I had always thought that the CLR was considerably ahead of the JVM, though admittedly only anecdotally. What is in the JVM that is not in the CLR that makes the JVM further ahead, so to speak.
For me, it's about the ecosystem. I do a fair bit of work on the CLR and JVM.
The JVM has the following advantages: open source, cross platform, free tooling[1], incredibly more mature 3rd party libraries, zero OS cost to deploy, architectures ready to roll out of the box.
A lot of the Java stuff I do is literally integrating some off the shelf bits that work 100% reliably first time and it's done. Compare to C# where I end up having to do a lot of leg work and navigating immature, abandoned or just broken open source projects.
[1] By the time I've bought VS Pro 2013 with MSDN, ANTS profiler, NCover, VisualSVN, I'm down a pile of cash.