IDOG vs. JHID

Last updated Jul 17, 2026

IDOG (ALPS International Sector Dividend Dogs ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. IDOG is passively managed, while JHID is actively managed. Over the past 3 years, IDOG returned 18.64%/yr vs 19.96%/yr for JHID. Their correlation of 0.88 suggests significant overlap in exposure. IDOG charges 0.50%/yr vs 0.46%/yr for JHID.

Performance

IDOG vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDOG achieves a 11.85% return, which is significantly lower than JHID's 14.58% return.

IDOG

• 1D: -0.33%
• 1M: -2.08%
• 6M: 10.39%
• YTD: 11.85%
• 1Y: 29.77%
• 3Y*: 18.64%
• 5Y*: 13.64%
• 10Y*: 10.56%

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)

IDOG vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDOG ALPS International Sector Dividend Dogs ETF	11.85%	39.94%	1.35%	23.57%	1.20%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between IDOG and JHID is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.88

The correlation between IDOG and JHID has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

IDOG vs. JHID - Sectors Allocation Comparison

Sectors	IDOG	JHID
Industrials	12.2%	15.7%
Financial Services	11.3%	28.6%
Basic Materials	10.2%	6.6%
Energy	10.1%	6.0%
Communication Services	9.8%	2.8%
Consumer Cyclical	9.6%	4.8%
Utilities	9.6%	5.8%
Consumer Defensive	9.1%	7.9%
Technology	9.1%	9.6%
Healthcare	8.9%	6.4%
Real Estate	-	5.8%

Return for Risk

IDOG vs. JHID — Risk / Return Rank

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

IDOG

IDOG Risk / Return Rank: 85
IDOG Sharpe Ratio Rank: 85
IDOG Sortino Ratio Rank: 83
IDOG Omega Ratio Rank: 80
IDOG Calmar Ratio Rank: 92
IDOG Martin Ratio Rank: 86

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.

IDOG vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) 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.

	IDOG	JHID	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.45	-0.26
Sortino ratio: Return per unit of downside risk	2.95	3.42	-0.47
Omega ratio: Gain probability vs. loss probability	1.38	1.44	-0.06
Calmar ratio: Return relative to maximum drawdown	4.62	3.78	+0.84
Martin ratio: Return relative to average drawdown	13.95	14.44	-0.48

IDOG vs. JHID - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.19, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of IDOG 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

IDOG vs. JHID - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for IDOG and JHID.

Drawdown Indicators

	IDOG	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-12.42%	-24.90%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-8.42%	+1.95%
Max Drawdown (3Y) Largest decline over 3 years	-13.92%	-12.42%	-1.50%
Max Drawdown (5Y) Largest decline over 5 years	-25.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	-2.90%	-0.44%	-2.46%
Average Drawdown Average peak-to-trough decline	-7.88%	-2.43%	-5.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	2.20%	-0.06%

Volatility

IDOG vs. JHID - Volatility Comparison

ALPS International Sector Dividend Dogs ETF (IDOG) and John Hancock International High Dividend ETF (JHID) have volatilities of 3.29% 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

	IDOG	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	3.19%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	11.02%	11.09%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	13.67%	13.03%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	13.90%	+1.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	13.90%	+3.18%

IDOG vs. JHID - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is higher than JHID's 0.46% expense ratio.

Dividends

IDOG vs. JHID - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.40%, more than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	4.40%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDOG and JHID in my portfolio?

IDOG and JHID have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDOG or JHID?

IDOG has higher volatility (3.29%) compared to JHID (3.19%). In terms of maximum drawdown, IDOG dropped -37.32% vs JHID's -12.42%.

Which ETF is better, IDOG or JHID?

On 3-year performance, JHID leads with 19.96% vs 18.64% for IDOG. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDOG or JHID?

Over the 3-year period, JHID has performed better with a 19.96% return vs 18.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDOG or JHID?

JHID is cheaper with a 0.46% expense ratio, compared with 0.50% for IDOG.

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

IDOG has the higher dividend yield at 4.40%, compared with 3.42% for JHID.

What is the main difference between IDOG and JHID?

They also come from different issuers: SS&C and John Hancock. Their fees differ too: 0.50% for IDOG and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 2.19), 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.