank: 9696
Sortino Ratio Rank
BCLO Omega Ratio Rank: 9797
Omega Ratio Rank
BCLO Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCLO Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JBBB vs. BCLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and iShares BBB-B CLO Active ETF (BCLO). 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.


JBBBBCLODifference
Sharpe ratioReturn per unit of total volatility

-1.74

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.36

1.89

-0.53

Calmar ratioReturn relative to maximum drawdown

2.26

3.59

-1.33

Martin ratioReturn relative to average drawdown

7.66

13.23

-5.57

JBBB vs. BCLO - Sharpe Ratio Comparison

The current JBBB Sharpe Ratio is 1.67, which is lower than the BCLO Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of JBBB and BCLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JBBBBCLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

3.40

-1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.41

-0.11

Drawdowns

JBBB vs. BCLO - Drawdown Comparison

The maximum JBBB drawdown since its inception was -10.57%, which is greater than BCLO's maximum drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for JBBB and BCLO.


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Drawdown Indicators


JBBBBCLODifference

Max Drawdown

Largest peak-to-trough decline

-10.57%

-4.45%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-1.92%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.58%

-0.40%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.52%

+0.20%

Volatility

JBBB vs. BCLO - Volatility Comparison

The current volatility for Janus Henderson B-BBB CLO ETF (JBBB) is 0.45%, while iShares BBB-B CLO Active ETF (BCLO) has a volatility of 0.48%. This indicates that JBBB experiences smaller price fluctuations and is considered to be less risky than BCLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBBBBCLODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

0.48%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

1.65%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

2.02%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

4.39%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

4.39%

+0.87%

JBBB vs. BCLO - Expense Ratio Comparison

JBBB has a 0.49% expense ratio, which is higher than BCLO's 0.45% expense ratio.


Dividends

JBBB vs. BCLO - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 7.13%, more than BCLO's 6.59% yield.


PositionTTM2025202420232022
BCLO
iShares BBB-B CLO Active ETF
6.59%6.45%0.00%0.00%0.00%
JBBB
Janus Henderson B-BBB CLO ETF
7.13%8.41%9.24%8.71%5.71%

Frequently Asked Questions


JBBB and BCLO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCLO has higher volatility (0.48%) compared to JBBB (0.45%). In terms of maximum drawdown, JBBB dropped -10.57% vs BCLO's -4.45%.

On 1-year performance, BCLO leads with 6.84% vs 5.54% for JBBB. On fees, BCLO is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BCLO has performed better with a 6.84% return vs 5.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCLO is cheaper with a 0.45% expense ratio, compared with 0.49% for JBBB.

JBBB has the higher dividend yield at 7.13%, compared with 6.59% for BCLO.

They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.49% for JBBB and 0.45% for BCLO.

BCLO currently has the higher Sharpe Ratio (3.40 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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