How to get the index of the element by class that is clicked

I have this code:

<button class="remove" value="1" />
<button class="remove" value="2" />
<button class="remove" value="3" />

$(document).on('click', ".remove", function(e) {
    alert($(this).index());
});

It is always alerting 0. If the user clicked the button that has a value of 2, it must alert 1 but in my code it alerts 0.