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

Performance

JCLD.DE vs. SPPC.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 State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, JCLD.DE achieves a 0.47% return, which is significantly lower than SPPC.DE's 0.55% return.


JCLD.DE

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

SPPC.DE

1D
0.07%
1M
-0.12%
YTD
0.55%
6M
1.21%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both JCLD.DE and SPPC.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. SPPC.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 State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.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. SPPC.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JCLD.DESPPC.DEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

3.65

3.62

+0.03

Correlation

The correlation between JCLD.DE and SPPC.DE is 0.08, 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. SPPC.DE - Dividend Comparison

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


Drawdowns

JCLD.DE vs. SPPC.DE - Drawdown Comparison

The maximum JCLD.DE drawdown since its inception was -0.29%, smaller than the maximum SPPC.DE drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for JCLD.DE and SPPC.DE.


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Drawdown Indicators


JCLD.DESPPC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.29%

-0.40%

+0.11%

Current Drawdown

Current decline from peak

-0.11%

-0.12%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.06%

+0.01%

Volatility

JCLD.DE vs. SPPC.DE - Volatility Comparison


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Volatility by Period


JCLD.DESPPC.DEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

0.75%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.64%

0.75%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

0.75%

-0.11%