JAAA Performance — Janus Henderson AAA CLO ETF
Data updated: 2026-09-25
JAAA returned +2.70% year to date and +4.88% over one year to Jul 2026. Annualised returns are +6.26% over 3 years and +4.91% over 5 years. The fund trailed its Ultrashort Securitized Bond category average: $100 invested three years ago grew to $120, against $122 for the category, and to $105 over one year, against $106. Volatility over the past three years was 0.72% a year. In the 12 months to Jul 2026 the fund took in a net $6.2B, and assets reached $29.21B.
JAAA Growth of $100
What $100 invested in Janus Henderson AAA CLO ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Ultrashort Securitized Bond category average over the same months.
| Period | JAAA | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $105 | $106 |
| 3 years (Aug 2023 – Jul 2026) | $120 | $122 |
| 5 years (Aug 2021 – Jul 2026) | $127 | $122 |
| Since data start (Oct 2020 – Jul 2026) | $129 | $124 |
JAAA Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.70% |
| 1 year | +4.88% |
| 3 years (annualised) | +6.26% |
| 5 years (annualised) | +4.91% |
JAAA Annual Returns
Calendar-year total returns of Janus Henderson AAA CLO ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +2.70% |
| 2025 | +5.18% |
| 2024 | +7.41% |
| 2023 | +8.58% |
| 2022 | +0.49% |
| 2021 | +1.35% |
| 2020 (Oct–Dec) | +0.76% |
JAAA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.6% | +0.2% | +0.2% | +0.6% | +0.5% | +0.3% | +0.4% | — | — | — | — | — |
| 2025 | +0.6% | +0.3% | 0.0% | +0.1% | +0.9% | +0.5% | +0.5% | +0.5% | +0.4% | +0.3% | +0.4% | +0.4% |
| 2024 | +0.7% | +0.6% | +0.6% | +0.7% | +0.8% | +0.4% | +0.7% | +0.5% | +0.5% | +0.6% | +0.6% | +0.6% |
| 2023 | +1.2% | +0.4% | −0.1% | +0.8% | +0.4% | +0.8% | +1.4% | +0.5% | +0.6% | +0.4% | +0.9% | +0.9% |
| 2022 | +0.2% | −0.5% | −0.1% | −0.1% | −1.3% | −0.4% | +0.5% | +0.6% | −0.9% | +0.4% | +1.3% | +0.8% |
| 2021 | +0.3% | +0.2% | 0.0% | +0.1% | +0.1% | +0.1% | +0.1% | +0.1% | +0.1% | +0.1% | 0.0% | +0.1% |
| 2020 | — | — | — | — | — | — | — | — | — | −0.4% | +1.0% | +0.2% |
JAAA Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 0.72%
- 3-year Sharpe ratio: 2.44 (vs 4.5% risk-free rate)
- Best month: +0.92% (Dec 2023)
- Worst month: +0.04% (Mar 2025)
JAAA Fund Flows
Monthly money in and out of Janus Henderson AAA CLO ETF, from SEC Form N-PORT.
- 12-month net flow: $6.2B
- 12-month gross sales (incl. reinvestments): $13.2B
- Sales ÷ redemptions: 1.87×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $899.7M | $101.1M | $798.6M |
| Jun 2026 | $1.1B | $0 | $1.1B |
| May 2026 | $614.9M | $202.5M | $412.4M |
| Apr 2026 | $331.3M | $141.8M | $189.6M |
| Mar 2026 | $202.1M | $636.6M | −$434.5M |
| Feb 2026 | $1.1B | $3 | $1.1B |
| Jan 2026 | $1.8B | $0 | $1.8B |
| Dec 2025 | $91.0M | $1.0B | −$910.7M |
| Nov 2025 | $1.3B | $1.4B | −$40.8M |
| Oct 2025 | $1.2B | $1.7B | −$496.5M |
| Sep 2025 | $2.2B | $1.3B | $832.7M |
| Aug 2025 | $2.4B | $597.6M | $1.8B |
JAAA Assets Under Management
Net assets of Janus Henderson AAA CLO ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $29.21B |
| 2026-04-30 | $26.91B |
| 2026-01-31 | $26.14B |
| 2025-10-31 | $25.35B |
| 2025-07-31 | $23.21B |
| 2025-04-30 | $20.17B |
| 2025-01-31 | $19.88B |
| 2024-10-31 | $13.91B |
| 2024-07-31 | $11.73B |
| 2024-04-30 | $8.39B |
| 2024-01-31 | $6.03B |
| 2023-10-31 | $4.46B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.