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SECU vs. JSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SECU vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Securitized Income Active ETF (SECU) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

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SECU vs. JSI - Yearly Performance Comparison


Returns By Period


SECU

1D
0.23%
1M
-1.16%
YTD
6M
1Y
3Y*
5Y*
10Y*

JSI

1D
0.00%
1M
-0.88%
YTD
0.41%
6M
1.73%
1Y
4.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SECU vs. JSI - Expense Ratio Comparison

SECU has a 0.40% expense ratio, which is lower than JSI's 0.50% expense ratio.


Return for Risk

SECU vs. JSI — Risk / Return Rank

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

SECU

JSI
JSI Risk / Return Rank: 7979
Overall Rank
JSI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JSI Sortino Ratio Rank: 8080
Sortino Ratio Rank
JSI Omega Ratio Rank: 8383
Omega Ratio Rank
JSI Calmar Ratio Rank: 7575
Calmar Ratio Rank
JSI Martin Ratio Rank: 7676
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.

SECU vs. JSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Securitized Income Active ETF (SECU) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SECU vs. JSI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SECUJSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

2.54

-2.15

Correlation

The correlation between SECU and JSI is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SECU vs. JSI - Dividend Comparison

SECU's dividend yield for the trailing twelve months is around 0.72%, less than JSI's 5.82% yield.


TTM202520242023
SECU
iShares Securitized Income Active ETF
0.72%0.00%0.00%0.00%
JSI
Janus Henderson Securitized Income ETF
5.82%5.80%6.16%0.84%

Drawdowns

SECU vs. JSI - Drawdown Comparison

The maximum SECU drawdown since its inception was -1.76%, smaller than the maximum JSI drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for SECU and JSI.


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Drawdown Indicators


SECUJSIDifference

Max Drawdown

Largest peak-to-trough decline

-1.76%

-2.31%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

Current Drawdown

Current decline from peak

-1.16%

-1.02%

-0.14%

Average Drawdown

Average peak-to-trough decline

-0.62%

-0.33%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

SECU vs. JSI - Volatility Comparison


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Volatility by Period


SECUJSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

2.92%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.68%

2.93%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.68%

2.93%

+0.75%