- Issuer
- Manulife
- Inception Date
- Sep 27, 2018
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- John Hancock Dimensional Emerging Markets Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $992M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
JHEM Performance Chart
John Hancock Multifactor Emerging Markets ETF (JHEM) is up 24.3% since the beginning of the year. JHEM is currently trading at $41 per share. Investors who bought $1,000 worth of JHEM shares 5 years ago would now be looking at an investment worth $1,485.
Loading charts...
Returns By Period
John Hancock Multifactor Emerging Markets ETF (JHEM) has returned 24.29% so far this year and 45.01% over the past 12 months.
John Hancock Multifactor Emerging Markets ETF
- 1D
- -1.84%
- 1M
- 6.02%
- YTD
- 24.29%
- 6M
- 28.87%
- 1Y
- 45.01%
- 3Y*
- 20.30%
- 5Y*
- 8.23%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
JHEM Monthly Returns History
Based on dividend-adjusted daily data since Sep 28, 2018, JHEM's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 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% | 10.98% | 7.65% | -0.10% | 24.29% | ||||||
| 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 -0.24%, beta of 0.78, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since September 28, 2018.
- This ETF participated in 83.81% of S&P 500 Index downside but only 71.66% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.24%
- Beta
- 0.78
- R²
- 0.55
- Upside Capture
- 71.66%
- Downside Capture
- 83.81%
Expense Ratio
JHEM has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHEM ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Multifactor Emerging Markets ETF (JHEM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JHEM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 2.71 | +0.96 |
| Martin ratioReturn relative to average drawdown | 13.62 | 12.15 | +1.47 |
Dividends
Dividend History
John Hancock Multifactor Emerging Markets ETF provided a 1.93% 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 | 1.93% | 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 | $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.
Loading charts...
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 2.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.99%Mar 2020 | 2mo 9d | 7mo 23d | 10mo 2dJan 2020 - Nov 2020 |
Bear market2022 | -32.42%Oct 2022 | 1y 8mo | 2y 7mo | 4y 3moFeb 2021 - Jun 2025 |
2026 correction2026 | -12.34%Mar 2026 | 28d | 18d | 1mo 16dMar 2026 - Apr 2026 |
2019 correction2019 | -11.66%Aug 2019 | 3mo 28d | 4mo | 7mo 28dApr 2019 - Dec 2019 |
Rate-hike selloffLate 2018 | -11.04%Oct 2018 | 1mo 1d | 3mo 3d | 4mo 4dSep 2018 - Jan 2019 |
Drawdown Indicators
| JHEM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.99% | -56.78% | +21.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -9.10% | -3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -18.16% | -18.90% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.83% | -25.43% | -6.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.50% | -1.29% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -10.72% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.02% | +1.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with JHEM
Add John Hancock Multifactor Emerging Markets ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with JHEM