JCL0.DE vs. CHSJ.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE).

JCL0.DE and CHSJ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JCL0.DE is an actively managed fund by Janus Henderson. It was launched on Dec 18, 2024. CHSJ.DE is a passively managed fund by UBS that tracks the performance of the J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA). It was launched on Jul 1, 2025.

Performance

JCL0.DE vs. CHSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE). The values are adjusted to include any dividend payments, if applicable.

JCL0.DE vs. CHSJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025
JCL0.DE Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc	0.48%	1.54%
CHSJ.DE UBS EUR AAA CLO UCITS ETF EUR Acc	0.36%	1.78%

Returns By Period

In the year-to-date period, JCL0.DE achieves a 0.48% return, which is significantly higher than CHSJ.DE's 0.36% return.

JCL0.DE

• 1D: 0.03%
• 1M: -0.05%
• YTD: 0.48%
• 6M: 1.24%
• 1Y: 3.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CHSJ.DE

• 1D: -0.21%
• 1M: 0.02%
• YTD: 0.36%
• 6M: 1.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JCL0.DE vs. CHSJ.DE - Expense Ratio Comparison

Both JCL0.DE and CHSJ.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

JCL0.DE

Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc

CHSJ.DE

UBS EUR AAA CLO UCITS ETF EUR Acc

Return for Risk

JCL0.DE vs. CHSJ.DE — Risk / Return Rank

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

JCL0.DE

JCL0.DE Risk / Return Rank: 97
JCL0.DE Sharpe Ratio Rank: 96
JCL0.DE Sortino Ratio Rank: 98
JCL0.DE Omega Ratio Rank: 98
JCL0.DE Calmar Ratio Rank: 97
JCL0.DE Martin Ratio Rank: 98

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.

JCL0.DE vs. CHSJ.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 UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.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	CHSJ.DE	Difference
Sharpe ratio Return per unit of total volatility	2.62	—	—
Sortino ratio Return per unit of downside risk	4.18	—	—
Omega ratio Gain probability vs. loss probability	1.66	—	—
Calmar ratio Return relative to maximum drawdown	5.36	—	—
Martin ratio Return relative to average drawdown	27.09	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JCL0.DE	CHSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.51	2.24	+0.28

Correlation

The correlation between JCL0.DE and CHSJ.DE is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

JCL0.DE vs. CHSJ.DE - Dividend Comparison

Neither JCL0.DE nor CHSJ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

JCL0.DE vs. CHSJ.DE - Drawdown Comparison

The maximum JCL0.DE drawdown since its inception was -0.70%, which is greater than CHSJ.DE's maximum drawdown of -0.38%. Use the drawdown chart below to compare losses from any high point for JCL0.DE and CHSJ.DE.

Drawdown Indicators

	JCL0.DE	CHSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-0.70%	-0.38%	-0.32%
Max Drawdown (1Y) Largest decline over 1 year	-0.59%	—	—
Current Drawdown Current decline from peak	-0.11%	-0.31%	+0.20%
Average Drawdown Average peak-to-trough decline	-0.09%	-0.07%	-0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.12%	—	—

Volatility

Volatility by Period

	JCL0.DE	CHSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.23%	1.31%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.30%	1.31%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.30%	1.31%	-0.01%