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Janus Henderson B-BBB CLO ETF (JBBB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Janus Henderson B-BBB CLO ETF (JBBB)

ETF · Currency in USD · Last updated May 17, 2025

The ETF primarily invests in U.S. dollar-denominated CLOs rated investment grade or higher, with a limit on exposure to lower-rated CLOs. It may use derivatives for risk mitigation purposes related to its CLO portfolio.

ETF Info

CUSIP

47103U753

Issuer

Janus Henderson

Inception Date

Jan 11, 2022

Category

Bank Loan

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Bond

Expense Ratio

JBBB has an expense ratio of 0.49%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons:
JBBB vs. CLOZ JBBB vs. JAAA JBBB vs. CLOA JBBB vs. FLTR JBBB vs. SPHY JBBB vs. SRLN JBBB vs. FFRHX JBBB vs. IVV JBBB vs. VRP JBBB vs. VRIG
Popular comparisons:
JBBB vs. CLOZ JBBB vs. JAAA JBBB vs. CLOA JBBB vs. FLTR JBBB vs. SPHY JBBB vs. SRLN JBBB vs. FFRHX JBBB vs. IVV JBBB vs. VRP JBBB vs. VRIG

Performance

Performance Chart

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Returns By Period

Janus Henderson B-BBB CLO ETF (JBBB) returned 0.68% year-to-date (YTD) and 6.66% over the past 12 months.

JBBB

YTD

0.68%

1M

2.62%

6M

1.94%

1Y

6.66%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of JBBB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.94%0.02%-0.84%-0.60%1.17%0.68%
20241.21%0.50%1.51%0.77%1.12%0.48%0.73%0.09%0.70%1.61%0.70%0.82%10.73%
20234.22%0.38%-2.91%2.87%0.27%1.64%3.78%1.46%0.39%-0.45%2.23%2.06%16.91%
20220.05%-0.83%-0.63%0.48%-5.04%-2.19%0.28%2.11%-5.15%0.98%3.83%-0.36%-6.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, JBBB is among the top 9% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of JBBB is 9191
Overall Rank
The Sharpe Ratio Rank of JBBB is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of JBBB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JBBB is 9595
Omega Ratio Rank
The Calmar Ratio Rank of JBBB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JBBB is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Janus Henderson B-BBB CLO ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 1.45
  • All Time: 1.07

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Janus Henderson B-BBB CLO ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend History

Janus Henderson B-BBB CLO ETF provided a 7.98% dividend yield over the last twelve months, with an annual payout of $3.85 per share.

5.00%5.50%6.00%6.50%7.00%7.50%8.00%8.50%$0.00$1.00$2.00$3.00$4.00202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$3.85$3.76$3.89$2.24

Dividend yield

7.98%7.65%8.10%5.03%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson B-BBB CLO ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.27$0.28$0.32$0.38$1.25
2024$0.00$0.30$0.31$0.25$0.30$0.31$0.28$0.33$0.37$0.35$0.31$0.65$3.76
2023$0.00$0.29$0.30$0.33$0.31$0.30$0.35$0.31$0.35$0.34$0.32$0.69$3.89
2022$0.13$0.13$0.14$0.17$0.18$0.19$0.24$0.25$0.25$0.58$2.24

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 B-BBB CLO 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 B-BBB CLO ETF was 10.79%, occurring on Sep 30, 2022. Recovery took 192 trading sessions.

The current Janus Henderson B-BBB CLO ETF drawdown is 0.60%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.79%Feb 10, 2022161Sep 30, 2022192Jul 10, 2023353
-4.35%Feb 12, 202538Apr 7, 2025———
-1.78%Sep 22, 202330Nov 2, 202310Nov 16, 202340
-1.5%Jul 31, 20244Aug 5, 202420Sep 3, 202424
-0.48%Jan 8, 20252Jan 10, 202510Jan 27, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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