DOL vs. JHID

Last updated Jul 17, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. DOL is passively managed, while JHID is actively managed. Over the past 3 years, DOL returned 19.26%/yr vs 19.96%/yr for JHID. Their correlation of 0.94 suggests significant overlap in exposure. DOL charges 0.48%/yr vs 0.46%/yr for JHID.

Performance

DOL vs. JHID - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DOL having a 13.94% return and JHID slightly higher at 14.58%.

DOL

• 1D: -0.78%
• 1M: -1.48%
• 6M: 10.19%
• YTD: 13.94%
• 1Y: 28.44%
• 3Y*: 19.26%
• 5Y*: 12.54%
• 10Y*: 9.61%

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)

DOL vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DOL WisdomTree International LargeCap Dividend Fund	13.94%	37.35%	4.08%	16.77%	0.39%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between DOL and JHID is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.94

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

DOL vs. JHID - Sectors Allocation Comparison

Sectors	DOL	JHID
Financial Services	20.9%	28.6%
Technology	14.6%	9.6%
Industrials	13.9%	15.7%
Healthcare	7.9%	6.4%
Consumer Defensive	7.2%	7.9%
Consumer Cyclical	6.8%	4.8%
Utilities	5.6%	5.8%
Basic Materials	5.3%	6.6%
Communication Services	4.8%	2.8%
Energy	4.3%	6.0%
Real Estate	1.1%	5.8%

Return for Risk

DOL vs. JHID — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 67
DOL Sharpe Ratio Rank: 70
DOL Sortino Ratio Rank: 68
DOL Omega Ratio Rank: 69
DOL Calmar Ratio Rank: 63
DOL Martin Ratio Rank: 66

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.

DOL vs. JHID - Risk-Adjusted Trends Comparison

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

	DOL	JHID	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.45	-0.64
Sortino ratio: Return per unit of downside risk	2.47	3.42	-0.96
Omega ratio: Gain probability vs. loss probability	1.33	1.44	-0.11
Calmar ratio: Return relative to maximum drawdown	2.52	3.78	-1.26
Martin ratio: Return relative to average drawdown	9.38	14.44	-5.06

DOL vs. JHID - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.80, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of DOL 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

DOL vs. JHID - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DOL and JHID.

Drawdown Indicators

	DOL	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-12.42%	-48.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-8.42%	-2.91%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	-12.42%	-0.02%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	—	—
Current Drawdown Current decline from peak	-1.95%	-0.44%	-1.51%
Average Drawdown Average peak-to-trough decline	-13.56%	-2.43%	-11.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	2.20%	+0.84%

Volatility

DOL vs. JHID - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 4.25% compared to John Hancock International High Dividend ETF (JHID) at 3.19%. This indicates that DOL'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

	DOL	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	3.19%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	13.92%	11.09%	+2.83%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	13.03%	+2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	13.90%	+1.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.37%	13.90%	+2.47%

DOL vs. JHID - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than JHID's 0.46% expense ratio.

Dividends

DOL vs. JHID - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.51%, less than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.51%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
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 DOL and JHID in my portfolio?

With a correlation of 0.93, DOL 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, DOL or JHID?

DOL has higher volatility (4.25%) compared to JHID (3.19%). In terms of maximum drawdown, DOL dropped -60.79% vs JHID's -12.42%.

Which ETF is better, DOL or JHID?

On 3-year performance, JHID leads with 19.96% vs 19.26% for DOL. 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, DOL or JHID?

Over the 3-year period, JHID has performed better with a 19.96% return vs 19.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOL or JHID?

JHID is cheaper with a 0.46% expense ratio, compared with 0.48% for DOL.

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

JHID has the higher dividend yield at 3.42%, compared with 2.51% for DOL.

What is the main difference between DOL and JHID?

They also come from different issuers: WisdomTree and John Hancock. Their fees differ too: 0.48% for DOL and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 1.80), 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.