- CUSIP
- 47103U779
- Issuer
- Janus Henderson
- Inception Date
- Sep 8, 2021
- Category
- Corporate Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg U.S. Corporate Bond Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $14M
Highlights
- Avg. Volume (1M)
- 892
- Avg. Volume Value (1M)
- $36.11K
Share Price Chart
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Performance
JLQD Performance Chart
Janus Henderson Corporate Bond ETF (JLQD) is down 0.8% since the beginning of the year. JLQD is currently trading at $40 per share.
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Returns By Period
Janus Henderson Corporate Bond ETF (JLQD) has returned -0.82% so far this year and 2.23% over the past 12 months.
Janus Henderson Corporate Bond ETF
- 1D
- -0.18%
- 1M
- -1.60%
- 6M
- -1.35%
- YTD
- -0.82%
- 1Y
- 2.23%
- 3Y*
- 5.28%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.04%
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%
JLQD Monthly Returns History
Based on dividend-adjusted daily data since Sep 9, 2021, JLQD's average daily return is 0.00%, while the average monthly return is +0.02%. At this rate, an investment would double in approximately 288.8 years.
Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +6.3%, while the worst month was Apr 2022 at -5.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JLQD closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +2.0%, while the worst single day was Jun 13, 2022 at -1.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.54% | 0.66% | -1.85% | 0.62% | 0.63% | 0.42% | -1.79% | -0.82% | |||||
| 2025 | 0.60% | 2.26% | -0.41% | -0.67% | 0.01% | 2.19% | -0.11% | 1.01% | 1.69% | 0.39% | 0.84% | -0.24% | 7.77% |
| 2024 | -0.18% | -1.41% | 1.67% | -2.65% | 2.20% | 0.79% | 2.30% | 1.75% | 1.53% | -2.28% | 1.43% | -1.80% | 3.21% |
| 2023 | 4.44% | -3.30% | 2.64% | 0.92% | -1.59% | 0.21% | 0.30% | -0.71% | -3.06% | -1.87% | 6.33% | 4.66% | 8.76% |
| 2022 | -3.16% | -2.25% | -2.71% | -5.12% | 0.84% | -2.54% | 3.20% | -2.98% | -4.72% | -1.08% | 4.66% | -0.95% | -15.99% |
| 2021 | -1.21% | 0.28% | -0.16% | 0.09% | -1.00% |
Benchmark Metrics
Janus Henderson Corporate Bond ETF has an annualized alpha of -1.31%, beta of 0.12, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since September 09, 2021.
- This ETF participated in 52.54% of S&P 500 Index downside but only 24.89% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.12 may look defensive, but with R2 of 0.12 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 0.12 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
- -1.31%
- Beta
- 0.12
- R²
- 0.12
- Upside Capture
- 24.89%
- Downside Capture
- 52.54%
Expense Ratio
JLQD has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
JLQD ranks 31 for risk / return — above 31% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (JLQD) 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.
| JLQD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.00 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.13 | 8.49 | -5.36 |
Dividends
Dividend History
Janus Henderson Corporate Bond ETF provided a 5.55% dividend yield over the last twelve months, with an annual payout of $2.24 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $2.24 | $2.22 | $2.20 | $1.68 | $1.11 | $0.41 |
Dividend yield | 5.55% | 5.28% | 5.36% | 3.99% | 2.77% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Corporate Bond 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 | $0.18 | $0.18 | $0.18 | $0.18 | $0.24 | $0.18 | $0.18 | $1.32 | |||||
| 2025 | $0.00 | $0.18 | $0.18 | $0.18 | $0.22 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.38 | $2.22 |
| 2024 | $0.00 | $0.16 | $0.17 | $0.17 | $0.17 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.46 | $2.20 |
| 2023 | $0.00 | $0.12 | $0.13 | $0.13 | $0.13 | $0.14 | $0.14 | $0.14 | $0.14 | $0.15 | $0.15 | $0.31 | $1.68 |
| 2022 | $0.00 | $0.08 | $0.08 | $0.10 | $0.08 | $0.08 | $0.09 | $0.09 | $0.10 | $0.09 | $0.10 | $0.22 | $1.11 |
| 2021 | $0.13 | $0.28 | $0.41 |
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 Corporate Bond 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 Corporate Bond ETF was 21.17%, occurring on Oct 24, 2022. Recovery took 749 trading sessions.
The current Janus Henderson Corporate Bond ETF drawdown is 2.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.17%Oct 2022 | 1y 1mo | 2y 12mo | 4y 28dSep 2021 - Oct 2025 | Bear market2022 |
-2.87%Mar 2026 | 1mo 7d | — | 5mo 15dFeb 2026 - now | — |
-1.15%Nov 2025 | 19d | 1mo 28d | 2mo 17dOct 2025 - Jan 2026 | — |
-0.49%Jan 2026 | 4d | 3d | 7dJan 2026 - Jan 2026 | — |
-0.46%Sep 2021 | 2d | 5d | 7dSep 2021 - Sep 2021 | — |
Drawdown Indicators
| JLQD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.17% | -56.78% | +35.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -9.10% | +6.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.59% | -18.90% | +13.31% |
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 | -2.02% | -1.58% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -8.51% | -10.70% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 2.14% | -1.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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