- 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
Share Price Chart
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Performance
JABS Performance Chart
Janus Henderson Asset-Backed Securities ETF (JABS) is up 1.3% 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
- 1D
- -0.23%
- 1M
- 0.27%
- YTD
- 1.30%
- 6M
- 1.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
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 +0.31%. At this rate, an investment would double in approximately 18.7 years.
Historically, 83% of months were positive and 17% 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 54% 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% | 0.03% | 1.30% | ||||||
| 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 3.69%, beta of 0.03, and R2 of 0.03 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 -11.18%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.03 may look defensive, but with R2 of 0.03 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 0.03 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
- 3.69%
- Beta
- 0.03
- R²
- 0.03
- Upside Capture
- 10.17%
- Downside Capture
- -11.18%
Expense Ratio
JABS has an expense ratio of 0.33%, placing it in the medium range.
Return for Risk
Return / Risk — by 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 | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
Janus Henderson Asset-Backed Securities ETF provided a 4.19% dividend yield over the last twelve months, with an annual payout of $2.09 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $2.09 | $1.10 |
Dividend yield | 4.19% | 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 | $0.00 | $0.99 | ||||||
| 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 0.31%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -0.97%Mar 2026 | 23d | 25d | 1mo 18dMar 2026 - Apr 2026 |
2025 pullback2025 | -0.64%Sep 2025 | 6d | 18d | 24dSep 2025 - Oct 2025 |
2026 pullback2026 | -0.38%May 2026 | 7d | 10d | 17dMay 2026 - May 2026 |
2025 pullback2025 | -0.37%Nov 2025 | 14d | 7d | 21dOct 2025 - Nov 2025 |
2025 pullback2025 | -0.34%Sep 2025 | 7d | 5d | 12dSep 2025 - Sep 2025 |
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 | — | -9.10% | — |
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 | -0.31% | -2.49% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -10.72% | +10.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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