GENW vs. JHID

Last updated Jul 17, 2026

GENW (Genter Capital International Dividend ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, GENW returned 32.14% vs 31.71% for JHID. Their correlation of 0.89 suggests significant overlap in exposure. GENW charges 0.38%/yr vs 0.46%/yr for JHID.

Performance

GENW vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital International Dividend ETF (GENW) 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 stocks are quite close, with GENW having a 14.65% return and JHID slightly lower at 14.58%.

GENW

• 1D: -0.20%
• 1M: 0.96%
• 6M: 10.77%
• YTD: 14.65%
• 1Y: 32.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

GENW vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025
GENW Genter Capital International Dividend ETF	14.65%	37.92%
JHID John Hancock International High Dividend ETF	14.58%	41.65%

Correlation

The correlation between GENW and JHID is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Jan 13, 2025	0.89

The correlation between GENW and JHID has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Return for Risk

GENW vs. JHID — Risk / Return Rank

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

GENW

GENW Risk / Return Rank: 83
GENW Sharpe Ratio Rank: 88
GENW Sortino Ratio Rank: 88
GENW Omega Ratio Rank: 86
GENW Calmar Ratio Rank: 76
GENW Martin Ratio Rank: 78

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.

GENW vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital International Dividend ETF (GENW) 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.

	GENW	JHID	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.45	-0.12
Sortino ratio: Return per unit of downside risk	3.23	3.42	-0.19
Omega ratio: Gain probability vs. loss probability	1.42	1.44	-0.02
Calmar ratio: Return relative to maximum drawdown	3.13	3.78	-0.65
Martin ratio: Return relative to average drawdown	11.53	14.44	-2.91

GENW vs. JHID - Sharpe Ratio Comparison

The current GENW Sharpe Ratio is 2.33, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of GENW 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

GENW vs. JHID - Drawdown Comparison

The maximum GENW drawdown since its inception was -14.36%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for GENW and JHID.

Drawdown Indicators

	GENW	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-12.42%	-1.94%
Max Drawdown (1Y) Largest decline over 1 year	-10.32%	-8.42%	-1.90%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.42%	—
Current Drawdown Current decline from peak	-0.20%	-0.44%	+0.24%
Average Drawdown Average peak-to-trough decline	-1.63%	-2.43%	+0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.20%	+0.60%

Volatility

GENW vs. JHID - Volatility Comparison

Genter Capital International Dividend ETF (GENW) and John Hancock International High Dividend ETF (JHID) have volatilities of 3.04% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GENW	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	3.19%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	11.80%	11.09%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	13.89%	13.03%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	13.90%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.95%	13.90%	+2.05%

GENW vs. JHID - Expense Ratio Comparison

GENW has a 0.38% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

GENW vs. JHID - Dividend Comparison

GENW's dividend yield for the trailing twelve months is around 2.25%, less than JHID's 3.42% yield.

Position	TTM	2025	2024	2023
GENW Genter Capital International Dividend ETF	2.25%	2.89%	0.00%	0.00%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%

Frequently Asked Questions

Can I hold both GENW and JHID in my portfolio?

With a correlation of 0.90, GENW 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, GENW or JHID?

JHID has higher volatility (3.19%) compared to GENW (3.04%). In terms of maximum drawdown, GENW dropped -14.36% vs JHID's -12.42%.

Which ETF is better, GENW or JHID?

On 1-year performance, GENW leads with 32.14% vs 31.71% for JHID. On fees, GENW is cheaper at 0.38% per year. On volatility, GENW has been the lower-risk option at 3.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GENW or JHID?

Over the 1-year period, GENW has performed better with a 32.14% return vs 31.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GENW or JHID?

GENW is cheaper with a 0.38% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 3.42%, compared with 2.25% for GENW.

What is the main difference between GENW and JHID?

They also come from different issuers: Genter Capital and John Hancock. Their fees differ too: 0.38% for GENW and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 2.33), 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.