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DUSG vs. JHSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSG vs. JHSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Small Cap Growth ETF (DUSG) and John Hancock Multifactor Small Cap ETF (JHSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DUSG

1D
1.93%
1M
3.13%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JHSC

1D
1.49%
1M
3.34%
6M
10.82%
YTD
18.89%
1Y
26.98%
3Y*
14.36%
5Y*
8.54%
10Y*
ALL TIME*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$522.27K$298.89K$124.88K
$2.05M$3.35M$2.13M

DUSG vs. JHSC - Yearly Performance Comparison


Correlation

The correlation between DUSG and JHSC is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.92

DUSG vs. JHSC - Sectors Allocation Comparison


Sectors
DUSG
JHSC

Industrials

25.2%
17.0%

Technology

18.2%
14.8%

Consumer Cyclical

16.6%
14.1%

Healthcare

12.4%
8.6%

Financial Services

9.0%
18.6%

Basic Materials

6.1%
5.1%

Consumer Defensive

5.4%
3.0%

Energy

3.5%
6.1%

Communication Services

2.9%
2.8%

Utilities

0.4%
3.8%

Real Estate

0.3%
6.2%

Industrials

DUSG
25.2%
JHSC
17.0%

Technology

DUSG
18.2%
JHSC
14.8%

Consumer Cyclical

DUSG
16.6%
JHSC
14.1%

Healthcare

DUSG
12.4%
JHSC
8.6%

Financial Services

DUSG
9.0%
JHSC
18.6%

Basic Materials

DUSG
6.1%
JHSC
5.1%

Consumer Defensive

DUSG
5.4%
JHSC
3.0%

Energy

DUSG
3.5%
JHSC
6.1%

Communication Services

DUSG
2.9%
JHSC
2.8%

Utilities

DUSG
0.4%
JHSC
3.8%

Real Estate

DUSG
0.3%
JHSC
6.2%

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Return for Risk

DUSG vs. JHSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUSG

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


JHSC
JHSC Risk / Return Rank: 6666
Overall Rank
JHSC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JHSC Sortino Ratio Rank: 6767
Sortino Ratio Rank
JHSC Omega Ratio Rank: 5959
Omega Ratio Rank
JHSC Calmar Ratio Rank: 7171
Calmar Ratio Rank
JHSC Martin Ratio Rank: 7171
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.

DUSG vs. JHSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap Growth ETF (DUSG) and John Hancock Multifactor Small Cap ETF (JHSC). 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.


DUSGJHSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.82

Martin ratioReturn relative to average drawdown

9.91

DUSG vs. JHSC - Sharpe Ratio Comparison


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Drawdowns

DUSG vs. JHSC - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum JHSC drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for DUSG and JHSC.


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Drawdown Indicators


DUSGJHSCDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-42.66%

+38.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.31%

-7.64%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

DUSG vs. JHSC - Volatility Comparison


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Volatility by Period


DUSGJHSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

16.10%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

20.07%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

22.07%

-7.25%

DUSG vs. JHSC - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is lower than JHSC's 0.42% expense ratio.


Dividends

DUSG vs. JHSC - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than JHSC's 0.98% yield.


PositionTTM20252024202320222021202020192018
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JHSC
John Hancock Multifactor Small Cap ETF
0.98%1.13%0.96%0.98%1.13%1.08%1.12%1.14%1.09%

Frequently Asked Questions


With a correlation of 0.92, DUSG and JHSC 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.

On fees, DUSG is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DUSG is cheaper with a 0.32% expense ratio, compared with 0.42% for JHSC.

JHSC has the higher dividend yield at 0.98%, compared with 0.14% for DUSG.

They also come from different issuers: Dimensional and Manulife. Their fees differ too: 0.32% for DUSG and 0.42% for JHSC.

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