DIM vs. JHID

Last updated Jul 17, 2026

DIM (WisdomTree International MidCap Dividend Fund) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. DIM is passively managed, while JHID is actively managed. Over the past 3 years, DIM returned 17.23%/yr vs 19.96%/yr for JHID. Their correlation of 0.93 suggests significant overlap in exposure. DIM charges 0.58%/yr vs 0.46%/yr for JHID.

Performance

DIM vs. JHID - Performance Comparison

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

Returns By Period

In the year-to-date period, DIM achieves a 9.20% return, which is significantly lower than JHID's 14.58% return.

DIM

• 1D: -0.45%
• 1M: -0.61%
• 6M: 6.55%
• YTD: 9.20%
• 1Y: 19.36%
• 3Y*: 17.23%
• 5Y*: 9.11%
• 10Y*: 8.47%

JHID

• 1D: -0.44%
• 1M: -0.18%
• 6M: 10.79%
• YTD: 14.58%
• 1Y: 31.71%
• 3Y*: 19.96%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIM vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIM WisdomTree International MidCap Dividend Fund	9.20%	37.25%	3.51%	15.00%	0.96%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between DIM and JHID is 0.92, 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	0.92
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 DIM and JHID has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

DIM vs. JHID - Sectors Allocation Comparison

Sectors	DIM	JHID
Financial Services	25.0%	28.6%
Industrials	22.1%	15.7%
Consumer Cyclical	8.2%	4.8%
Real Estate	7.6%	5.8%
Utilities	7.2%	5.8%
Consumer Defensive	6.2%	7.9%
Basic Materials	5.8%	6.6%
Communication Services	5.3%	2.8%
Energy	4.8%	6.0%
Technology	4.1%	9.6%
Healthcare	3.8%	6.4%

Return for Risk

DIM vs. JHID — Risk / Return Rank

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

DIM

DIM Risk / Return Rank: 50
DIM Sharpe Ratio Rank: 52
DIM Sortino Ratio Rank: 51
DIM Omega Ratio Rank: 50
DIM Calmar Ratio Rank: 44
DIM Martin Ratio Rank: 49

JHID

JHID Risk / Return Rank: 88
JHID Sharpe Ratio Rank: 91
JHID Sortino Ratio Rank: 90
JHID Omega Ratio Rank: 89
JHID Calmar Ratio Rank: 85
JHID Martin Ratio Rank: 87

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.

DIM vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International MidCap Dividend Fund (DIM) 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.

	DIM	JHID	Difference
Sharpe ratio: Return per unit of total volatility	1.45	2.45	-1.00
Sortino ratio: Return per unit of downside risk	2.05	3.42	-1.37
Omega ratio: Gain probability vs. loss probability	1.26	1.44	-0.18
Calmar ratio: Return relative to maximum drawdown	1.84	3.78	-1.94
Martin ratio: Return relative to average drawdown	6.64	14.44	-7.79

DIM vs. JHID - Sharpe Ratio Comparison

The current DIM Sharpe Ratio is 1.45, which is lower than the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of DIM 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.

Drawdowns

DIM vs. JHID - Drawdown Comparison

The maximum DIM drawdown since its inception was -61.45%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DIM and JHID.

Drawdown Indicators

	DIM	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-61.45%	-12.42%	-49.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-8.42%	-2.14%
Max Drawdown (3Y) Largest decline over 3 years	-12.13%	-12.42%	+0.29%
Max Drawdown (5Y) Largest decline over 5 years	-30.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.89%	—	—
Current Drawdown Current decline from peak	-1.57%	-0.44%	-1.13%
Average Drawdown Average peak-to-trough decline	-12.57%	-2.43%	-10.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	2.20%	+0.72%

Volatility

DIM vs. JHID - Volatility Comparison

WisdomTree International MidCap Dividend Fund (DIM) has a higher volatility of 3.40% compared to John Hancock International High Dividend ETF (JHID) at 3.19%. This indicates that DIM'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.

Volatility by Period

	DIM	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	3.19%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	11.35%	11.09%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	13.03%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	13.90%	+1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	13.90%	+2.61%

DIM vs. JHID - Expense Ratio Comparison

DIM has a 0.58% expense ratio, which is higher than JHID's 0.46% expense ratio.

Dividends

DIM vs. JHID - Dividend Comparison

DIM's dividend yield for the trailing twelve months is around 3.03%, less than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIM WisdomTree International MidCap Dividend Fund	3.03%	3.20%	3.58%	4.62%	3.96%	3.65%	2.53%	3.26%	3.28%	2.57%	2.94%	2.81%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIM and JHID in my portfolio?

With a correlation of 0.92, DIM 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.

Which is riskier, DIM or JHID?

DIM has higher volatility (3.40%) compared to JHID (3.19%). In terms of maximum drawdown, DIM dropped -61.45% vs JHID's -12.42%.

Which ETF is better, DIM or JHID?

On 3-year performance, JHID leads with 19.96% vs 17.23% for DIM. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIM or JHID?

Over the 3-year period, JHID has performed better with a 19.96% return vs 17.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIM or JHID?

JHID is cheaper with a 0.46% expense ratio, compared with 0.58% for DIM.

Which ETF pays a higher dividend yield, DIM or JHID?

JHID has the higher dividend yield at 3.42%, compared with 3.03% for DIM.

What is the main difference between DIM and JHID?

They also come from different issuers: WisdomTree and John Hancock. Their fees differ too: 0.58% for DIM and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 1.45), 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.