JCL0.DE vs. AVWS.DE
JCL0.DE (Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc) and AVWS.DE (Avantis Global Small Cap Value UCITS ETF USD Acc EUR) are both exchange-traded funds - JCL0.DE is a CLO fund actively managed by Janus Henderson, while AVWS.DE is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. Both are actively managed. Over the past year, JCL0.DE returned 3.17% vs 34.95% for AVWS.DE. At a 0.08 correlation, their price movements are largely independent. JCL0.DE charges 0.25%/yr vs 0.39%/yr for AVWS.DE.
Performance
JCL0.DE vs. AVWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JCL0.DE achieves a 1.30% return, which is significantly lower than AVWS.DE's 18.30% return.
JCL0.DE
- 1D
- 0.09%
- 1M
- 0.43%
- YTD
- 1.30%
- 6M
- 1.52%
- 1Y
- 3.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVWS.DE
- 1D
- 0.39%
- 1M
- 1.51%
- YTD
- 18.30%
- 6M
- 18.97%
- 1Y
- 34.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JCL0.DE vs. AVWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JCL0.DE Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc | 1.30% | 3.57% | 0.07% |
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 18.30% | 7.87% | -0.11% |
Correlation
The correlation between JCL0.DE and AVWS.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 |
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Return for Risk
JCL0.DE vs. AVWS.DE — Risk / Return Rank
JCL0.DE
AVWS.DE
JCL0.DE vs. AVWS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.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.
| JCL0.DE | AVWS.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 | 1.77 | 1.42 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 6.95 | 5.44 | +1.51 |
| Martin ratioReturn relative to average drawdown | 37.63 | 20.29 | +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. | |||
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Sharpe Ratios by Period
| JCL0.DE | AVWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.27 | 2.40 | +0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.71 | 1.08 | +1.62 |
Drawdowns
JCL0.DE vs. AVWS.DE - Drawdown Comparison
The maximum JCL0.DE drawdown since its inception was -0.70%, smaller than the maximum AVWS.DE drawdown of -25.21%. Use the drawdown chart below to compare losses from any high point for JCL0.DE and AVWS.DE.
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Drawdown Indicators
| JCL0.DE | AVWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.70% | -25.21% | +24.51% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -6.39% | +5.94% |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -5.13% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 1.72% | -1.64% |
Volatility
JCL0.DE vs. AVWS.DE - Volatility Comparison
The current volatility for Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) is 0.29%, while Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a volatility of 3.27%. This indicates that JCL0.DE experiences smaller price fluctuations and is considered to be less risky than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCL0.DE | AVWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 3.27% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 0.79% | 9.60% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.97% | 14.48% | -13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.27% | 18.12% | -16.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.27% | 18.12% | -16.85% |
JCL0.DE vs. AVWS.DE - Expense Ratio Comparison
JCL0.DE has a 0.25% expense ratio, which is lower than AVWS.DE's 0.39% expense ratio.
Dividends
JCL0.DE vs. AVWS.DE - Dividend Comparison
Neither JCL0.DE nor AVWS.DE has paid dividends to shareholders.
Frequently Asked Questions
JCL0.DE and AVWS.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.
JCL0.DE is categorized as CLO, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: Janus Henderson and Avantis. Their fees differ too: 0.25% for JCL0.DE and 0.39% for AVWS.DE.
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