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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.
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Returns By Period
John Hancock Multifactor Emerging Markets ETF (JHEM) has returned 4.13% so far this year and 31.74% over the past 12 months.
John Hancock Multifactor Emerging Markets ETF
- 1D
- 3.25%
- 1M
- -9.49%
- YTD
- 4.13%
- 6M
- 9.90%
- 1Y
- 31.74%
- 3Y*
- 15.38%
- 5Y*
- 4.95%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 28, 2018, JHEM's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +14.4%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JHEM closed higher 53% of trading days. The best single day was Nov 7, 2018 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.58% | 7.94% | -9.49% | 4.13% | |||||||||
| 2025 | 0.70% | 1.11% | 1.30% | -0.12% | 4.39% | 6.01% | 0.17% | 2.51% | 5.60% | 3.90% | -1.07% | 2.68% | 30.49% |
| 2024 | -3.78% | 3.43% | 2.45% | -0.23% | 2.25% | 2.46% | 1.14% | 0.84% | 4.91% | -4.34% | -2.16% | -2.03% | 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% | 14.38% | -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% |
Benchmark Metrics
John Hancock Multifactor Emerging Markets ETF has an annualized alpha of -1.03%, beta of 0.76, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.
- This ETF participated in 84.25% of S&P 500 Index downside but only 68.60% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.03%
- Beta
- 0.76
- R²
- 0.55
- Upside Capture
- 68.60%
- Downside Capture
- 84.25%
Expense Ratio
JHEM has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHEM ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Multifactor Emerging Markets ETF (JHEM) and compare them to a chosen benchmark (S&P 500 Index).
| JHEM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.90 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.39 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.40 | +1.17 |
Martin ratioReturn relative to average drawdown | 10.02 | 6.61 | +3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JHEM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
John Hancock Multifactor Emerging Markets ETF provided a 2.30% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.79 | $0.79 | $0.76 | $0.73 | $0.66 | $0.79 | $0.49 | $0.63 | $0.05 |
Dividend yield | 2.30% | 2.39% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.79 |
| 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 |
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.
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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 9.49%.
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 | 659 | Jun 11, 2025 | 1085 |
| -12.34% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
| -11.66% | Apr 18, 2019 | 82 | Aug 14, 2019 | 84 | Dec 12, 2019 | 166 |
| -10.86% | Oct 9, 2018 | 15 | Oct 29, 2018 | 59 | Jan 25, 2019 | 74 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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