- Issuer
- Janus Henderson
- Inception Date
- Jul 22, 2025
- Region
- North America (U.S.)
- Category
- Short-Term Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $222.13K
Share Price Chart
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Performance
JABS Performance Chart
Janus Henderson Asset-Backed Securities ETF (JABS) is up 1.9% since the beginning of the year. JABS is currently trading at $50 per share.
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Returns By Period
Janus Henderson Asset-Backed Securities ETF (JABS) has returned 1.90% so far this year and 4.09% over the past 12 months.
Janus Henderson Asset-Backed Securities ETF
- 1D
- 0.04%
- 1M
- 0.23%
- 6M
- 1.76%
- YTD
- 1.90%
- 1Y
- 4.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.35%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
JABS Monthly Returns History
Based on dividend-adjusted daily data since Jul 23, 2025, JABS's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.
Historically, 85% of months were positive and 15% were negative. The best month was Aug 2025 with a return of +1.0%, while the worst month was Mar 2026 at -0.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.
On a daily basis, JABS closed higher 53% of trading days. The best single day was Apr 15, 2026 with a return of +0.5%, while the worst single day was Sep 23, 2025 at -0.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.14% | 0.79% | -0.47% | 0.34% | 0.46% | 0.53% | 0.10% | 1.90% | |||||
| 2025 | -0.04% | 0.99% | 0.15% | 0.29% | 0.62% | 0.46% | 2.49% |
Benchmark Metrics
Janus Henderson Asset-Backed Securities ETF has an annualized alpha of 3.90%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 23, 2025.
- This ETF captured 10.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -21.17%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.02 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.90%
- Beta
- 0.02
- R²
- 0.02
- Upside Capture
- 10.17%
- Downside Capture
- -21.17%
Expense Ratio
JABS has an expense ratio of 0.33%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JABS ranks 92 for risk / return — above 92% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Janus Henderson Asset-Backed Securities ETF (JABS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JABS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 2.00 | +2.62 |
| Martin ratioReturn relative to average drawdown | 17.77 | 8.49 | +9.28 |
Dividends
Dividend History
Janus Henderson Asset-Backed Securities ETF provided a 4.99% dividend yield over the last twelve months, with an annual payout of $2.49 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $2.49 | $1.10 |
Dividend yield | 4.99% | 2.19% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Asset-Backed Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.19 | $0.20 | $0.20 | $0.20 | $0.19 | $0.20 | $0.20 | $1.39 | |||||
| 2025 | $0.22 | $0.22 | $0.20 | $0.46 | $1.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Janus Henderson Asset-Backed Securities ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Janus Henderson Asset-Backed Securities ETF was 0.97%, occurring on Mar 26, 2026. Recovery took 16 trading sessions.
The current Janus Henderson Asset-Backed Securities ETF drawdown is 0.19%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-0.97%Mar 2026 | 23d | 25d | 1mo 18dMar 2026 - Apr 2026 | — |
-0.64%Sep 2025 | 6d | 18d | 24dSep 2025 - Oct 2025 | — |
-0.38%May 2026 | 7d | 10d | 17dMay 2026 - May 2026 | — |
-0.37%Nov 2025 | 14d | 7d | 21dOct 2025 - Nov 2025 | — |
-0.37%Jul 2026 | 0s | — | 5dJul 2026 - now | — |
Drawdown Indicators
| JABS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.97% | -56.78% | +55.81% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -9.10% | +8.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.19% | -1.58% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -10.70% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 2.14% | -1.89% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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