GXUS vs. JHID
GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. GXUS is passively managed, while JHID is actively managed. Over the past 3 years, GXUS returned 16.95%/yr vs 19.89%/yr for JHID. Their correlation of 0.84 suggests significant overlap in exposure. GXUS charges 0.18%/yr vs 0.46%/yr for JHID.
Performance
GXUS vs. JHID - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GXUS having a 14.29% return and JHID slightly lower at 14.13%.
GXUS
- 1D
- 1.06%
- 1M
- 0.13%
- 6M
- 10.35%
- YTD
- 14.29%
- 1Y
- 26.77%
- 3Y*
- 16.95%
- 5Y*
- —
- 10Y*
- —
JHID
- 1D
- 0.84%
- 1M
- -0.27%
- 6M
- 11.63%
- YTD
- 14.13%
- 1Y
- 30.06%
- 3Y*
- 19.89%
- 5Y*
- —
- 10Y*
- —
GXUS vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 14.29% | 31.47% | 4.61% | 6.23% |
JHID John Hancock International High Dividend ETF | 14.13% | 41.47% | 3.62% | 9.25% |
Correlation
The correlation between GXUS and JHID is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2023 | 0.84 |
The correlation between GXUS and JHID has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
GXUS vs. JHID — Risk / Return Rank
GXUS
JHID
GXUS vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) 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.
| GXUS | JHID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.59 | -1.24 |
| Martin ratioReturn relative to average drawdown | 8.76 | 13.69 | -4.93 |
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Drawdowns
GXUS vs. JHID - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for GXUS and JHID.
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Drawdown Indicators
| GXUS | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -12.42% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -8.42% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.90% | -12.42% | -1.48% |
Current DrawdownCurrent decline from peak | -2.13% | -0.59% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -2.43% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.21% | +0.85% |
Volatility
GXUS vs. JHID - Volatility Comparison
Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 5.39% compared to John Hancock International High Dividend ETF (JHID) at 3.09%. This indicates that GXUS'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.
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Volatility by Period
| GXUS | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 3.09% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.93% | 11.08% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 13.06% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 13.91% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 13.91% | +1.63% |
GXUS vs. JHID - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is lower than JHID's 0.46% expense ratio.
Dividends
GXUS vs. JHID - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.29%, less than JHID's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.29% | 2.66% | 2.87% | 1.28% |
JHID John Hancock International High Dividend ETF | 3.44% | 3.13% | 5.15% | 5.23% |
Frequently Asked Questions
GXUS and JHID have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXUS has higher volatility (5.39%) compared to JHID (3.09%). In terms of maximum drawdown, GXUS dropped -13.90% vs JHID's -12.42%.
On 3-year performance, JHID leads with 19.89% vs 16.95% for GXUS. On fees, GXUS is cheaper at 0.18% per year. On volatility, JHID has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JHID has performed better with a 19.89% return vs 16.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GXUS is cheaper with a 0.18% expense ratio, compared with 0.46% for JHID.
JHID has the higher dividend yield at 3.44%, compared with 2.29% for GXUS.
They also come from different issuers: Goldman Sachs and John Hancock. Their fees differ too: 0.18% for GXUS and 0.46% for JHID.
JHID currently has the higher Sharpe Ratio (2.31 vs 1.58), 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.
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