JMBS vs ESGE

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

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

JMBS vs ESGE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

JMBS

$6.60B

ESGE

$6.60B

Expense Ratio

Winner

JMBS

0.21%

ESGE

0.25%

Max Drawdown

Winner

JMBS

22.48%

ESGE

43.02%

Sharpe Ratio

JMBS

0.82

Winner

ESGE

1.99

5Y Beta

Winner

JMBS

0.03

ESGE

0.80

5Y Dividends CAGR

Winner

JMBS

12.04%

ESGE

6.30%

JMBS vs ESGE - Historical Returns

Returns include dividend reinvestment.

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

JMBS

-0.51%

Winner

ESGE

+9.73%

JMBS

-1.24%

Winner

ESGE

+8.72%

JMBS

+1.45%

Winner

ESGE

+22.43%

JMBS

+7.41%

Winner

ESGE

+48.91%

5Y(CAGR)

JMBS

+0.74%

Winner

ESGE

+7.57%

10Y(CAGR)

JMBS

N/A

ESGE

+9.43%

Max(CAGR)

JMBS

+2.32%

Winner

ESGE

+9.43%

JMBS vs ESGE - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

JMBS vs ESGE Drawdown Comparison

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

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

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

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

Correlation

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

0.82

-101

Dividend Comparison (2016 - 2026)

JMBS vs ESGE dividend yield comparison.

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