PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
John Hancock Multifactor Emerging Markets ETF (JHE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerManulife
Inception DateSep 27, 2018
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities
Index TrackedJohn Hancock Dimensional Emerging Markets Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

JHEM has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for JHEM: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


John Hancock Multifactor Emerging Markets ETF

Popular comparisons: JHEM vs. VWO, JHEM vs. DEM

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.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
20.99%
75.97%
JHEM (John Hancock Multifactor Emerging Markets ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

John Hancock Multifactor Emerging Markets ETF had a return of 5.19% year-to-date (YTD) and 14.03% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.19%7.50%
1 month2.77%-1.61%
6 months12.94%17.65%
1 year14.03%26.26%
5 years (annualized)3.01%11.73%
10 years (annualized)N/A10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.78%3.43%2.45%-0.23%
2023-3.39%7.60%4.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JHEM is 50, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JHEM is 5050
John Hancock Multifactor Emerging Markets ETF(JHEM)
The Sharpe Ratio Rank of JHEM is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of JHEM is 5252Sortino Ratio Rank
The Omega Ratio Rank of JHEM is 5050Omega Ratio Rank
The Calmar Ratio Rank of JHEM is 4545Calmar Ratio Rank
The Martin Ratio Rank of JHEM is 4949Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


JHEM
Sharpe ratio
The chart of Sharpe ratio for JHEM, currently valued at 1.05, compared to the broader market0.002.004.001.05
Sortino ratio
The chart of Sortino ratio for JHEM, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.001.56
Omega ratio
The chart of Omega ratio for JHEM, currently valued at 1.18, compared to the broader market0.501.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for JHEM, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.0014.000.61
Martin ratio
The chart of Martin ratio for JHEM, currently valued at 3.22, compared to the broader market0.0020.0040.0060.0080.003.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.0014.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0020.0040.0060.0080.008.41

Sharpe Ratio

The current John Hancock Multifactor Emerging Markets ETF Sharpe ratio is 1.05. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of John Hancock Multifactor Emerging Markets ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.05
2.17
JHEM (John Hancock Multifactor Emerging Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock Multifactor Emerging Markets ETF granted a 2.73% dividend yield in the last twelve months. The annual payout for that period amounted to $0.73 per share.


PeriodTTM202320222021202020192018
Dividend$0.73$0.73$0.66$0.79$0.49$0.63$0.05

Dividend yield

2.73%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00$0.00
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
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
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
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
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
2018$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.25%
-2.41%
JHEM (John Hancock Multifactor Emerging Markets ETF)
Benchmark (^GSPC)

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 10.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.99%Jan 14, 202048Mar 23, 2020163Nov 11, 2020211
-32.42%Feb 17, 2021426Oct 24, 2022
-11.65%Apr 18, 201982Aug 14, 201984Dec 12, 2019166
-10.82%Oct 9, 20184Oct 29, 201852Jan 25, 201956
-5.82%Jan 22, 20216Jan 29, 20217Feb 9, 202113

Volatility

Volatility Chart

The current John Hancock Multifactor Emerging Markets ETF volatility is 4.67%, 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.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
4.67%
4.10%
JHEM (John Hancock Multifactor Emerging Markets ETF)
Benchmark (^GSPC)