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EUSB vs. JHCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUSB vs. JHCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced Total USD Bond Market ETF (EUSB) and John Hancock Core Plus Bond ETF (JHCP). The values are adjusted to include any dividend payments, if applicable.

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EUSB vs. JHCP - Yearly Performance Comparison


2026 (YTD)20252024
EUSB
iShares ESG Advanced Total USD Bond Market ETF
-0.30%7.45%-0.05%
JHCP
John Hancock Core Plus Bond ETF
0.02%7.59%-0.30%

Returns By Period

In the year-to-date period, EUSB achieves a -0.30% return, which is significantly lower than JHCP's 0.02% return.


EUSB

1D
0.16%
1M
-1.79%
YTD
-0.30%
6M
0.99%
1Y
4.39%
3Y*
3.88%
5Y*
0.42%
10Y*

JHCP

1D
0.44%
1M
-1.87%
YTD
0.02%
6M
1.07%
1Y
4.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUSB vs. JHCP - Expense Ratio Comparison

EUSB has a 0.12% expense ratio, which is lower than JHCP's 0.36% expense ratio.


Return for Risk

EUSB vs. JHCP — Risk / Return Rank

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

EUSB
EUSB Risk / Return Rank: 6161
Overall Rank
EUSB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 6060
Sortino Ratio Rank
EUSB Omega Ratio Rank: 5252
Omega Ratio Rank
EUSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5757
Martin Ratio Rank

JHCP
JHCP Risk / Return Rank: 5353
Overall Rank
JHCP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JHCP Sortino Ratio Rank: 5151
Sortino Ratio Rank
JHCP Omega Ratio Rank: 4444
Omega Ratio Rank
JHCP Calmar Ratio Rank: 6464
Calmar Ratio Rank
JHCP Martin Ratio Rank: 4949
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.

EUSB vs. JHCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) and John Hancock Core Plus Bond ETF (JHCP). 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.


EUSBJHCPDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.01

+0.07

Sortino ratio

Return per unit of downside risk

1.52

1.41

+0.11

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.86

1.67

+0.19

Martin ratio

Return relative to average drawdown

5.54

4.84

+0.70

EUSB vs. JHCP - Sharpe Ratio Comparison

The current EUSB Sharpe Ratio is 1.08, which is comparable to the JHCP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of EUSB and JHCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUSBJHCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.01

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.16

-1.13

Correlation

The correlation between EUSB and JHCP is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EUSB vs. JHCP - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.90%, less than JHCP's 4.74% yield.


TTM202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.90%3.84%3.67%3.08%2.21%1.10%0.57%
JHCP
John Hancock Core Plus Bond ETF
4.74%4.79%0.20%0.00%0.00%0.00%0.00%

Drawdowns

EUSB vs. JHCP - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, which is greater than JHCP's maximum drawdown of -3.06%. Use the drawdown chart below to compare losses from any high point for EUSB and JHCP.


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Drawdown Indicators


EUSBJHCPDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-3.06%

-14.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-3.06%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.79%

-1.87%

+0.08%

Average Drawdown

Average peak-to-trough decline

-6.65%

-0.71%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.06%

-0.25%

Volatility

EUSB vs. JHCP - Volatility Comparison

The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 1.50%, while John Hancock Core Plus Bond ETF (JHCP) has a volatility of 1.75%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than JHCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUSBJHCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.75%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

3.05%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

4.91%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

4.94%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

4.94%

+0.52%