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ISTB vs. JSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISTB vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 1-5 Year USD Bond ETF (ISTB) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

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ISTB vs. JSI - Yearly Performance Comparison


2026 (YTD)202520242023
ISTB
iShares Core 1-5 Year USD Bond ETF
0.10%6.36%4.37%3.16%
JSI
Janus Henderson Securitized Income ETF
0.41%6.46%7.27%3.39%

Returns By Period

In the year-to-date period, ISTB achieves a 0.10% return, which is significantly lower than JSI's 0.41% return.


ISTB

1D
0.21%
1M
-0.81%
YTD
0.10%
6M
1.31%
1Y
4.49%
3Y*
4.77%
5Y*
1.87%
10Y*
2.31%

JSI

1D
0.17%
1M
-1.02%
YTD
0.41%
6M
2.05%
1Y
4.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISTB vs. JSI - Expense Ratio Comparison

ISTB has a 0.06% expense ratio, which is lower than JSI's 0.50% expense ratio.


Return for Risk

ISTB vs. JSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISTB
ISTB Risk / Return Rank: 9595
Overall Rank
ISTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 9797
Sortino Ratio Rank
ISTB Omega Ratio Rank: 9595
Omega Ratio Rank
ISTB Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISTB Martin Ratio Rank: 9494
Martin Ratio Rank

JSI
JSI Risk / Return Rank: 8383
Overall Rank
JSI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JSI Sortino Ratio Rank: 8585
Sortino Ratio Rank
JSI Omega Ratio Rank: 8787
Omega Ratio Rank
JSI Calmar Ratio Rank: 7979
Calmar Ratio Rank
JSI Martin Ratio Rank: 8181
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.

ISTB vs. JSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 1-5 Year USD Bond ETF (ISTB) and Janus Henderson Securitized Income ETF (JSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ISTBJSIDifference

Sharpe ratio

Return per unit of total volatility

2.32

1.64

+0.68

Sortino ratio

Return per unit of downside risk

3.56

2.21

+1.35

Omega ratio

Gain probability vs. loss probability

1.47

1.34

+0.12

Calmar ratio

Return relative to maximum drawdown

3.62

2.09

+1.53

Martin ratio

Return relative to average drawdown

14.54

8.60

+5.94

ISTB vs. JSI - Sharpe Ratio Comparison

The current ISTB Sharpe Ratio is 2.32, which is higher than the JSI Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of ISTB and JSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISTBJSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.64

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

2.54

-1.71

Correlation

The correlation between ISTB and JSI is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ISTB vs. JSI - Dividend Comparison

ISTB's dividend yield for the trailing twelve months is around 4.18%, less than JSI's 6.27% yield.


TTM20252024202320222021202020192018201720162015
ISTB
iShares Core 1-5 Year USD Bond ETF
4.18%4.12%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%
JSI
Janus Henderson Securitized Income ETF
6.27%5.80%6.16%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISTB vs. JSI - Drawdown Comparison

The maximum ISTB drawdown since its inception was -9.34%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for ISTB and JSI.


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Drawdown Indicators


ISTBJSIDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-2.31%

-7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-2.31%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

Current Drawdown

Current decline from peak

-0.81%

-1.02%

+0.21%

Average Drawdown

Average peak-to-trough decline

-1.23%

-0.33%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.56%

-0.25%

Volatility

ISTB vs. JSI - Volatility Comparison

The current volatility for iShares Core 1-5 Year USD Bond ETF (ISTB) is 0.78%, while Janus Henderson Securitized Income ETF (JSI) has a volatility of 0.93%. This indicates that ISTB experiences smaller price fluctuations and is considered to be less risky than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISTBJSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.93%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.18%

1.48%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

2.92%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

2.93%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

2.93%

-0.43%