John Hancock Multifactor Emerging Markets ETF (JHEM)
JHEM is a passive ETF by Manulife tracking the investment results of the John Hancock Dimensional Emerging Markets Index. JHEM launched on Sep 27, 2018 and has a 0.49% expense ratio.
ETF Info
Sep 27, 2018
Emerging Markets (Broad)
1x
John Hancock Dimensional Emerging Markets Index
Multi-Cap
Blend
Expense Ratio
JHEM features an expense ratio of 0.49%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in John Hancock Multifactor Emerging Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
John Hancock Multifactor Emerging Markets ETF had a return of 4.72% year-to-date (YTD) and 9.52% in the last 12 months.
JHEM
4.72%
4.84%
0.35%
9.52%
3.85%
N/A
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of JHEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.70% | 4.72% | |||||||||||
| 2024 | -3.78% | 3.43% | 2.45% | -0.23% | 2.25% | 2.46% | 1.14% | 0.84% | 4.91% | -4.34% | -2.17% | -2.02% | 4.58% |
| 2023 | 8.46% | -6.42% | 2.94% | 0.05% | -1.82% | 5.35% | 4.49% | -5.94% | -2.30% | -3.39% | 7.60% | 4.65% | 12.94% |
| 2022 | 0.27% | -3.15% | -2.06% | -5.38% | 0.50% | -6.29% | 0.12% | -0.50% | -10.64% | -1.60% | 14.37% | -3.31% | -17.90% |
| 2021 | 1.99% | 2.08% | 0.69% | 1.44% | 2.54% | 0.28% | -5.09% | 2.52% | -3.99% | 0.41% | -3.13% | 2.76% | 2.10% |
| 2020 | -6.85% | -4.23% | -16.85% | 6.72% | 2.90% | 5.36% | 7.53% | 1.30% | -0.76% | 0.41% | 11.17% | 7.67% | 11.51% |
| 2019 | 10.34% | -1.56% | 1.29% | 1.86% | -6.31% | 5.77% | -2.72% | -4.08% | 2.22% | 3.28% | -0.24% | 7.82% | 17.67% |
| 2018 | -10.82% | 7.54% | -3.45% | -7.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JHEM is 25, meaning it’s performing worse than 75% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for John Hancock Multifactor Emerging Markets ETF (JHEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
John Hancock Multifactor Emerging Markets ETF provided a 2.80% dividend yield over the last twelve months, with an annual payout of $0.76 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.76 | $0.76 | $0.73 | $0.66 | $0.79 | $0.49 | $0.63 | $0.05 |
Dividend yield | 2.80% | 2.93% | 2.87% | 2.84% | 2.71% | 1.67% | 2.37% | 0.21% |
Monthly Dividends
The table displays the monthly dividend distributions for John Hancock Multifactor Emerging Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.76 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.73 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.79 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.49 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.63 |
| 2018 | $0.05 | $0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the John Hancock Multifactor Emerging Markets ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the John Hancock Multifactor Emerging Markets ETF was 34.99%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current John Hancock Multifactor Emerging Markets ETF drawdown is 6.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.99% | Jan 14, 2020 | 48 | Mar 23, 2020 | 163 | Nov 11, 2020 | 211 |
| -32.42% | Feb 17, 2021 | 426 | Oct 24, 2022 | — | — | — |
| -11.65% | Apr 18, 2019 | 82 | Aug 14, 2019 | 84 | Dec 12, 2019 | 166 |
| -10.82% | Oct 9, 2018 | 4 | Oct 29, 2018 | 52 | Jan 25, 2019 | 56 |
| -5.82% | Jan 22, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
Volatility
Volatility Chart
The current John Hancock Multifactor Emerging Markets ETF volatility is 3.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.