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Janus Henderson U.S. Real Estate ETF (JRE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson U.S. Real Estate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Janus Henderson U.S. Real Estate ETF (JRE) has returned 5.45% so far this year and 8.43% over the past 12 months.


Janus Henderson U.S. Real Estate ETF

1D
1.61%
1M
-4.93%
YTD
5.45%
6M
5.25%
1Y
8.43%
3Y*
7.24%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 23, 2021, JRE's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, your investment would double in approximately 16.1 years.

Historically, 50% of months were positive and 50% 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%5.45%
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%
2021-1.15%7.20%1.00%-6.37%7.91%-2.86%10.86%16.45%

Benchmark Metrics

Janus Henderson U.S. Real Estate ETF has an annualized alpha of -3.37%, beta of 0.74, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since June 24, 2021.

  • This ETF participated in 104.33% of S&P 500 Index downside but only 76.48% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.46 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
-3.37%
Beta
0.74
0.46
Upside Capture
76.48%
Downside Capture
104.33%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JRE ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JRE Risk / Return Rank: 2929
Overall Rank
JRE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JRE Sortino Ratio Rank: 2626
Sortino Ratio Rank
JRE Omega Ratio Rank: 2626
Omega Ratio Rank
JRE Calmar Ratio Rank: 2929
Calmar Ratio Rank
JRE Martin Ratio Rank: 3636
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 a chosen benchmark (S&P 500 Index).


JREBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.90

-0.38

Sortino ratio

Return per unit of downside risk

0.80

1.39

-0.59

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.73

1.40

-0.67

Martin ratio

Return relative to average drawdown

3.31

6.61

-3.30

Explore JRE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Janus Henderson U.S. Real Estate ETF provided a 5.36% 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

5.36%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$0.01
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 5.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.69%Jan 3, 2022458Oct 27, 2023575Feb 13, 20261033
-8.22%Sep 7, 202118Sep 30, 202139Nov 24, 202157
-7.14%Mar 3, 202614Mar 20, 2026
-6%Nov 26, 20214Dec 1, 20215Dec 8, 20219
-2.39%Aug 6, 20213Aug 10, 202115Aug 31, 202118

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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