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Inception Date
Jun 22, 2021
Region
North America (U.S.)
Category
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$4M

Share Price Chart


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Performance

JRE Performance Chart

Janus Henderson U.S. Real Estate ETF (JRE) is up 16.5% since the beginning of the year. JRE is currently trading at $27 per share. Investors who bought $1,000 worth of JRE shares 5 years ago would now be looking at an investment worth $1,252.


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S&P 500 Index

Returns By Period

Janus Henderson U.S. Real Estate ETF (JRE) has returned 16.53% so far this year and 19.12% over the past 12 months.


Janus Henderson U.S. Real Estate ETF

1D
1.21%
1M
0.80%
YTD
16.53%
6M
16.75%
1Y
19.12%
3Y*
12.08%
5Y*
4.60%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRE Monthly Returns History

Based on dividend-adjusted daily data since Jun 23, 2021, JRE's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 51% of months were positive and 49% were negative. The best month was Dec 2021 with a return of +10.9%, while the worst month was Sep 2022 at -12.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JRE closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.58%8.13%-4.93%8.97%-0.81%2.24%16.53%
20250.71%2.31%-2.81%-1.48%1.50%-0.37%-0.45%4.07%-0.18%-0.21%2.63%-2.54%2.97%
2024-3.96%1.50%1.49%-7.98%5.30%2.33%7.85%5.73%2.82%-3.03%3.17%-6.46%7.65%
202310.43%-3.57%-3.17%1.38%-4.00%4.02%1.93%-1.85%-7.55%-4.66%9.90%7.55%8.79%
2022-7.63%-3.19%6.28%-2.57%-6.93%-6.89%9.95%-5.56%-12.25%2.41%6.11%-3.69%-23.47%
2021-1.36%7.20%1.00%-6.37%7.91%-2.86%10.86%16.20%

Benchmark Metrics

Janus Henderson U.S. Real Estate ETF has an annualized alpha of -3.05%, beta of 0.73, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since June 23, 2021.

  • This ETF participated in 101.07% of S&P 500 Index downside but only 72.90% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-3.05%
Beta
0.73
0.44
Upside Capture
72.90%
Downside Capture
101.07%

Expense Ratio

JRE has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JRE ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JRE Risk / Return Rank: 4545
Overall Rank
JRE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JRE Sortino Ratio Rank: 3838
Sortino Ratio Rank
JRE Omega Ratio Rank: 3939
Omega Ratio Rank
JRE Calmar Ratio Rank: 5656
Calmar Ratio Rank
JRE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Janus Henderson U.S. Real Estate ETF (JRE) 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.


JREBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

2.69

2.78

-0.10

Martin ratioReturn relative to average drawdown

8.30

12.44

-4.14

Dividends

Dividend History

Janus Henderson U.S. Real Estate ETF provided a 4.85% dividend yield over the last twelve months, with an annual payout of $1.31 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.31$1.35$0.53$0.63$0.62$0.26

Dividend yield

4.85%5.81%2.20%2.77%2.87%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson U.S. Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.05$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$1.08$1.35
2024$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.09$0.00$0.00$0.35$0.53
2023$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.36$0.63
2022$0.00$0.00$0.01$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.33$0.62
2021$0.07$0.00$0.00$0.19$0.26

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 U.S. Real Estate 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 U.S. Real Estate ETF was 31.69%, occurring on Oct 27, 2023. Recovery took 575 trading sessions.

The current Janus Henderson U.S. Real Estate ETF drawdown is 0.81%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-31.69%Oct 2023
1y 9mo2y 3mo
4y 1moJan 2022 - Feb 2026
2021 pullback2021
-8.22%Sep 2021
23d1mo 25d
2mo 18dSep 2021 - Nov 2021
2026 pullback2026
-7.14%Mar 2026
17d24d
1mo 11dMar 2026 - Apr 2026
2021 pullback2021
-6.00%Dec 2021
5d7d
12dNov 2021 - Dec 2021
2026 pullback2026
-3.95%Jun 2026
5d8d
13dMay 2026 - Jun 2026

Drawdown Indicators


JREBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-56.78%

+25.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-9.10%

+1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-18.90%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

-25.43%

-6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.81%

-1.80%

+0.99%

Average Drawdown

Average peak-to-trough decline

-12.51%

-10.71%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.03%

+0.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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