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JCLD.DE vs. EUCL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCLD.DE vs. EUCL.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 Dist (JCLD.DE) and iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.DE). The values are adjusted to include any dividend payments, if applicable.

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JCLD.DE vs. EUCL.DE - Yearly Performance Comparison


Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with JCLD.DE at 0.47% and EUCL.DE at 0.47%.


JCLD.DE

1D
0.03%
1M
-0.05%
YTD
0.47%
6M
1.25%
1Y
3Y*
5Y*
10Y*

EUCL.DE

1D
0.05%
1M
-0.04%
YTD
0.47%
6M
1.25%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCLD.DE vs. EUCL.DE - Expense Ratio Comparison

Both JCLD.DE and EUCL.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%.


Return for Risk

JCLD.DE vs. EUCL.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 Dist (JCLD.DE) and iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JCLD.DE vs. EUCL.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JCLD.DEEUCL.DEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

3.65

3.58

+0.07

Correlation

The correlation between JCLD.DE and EUCL.DE is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JCLD.DE vs. EUCL.DE - Dividend Comparison

JCLD.DE's dividend yield for the trailing twelve months is around 1.84%, while EUCL.DE has not paid dividends to shareholders.


Drawdowns

JCLD.DE vs. EUCL.DE - Drawdown Comparison

The maximum JCLD.DE drawdown since its inception was -0.29%, roughly equal to the maximum EUCL.DE drawdown of -0.30%. Use the drawdown chart below to compare losses from any high point for JCLD.DE and EUCL.DE.


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Drawdown Indicators


JCLD.DEEUCL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.29%

-0.30%

+0.01%

Current Drawdown

Current decline from peak

-0.11%

-0.21%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.05%

0.00%

Volatility

JCLD.DE vs. EUCL.DE - Volatility Comparison


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Volatility by Period


JCLD.DEEUCL.DEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

0.80%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.64%

0.80%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

0.80%

-0.16%