- ISIN
- US47804J8595
- CUSIP
- 47804J859
- Issuer
- Manulife
- Inception Date
- Dec 15, 2016
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- John Hancock Dimensional Developed International Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $948M
Share Price Chart
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Performance
JHMD Performance Chart
John Hancock Multifactor Developed International ETF (JHMD) is up 8.4% since the beginning of the year. JHMD is currently trading at $45 per share. Investors who bought $1,000 worth of JHMD shares 5 years ago would now be looking at an investment worth $1,524.
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Returns By Period
John Hancock Multifactor Developed International ETF (JHMD) has returned 8.43% so far this year and 21.14% over the past 12 months.
John Hancock Multifactor Developed International ETF
- 1D
- 0.29%
- 1M
- 1.60%
- YTD
- 8.43%
- 6M
- 11.81%
- 1Y
- 21.14%
- 3Y*
- 16.94%
- 5Y*
- 8.79%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
JHMD Monthly Returns History
Based on dividend-adjusted daily data since Dec 16, 2016, JHMD'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, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.8%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JHMD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.13% | 4.72% | -7.33% | 4.91% | 1.69% | -0.38% | 8.43% | ||||||
| 2025 | 4.49% | 3.76% | 0.52% | 3.83% | 4.57% | 2.83% | -1.50% | 4.47% | 1.52% | 0.82% | 1.29% | 3.16% | 33.91% |
| 2024 | -0.54% | 2.37% | 4.01% | -3.53% | 4.59% | -2.18% | 2.28% | 2.81% | 0.83% | -5.06% | -0.18% | -3.09% | 1.78% |
| 2023 | 8.48% | -2.29% | 2.81% | 2.77% | -4.06% | 5.00% | 2.99% | -3.65% | -3.08% | -3.01% | 8.07% | 5.01% | 19.43% |
| 2022 | -3.00% | -3.52% | 0.41% | -6.48% | 1.99% | -8.78% | 4.55% | -5.73% | -9.58% | 5.86% | 13.22% | -1.47% | -13.95% |
| 2021 | -1.16% | 2.77% | 2.72% | 2.40% | 4.19% | -0.92% | 1.01% | 1.26% | -3.34% | 2.76% | -4.22% | 4.20% | 11.83% |
Benchmark Metrics
John Hancock Multifactor Developed International ETF has an annualized alpha of -0.64%, beta of 0.77, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 19, 2016.
- This ETF participated in 84.07% of S&P 500 Index downside but only 71.88% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.64%
- Beta
- 0.77
- R²
- 0.67
- Upside Capture
- 71.88%
- Downside Capture
- 84.07%
Expense Ratio
JHMD has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHMD ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and compare them to S&P 500 Index.
| JHMD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 2.39 | -0.94 |
Sortino ratioReturn per unit of downside risk | 2.10 | 3.25 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 3.11 | -1.22 |
Martin ratioReturn relative to average drawdown | 7.06 | 14.38 | -7.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
John Hancock Multifactor Developed International ETF provided a 2.94% dividend yield over the last twelve months, with an annual payout of $1.33 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.33 | $1.33 | $1.14 | $0.98 | $0.80 | $1.08 | $0.59 | $0.94 | $0.53 | $0.69 |
Dividend yield | 2.94% | 3.19% | 3.55% | 3.01% | 2.85% | 3.22% | 1.89% | 3.19% | 2.09% | 2.27% |
Monthly Dividends
The table displays the monthly dividend distributions for John Hancock Multifactor Developed International 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 | $0.74 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $1.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $1.14 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.98 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.80 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $1.08 |
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 Developed International 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 Developed International ETF was 35.67%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.
The current John Hancock Multifactor Developed International ETF drawdown is 1.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.67%Mar 2020 | 2y 1mo | 8mo 15d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -29.38%Oct 2022 | 1y 1mo | 1y 2mo | 2y 3moSep 2021 - Dec 2023 |
2025 selloff2025 | -13.38%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 |
2026 correction2026 | -11.23%Mar 2026 | 22d | — | 3mo 7dFeb 2026 - now |
2025 correction2025 | -10.39%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 |
Drawdown Indicators
| JHMD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -56.78% | +21.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -9.10% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -13.38% | -18.90% | +5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -25.43% | -3.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.98% | 0.00% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -10.72% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.97% | +1.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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