JRE vs. VNQ
Compare and contrast key facts about Janus Henderson U.S. Real Estate ETF (JRE) and Vanguard Real Estate ETF (VNQ).
JRE and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRE is an actively managed fund by Janus Henderson. It was launched on Jun 22, 2021. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
JRE vs. VNQ - Performance Comparison
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JRE vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRE Janus Henderson U.S. Real Estate ETF | 6.33% | 2.97% | 7.65% | 8.79% | -23.47% | 16.45% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | 4.81% | 11.85% | -26.25% | 15.02% |
Returns By Period
In the year-to-date period, JRE achieves a 6.33% return, which is significantly higher than VNQ's 1.67% return.
JRE
- 1D
- 0.84%
- 1M
- -4.31%
- YTD
- 6.33%
- 6M
- 5.82%
- 1Y
- 9.35%
- 3Y*
- 7.54%
- 5Y*
- —
- 10Y*
- —
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
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JRE vs. VNQ - Expense Ratio Comparison
JRE has a 0.65% expense ratio, which is higher than VNQ's 0.13% expense ratio.
Return for Risk
JRE vs. VNQ — Risk / Return Rank
JRE
VNQ
JRE vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Real Estate ETF (JRE) and Vanguard Real Estate ETF (VNQ). 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.
| JRE | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.13 | +0.43 |
Sortino ratioReturn per unit of downside risk | 0.87 | 0.30 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.04 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.18 | +0.54 |
Martin ratioReturn relative to average drawdown | 3.25 | 0.70 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRE | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.13 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.26 | -0.10 |
Correlation
The correlation between JRE and VNQ is 0.96, 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
JRE vs. VNQ - Dividend Comparison
JRE's dividend yield for the trailing twelve months is around 5.32%, more than VNQ's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRE Janus Henderson U.S. Real Estate ETF | 5.32% | 5.81% | 2.20% | 2.77% | 2.87% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
JRE vs. VNQ - Drawdown Comparison
The maximum JRE drawdown since its inception was -31.69%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for JRE and VNQ.
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Drawdown Indicators
| JRE | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.69% | -73.07% | +41.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.93% | -12.44% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.40% | — |
Current DrawdownCurrent decline from peak | -4.31% | -9.24% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -13.71% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.21% | -0.33% |
Volatility
JRE vs. VNQ - Volatility Comparison
Janus Henderson U.S. Real Estate ETF (JRE) has a higher volatility of 4.96% compared to Vanguard Real Estate ETF (VNQ) at 4.57%. This indicates that JRE's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRE | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.57% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 9.28% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 16.31% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 18.80% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 20.70% | -1.84% |