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DMDV vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMDV vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Developed Markets High Dividend Value ETF (DMDV) 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


DMDV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JHID

1D
-0.86%
1M
2.56%
YTD
12.92%
6M
16.07%
1Y
33.07%
3Y*
22.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMDV vs. JHID - Yearly Performance Comparison


2026 (YTD)2025202420232022
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%7.82%18.63%-0.06%
JHID
John Hancock International High Dividend ETF
12.92%41.47%3.62%19.47%-0.60%

Correlation

The correlation between DMDV and JHID is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.63

The correlation between DMDV and JHID has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

DMDV vs. JHID - Sectors Allocation Comparison


Sectors
DMDV
JHID

Industrials

12.5%
15.6%

Real Estate

10.0%
6.1%

Consumer Defensive

9.4%
8.5%

Utilities

9.2%
6.1%

Communication Services

9.1%
2.7%

Financial Services

9.0%
28.1%

Basic Materials

9.0%
6.3%

Healthcare

8.9%
6.5%

Consumer Cyclical

8.7%
4.8%

Technology

7.6%
8.8%

Energy

6.6%
6.6%

Industrials

DMDV
12.5%
JHID
15.6%

Real Estate

DMDV
10.0%
JHID
6.1%

Consumer Defensive

DMDV
9.4%
JHID
8.5%

Utilities

DMDV
9.2%
JHID
6.1%

Communication Services

DMDV
9.1%
JHID
2.7%

Financial Services

DMDV
9.0%
JHID
28.1%

Basic Materials

DMDV
9.0%
JHID
6.3%

Healthcare

DMDV
8.9%
JHID
6.5%

Consumer Cyclical

DMDV
8.7%
JHID
4.8%

Technology

DMDV
7.6%
JHID
8.8%

Energy

DMDV
6.6%
JHID
6.6%

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Return for Risk

DMDV vs. JHID — Risk / Return Rank

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

DMDV

JHID
JHID Risk / Return Rank: 8080
Overall Rank
JHID Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 8181
Sortino Ratio Rank
JHID Omega Ratio Rank: 8080
Omega Ratio Rank
JHID Calmar Ratio Rank: 7878
Calmar Ratio Rank
JHID Martin Ratio Rank: 7979
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.

DMDV vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DMDV vs. JHID - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DMDVJHIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

Drawdowns

DMDV vs. JHID - Drawdown Comparison


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Drawdown Indicators


DMDVJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-1.54%

Average Drawdown

Average peak-to-trough decline

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

DMDV vs. JHID - Volatility Comparison


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Volatility by Period


DMDVJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

DMDV vs. JHID - Expense Ratio Comparison

DMDV has a 0.39% expense ratio, which is lower than JHID's 0.46% expense ratio.


Dividends

DMDV vs. JHID - Dividend Comparison

DMDV has not paid dividends to shareholders, while JHID's dividend yield for the trailing twelve months is around 2.88%.


PositionTTM20252024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%3.51%6.98%5.60%4.45%3.13%5.36%0.27%
JHID
John Hancock International High Dividend ETF
2.88%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DMDV and JHID have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DMDV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DMDV is cheaper with a 0.39% expense ratio, compared with 0.46% for JHID.

JHID has the higher dividend yield at 2.88%, compared with 0.00% for DMDV.

They also come from different issuers: Advisors Asset Management and John Hancock. Their fees differ too: 0.39% for DMDV and 0.46% for JHID.

Portfolio Optimizer

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