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BBIN vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBIN vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders International Equity ETF (BBIN) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBIN achieves a 10.52% return, which is significantly lower than JHID's 15.08% return.


BBIN

1D
0.54%
1M
0.43%
6M
6.58%
YTD
10.52%
1Y
23.40%
3Y*
15.99%
5Y*
9.52%
10Y*

JHID

1D
0.84%
1M
0.25%
6M
11.68%
YTD
15.08%
1Y
32.72%
3Y*
20.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBIN vs. JHID - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBIN
JPMorgan BetaBuilders International Equity ETF
10.52%31.86%3.65%18.54%0.18%
JHID
John Hancock International High Dividend ETF
15.08%41.47%3.62%19.47%-0.42%

Correlation

The correlation between BBIN and JHID is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2022

0.93

The correlation between BBIN and JHID has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

BBIN vs. JHID - Sectors Allocation Comparison


Sectors
BBIN
JHID

Financial Services

24.7%
28.6%

Industrials

19.4%
15.7%

Technology

11.0%
9.6%

Healthcare

10.4%
6.4%

Consumer Cyclical

7.8%
4.8%

Consumer Defensive

6.8%
7.9%

Basic Materials

6.3%
6.6%

Communication Services

4.4%
2.8%

Energy

3.9%
6.0%

Utilities

3.6%
5.8%

Real Estate

1.8%
5.8%

Financial Services

BBIN
24.7%
JHID
28.6%

Industrials

BBIN
19.4%
JHID
15.7%

Technology

BBIN
11.0%
JHID
9.6%

Healthcare

BBIN
10.4%
JHID
6.4%

Consumer Cyclical

BBIN
7.8%
JHID
4.8%

Consumer Defensive

BBIN
6.8%
JHID
7.9%

Basic Materials

BBIN
6.3%
JHID
6.6%

Communication Services

BBIN
4.4%
JHID
2.8%

Energy

BBIN
3.9%
JHID
6.0%

Utilities

BBIN
3.6%
JHID
5.8%

Real Estate

BBIN
1.8%
JHID
5.8%

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Return for Risk

BBIN vs. JHID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBIN
BBIN Risk / Return Rank: 5252
Overall Rank
BBIN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBIN Sortino Ratio Rank: 5353
Sortino Ratio Rank
BBIN Omega Ratio Rank: 5151
Omega Ratio Rank
BBIN Calmar Ratio Rank: 5050
Calmar Ratio Rank
BBIN Martin Ratio Rank: 5454
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 8989
Overall Rank
JHID Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9191
Sortino Ratio Rank
JHID Omega Ratio Rank: 9090
Omega Ratio Rank
JHID Calmar Ratio Rank: 8787
Calmar Ratio Rank
JHID Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBIN vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and John Hancock International High Dividend ETF (JHID). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BBINJHIDDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.26

1.45

-0.19

Calmar ratioReturn relative to maximum drawdown

2.03

3.90

-1.87

Martin ratioReturn relative to average drawdown

7.49

14.90

-7.41

BBIN vs. JHID - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.47, which is lower than the JHID Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of BBIN and JHID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBIN vs. JHID - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for BBIN and JHID.


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Drawdown Indicators


BBINJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-12.42%

-20.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-8.42%

-3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-12.42%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Current Drawdown

Current decline from peak

-0.92%

0.00%

-0.92%

Average Drawdown

Average peak-to-trough decline

-6.22%

-2.43%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.20%

+0.93%

Volatility

BBIN vs. JHID - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 4.06% compared to John Hancock International High Dividend ETF (JHID) at 3.17%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBINJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.17%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

11.09%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

13.08%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

13.91%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

13.91%

+5.18%

BBIN vs. JHID - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than JHID's 0.46% expense ratio.


Dividends

BBIN vs. JHID - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.65%, more than JHID's 3.41% yield.


PositionTTM2025202420232022202120202019
BBIN
JPMorgan BetaBuilders International Equity ETF
3.65%3.87%3.41%3.20%2.83%3.54%1.07%0.09%
JHID
John Hancock International High Dividend ETF
3.41%3.13%5.15%5.23%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, BBIN and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BBIN has higher volatility (4.06%) compared to JHID (3.17%). In terms of maximum drawdown, BBIN dropped -33.37% vs JHID's -12.42%.

On 3-year performance, JHID leads with 20.22% vs 15.99% for BBIN. On fees, BBIN is cheaper at 0.07% per year. On volatility, JHID has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JHID has performed better with a 20.22% return vs 15.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBIN is cheaper with a 0.07% expense ratio, compared with 0.46% for JHID.

BBIN has the higher dividend yield at 3.65%, compared with 3.41% for JHID.

They also come from different issuers: JPMorgan and John Hancock. Their fees differ too: 0.07% for BBIN and 0.46% for JHID.

JHID currently has the higher Sharpe Ratio (2.53 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BBIN and JHID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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