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

Performance

SPPC.DE vs. JCLD.DE - Performance Comparison

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

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


Returns By Period

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


SPPC.DE

1D
0.07%
1M
-0.12%
YTD
0.55%
6M
1.21%
1Y
3Y*
5Y*
10Y*

JCLD.DE

1D
0.03%
1M
-0.05%
YTD
0.47%
6M
1.25%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both SPPC.DE and JCLD.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

SPPC.DE vs. JCLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.DE) and Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Dist (JCLD.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.

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


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Sharpe Ratios by Period


SPPC.DEJCLD.DEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

3.62

3.65

-0.03

Correlation

The correlation between SPPC.DE and JCLD.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

SPPC.DE vs. JCLD.DE - Dividend Comparison

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


Drawdowns

SPPC.DE vs. JCLD.DE - Drawdown Comparison

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


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Drawdown Indicators


SPPC.DEJCLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.40%

-0.29%

-0.11%

Current Drawdown

Current decline from peak

-0.12%

-0.11%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.06%

-0.05%

-0.01%

Volatility

SPPC.DE vs. JCLD.DE - Volatility Comparison


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Volatility by Period


SPPC.DEJCLD.DEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

0.64%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.75%

0.64%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.75%

0.64%

+0.11%