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ISIN
US47804J8678
Inception Date
Nov 1, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
John Hancock Dimensional Utilities Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$44M

Highlights

Avg. Volume (1M)
7K
Avg. Volume Value (1M)
$193.82K

Share Price Chart


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Performance

JHMU Performance Chart

John Hancock Dynamic Municipal Bond ETF (JHMU) is up 0.7% since the beginning of the year. JHMU is currently trading at $26 per share.


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Benchmark

Compare this symbol against anything

Returns By Period

John Hancock Dynamic Municipal Bond ETF (JHMU) has returned 0.71% so far this year and 5.17% over the past 12 months.


John Hancock Dynamic Municipal Bond ETF

1D
-0.25%
1M
-1.62%
6M
-0.43%
YTD
0.71%
1Y
5.17%
3Y*
5Y*
10Y*
ALL TIME*
6.30%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHMU Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2023, JHMU's average daily return is +0.02%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Mar 2026 at -2.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JHMU closed higher 55% of trading days. The best single day was Nov 14, 2023 with a return of +1.1%, while the worst single day was Apr 7, 2025 at -1.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.15%1.07%-2.23%1.08%0.46%0.81%-1.58%0.71%
20250.50%1.35%-1.63%-0.62%-0.11%1.01%-0.46%1.11%2.10%0.92%0.62%0.19%5.03%
20240.44%0.24%0.14%-0.87%0.20%1.33%1.05%1.05%1.22%-1.30%1.34%-1.08%3.76%
20234.44%3.15%7.73%

Benchmark Metrics

John Hancock Dynamic Municipal Bond ETF has an annualized alpha of 5.98%, beta of 0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 02, 2023.

  • This ETF participated in 28.20% of S&P 500 Index downside but only 24.06% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.98%
Beta
0.02
0.01
Upside Capture
24.06%
Downside Capture
28.20%

Expense Ratio

JHMU has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JHMU ranks 74 for risk / return — above 74% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.


JHMU Risk / Return Rank: 7474
Overall Rank
JHMU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JHMU Sortino Ratio Rank: 8585
Sortino Ratio Rank
JHMU Omega Ratio Rank: 8787
Omega Ratio Rank
JHMU Calmar Ratio Rank: 5858
Calmar Ratio Rank
JHMU Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for John Hancock Dynamic Municipal Bond ETF (JHMU) 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.


JHMUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratioReturn relative to maximum drawdown

2.09

2.00

+0.09

Martin ratioReturn relative to average drawdown

6.95

8.49

-1.55

Dividends

Dividend History

John Hancock Dynamic Municipal Bond ETF provided a 3.86% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.00$1.14$1.90$0.17

Dividend yield

3.86%4.36%7.29%0.63%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Dynamic Municipal Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.09$0.10$0.08$0.08$0.09$0.54
2025$0.12$0.13$0.08$0.08$0.11$0.08$0.08$0.09$0.08$0.09$0.08$0.13$1.14
2024$0.04$0.08$0.08$0.10$0.10$0.74$0.09$0.09$0.09$0.08$0.09$0.33$1.90
2023$0.04$0.13$0.17

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 Dynamic Municipal Bond 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 Dynamic Municipal Bond ETF was 4.48%, occurring on Apr 11, 2025. Recovery took 100 trading sessions.

The current John Hancock Dynamic Municipal Bond ETF drawdown is 1.76%.


Drawdown

Fall

Recovery

Underwater

Related event

-4.48%Apr 2025
1mo 8d4mo 27d
6mo 5dMar 2025 - Sep 2025
2025 selloff2025
-2.77%Mar 2026
27d3mo 2d
3mo 29dFeb 2026 - Jun 2026
-2.56%Jan 2025
1mo 6d1mo 15d
2mo 21dDec 2024 - Feb 2025
-2.33%Nov 2024
1mo 5d28d
2mo 3dOct 2024 - Dec 2024
-2.02%Jul 2026
16d
27dJul 2026 - now

Drawdown Indicators


JHMUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-56.78%

+52.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-9.10%

+6.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.76%

-1.58%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.83%

-10.70%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

2.14%

-1.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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