GIEQ vs. JHID

Last updated Jul 18, 2026

GIEQ (Goldman Sachs Data Enhanced International Equity ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Their correlation of 0.90 suggests significant overlap in exposure. GIEQ charges 0.30%/yr vs 0.46%/yr for JHID.

Performance

GIEQ vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Data Enhanced International Equity ETF (GIEQ) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GIEQ

• 1D: -0.43%
• 1M: -0.61%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JHID

• 1D: -0.25%
• 1M: 0.42%
• 6M: 10.17%
• YTD: 14.29%
• 1Y: 31.33%
• 3Y*: 19.43%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GIEQ vs. JHID - Yearly Performance Comparison

	2026 (YTD)
GIEQ Goldman Sachs Data Enhanced International Equity ETF	1.81%
JHID John Hancock International High Dividend ETF	0.25%

Correlation

The correlation between GIEQ 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 (All Time) Calculated using the full available price history since May 21, 2026	0.90

Return for Risk

GIEQ vs. JHID — Risk / Return Rank

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

GIEQ

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

JHID

JHID Risk / Return Rank: 89
JHID Sharpe Ratio Rank: 91
JHID Sortino Ratio Rank: 90
JHID Omega Ratio Rank: 89
JHID Calmar Ratio Rank: 86
JHID Martin Ratio Rank: 88

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.

GIEQ vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Data Enhanced International Equity ETF (GIEQ) 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.

	GIEQ	JHID	Difference
Sharpe ratio: Return per unit of total volatility	—	2.42	—
Sortino ratio: Return per unit of downside risk	—	3.39	—
Omega ratio: Gain probability vs. loss probability	—	1.43	—
Calmar ratio: Return relative to maximum drawdown	—	3.74	—
Martin ratio: Return relative to average drawdown	—	14.26	—

Drawdowns

GIEQ vs. JHID - Drawdown Comparison

The maximum GIEQ drawdown since its inception was -3.19%, smaller than the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for GIEQ and JHID.

Drawdown Indicators

	GIEQ	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-3.19%	-12.42%	+9.23%
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	-1.86%	-0.69%	-1.17%
Average Drawdown Average peak-to-trough decline	-0.92%	-2.42%	+1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.20%	—

Volatility

Volatility by Period

	GIEQ	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.20%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	13.03%	+2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.27%	13.90%	+1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.27%	13.90%	+1.37%

GIEQ vs. JHID - Expense Ratio Comparison

GIEQ has a 0.30% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

GIEQ vs. JHID - Dividend Comparison

GIEQ has not paid dividends to shareholders, while JHID's dividend yield for the trailing twelve months is around 3.43%.

Position	TTM	2025	2024	2023
GIEQ Goldman Sachs Data Enhanced International Equity ETF	0.00%	0.00%	0.00%	0.00%
JHID John Hancock International High Dividend ETF	3.43%	3.13%	5.15%	5.23%

Frequently Asked Questions

Can I hold both GIEQ and JHID in my portfolio?

With a correlation of 0.90, GIEQ 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 ETF is better, GIEQ or JHID?

On fees, GIEQ is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GIEQ or JHID?

GIEQ is cheaper with a 0.30% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 3.43%, compared with 0.00% for GIEQ.

What is the main difference between GIEQ and JHID?

They also come from different issuers: Goldman Sachs and John Hancock. Their fees differ too: 0.30% for GIEQ and 0.46% for JHID.