ESGE vs JMBS

Comparison between ISHARES ESG AWARE MSCI EM ETF (ESGE, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceESGE has outperformed JMBS, delivering a return of +7.6% compared to +0.7%

ESGE vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGE(ETF)	JMBS(ETF)
Net Assets	$6.60B	$6.60B
Expense Ratio	0.25%	0.21%
Max Drawdown	43.02%	22.48%
Sharpe Ratio	1.99	0.82
5Y Beta	0.80	0.03
5Y Dividends CAGR	6.30%	12.04%

Net Assets

ESGE

$6.60B

JMBS

$6.60B

Expense Ratio

ESGE

0.25%

Winner

JMBS

0.21%

Max Drawdown

ESGE

43.02%

Winner

JMBS

22.48%

Sharpe Ratio

Winner

ESGE

1.99

JMBS

0.82

5Y Beta

ESGE

0.80

Winner

JMBS

0.03

5Y Dividends CAGR

ESGE

6.30%

Winner

JMBS

12.04%

ESGE vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	ESGE	JMBS
1 month	+9.73%	-0.51%
3 months	+8.72%	-1.24%
6 months	+22.43%	+1.45%
1 year	+48.91%	+7.41%
5 years(CAGR)	+7.57%	+0.74%
10 years(CAGR)	+9.43%	N/A
Max(CAGR)	+9.43%	+2.32%

Winner

ESGE

+9.73%

JMBS

-0.51%

Winner

ESGE

+8.72%

JMBS

-1.24%

Winner

ESGE

+22.43%

JMBS

+1.45%

Winner

ESGE

+48.91%

JMBS

+7.41%

5Y(CAGR)

Winner

ESGE

+7.57%

JMBS

+0.74%

10Y(CAGR)

ESGE

+9.43%

JMBS

N/A

Max(CAGR)

Winner

ESGE

+9.43%

JMBS

+2.32%

ESGE vs JMBS - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESGE	JMBS
2026	+17.94%	+0.74%
2025	+36.02%	+8.67%
2024	+8.19%	+2.14%
2023	+8.71%	+5.34%
2022	-22.85%	-11.28%
2021	-3.53%	-0.50%
2020	+16.63%	+5.74%
2019	+20.03%	+6.91%
2018	-16.97%	+1.53%
2017	+38.88%	N/A
2016	-0.73%	N/A

ESGE vs JMBS Drawdown Comparison

The maximum drawdown for ESGE was -41.04%, occurring on Oct 24, 2022. Recovery took 1147 trading sessions.

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current ESGE drawdown is -1.43%. The current JMBS drawdown is -1.66%.

Rank	ESGE	JMBS
#1	-41.04% Feb 17, 2021 - Sep 11, 2025	-16.68% Aug 3, 2021 - Sep 5, 2025
#2	-36.60% Jan 26, 2018 - Nov 5, 2020	-4.28% Mar 9, 2020 - May 1, 2020
#3	-13.90% Feb 25, 2026 - Apr 17, 2026	-2.98% Feb 27, 2026 - Mar 26, 2026
#4	-9.86% Sep 7, 2016 - Feb 10, 2017	-1.46% Sep 13, 2018 - Dec 4, 2018
#5	-5.49% Jan 21, 2021 - Feb 9, 2021	-0.97% Feb 3, 2021 - Aug 2, 2021
#6	-4.97% Nov 22, 2017 - Dec 29, 2017	-0.93% Oct 28, 2025 - Nov 25, 2025
#7	-4.75% Oct 29, 2025 - Jan 2, 2026	-0.78% Sep 15, 2025 - Oct 10, 2025
#8	-4.72% Oct 8, 2025 - Oct 20, 2025	-0.68% Nov 26, 2025 - Dec 18, 2025
#9	-3.63% Jan 28, 2026 - Feb 10, 2026	-0.67% Jun 11, 2020 - Aug 4, 2020
#10	-3.31% May 8, 2026 - May 12, 2026	-0.65% Jan 14, 2026 - Feb 5, 2026
#11	-2.99% May 16, 2017 - May 26, 2017	-0.58% Mar 27, 2019 - May 7, 2019
#12	-2.97% Sep 19, 2017 - Oct 5, 2017	-0.53% Sep 4, 2019 - Oct 2, 2019
#13	-2.91% Aug 8, 2017 - Aug 22, 2017	-0.49% Jan 4, 2019 - Jan 31, 2019
#14	-2.69% Nov 27, 2020 - Dec 3, 2020	-0.48% Dec 30, 2025 - Jan 9, 2026
#15	-2.68% Feb 23, 2017 - Mar 15, 2017	-0.44% Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between ESGE and JMBS is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2016 - 2026)

ESGE vs JMBS dividend yield comparison.

Year	ESGE	JMBS
2026	0.00%	1.75%
2025	2.50%	5.03%
2024	2.41%	5.53%
2023	2.65%	4.38%
2022	2.68%	2.73%
2021	2.66%	1.16%
2020	1.31%	2.92%
2019	2.59%	3.64%
2018	2.19%	0.89%
2017	1.86%	0.00%
2016	0.27%	0.00%