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IHDG vs. JHID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHDG vs. JHID - Performance Comparison

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

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IHDG vs. JHID - Yearly Performance Comparison


2026 (YTD)2025202420232022
IHDG
WisdomTree International Hedged Dividend Growth Fund
0.70%14.17%5.97%20.00%-1.27%
JHID
John Hancock International High Dividend ETF
8.13%41.47%3.62%19.47%-0.60%

Returns By Period

In the year-to-date period, IHDG achieves a 0.70% return, which is significantly lower than JHID's 8.13% return.


IHDG

1D
1.68%
1M
-3.94%
YTD
0.70%
6M
5.47%
1Y
14.91%
3Y*
9.58%
5Y*
7.77%
10Y*
9.93%

JHID

1D
1.29%
1M
-2.07%
YTD
8.13%
6M
15.27%
1Y
38.80%
3Y*
20.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHDG vs. JHID - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than JHID's 0.46% expense ratio.


Return for Risk

IHDG vs. JHID — Risk / Return Rank

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

IHDG
IHDG Risk / Return Rank: 4747
Overall Rank
IHDG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IHDG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IHDG Omega Ratio Rank: 4747
Omega Ratio Rank
IHDG Calmar Ratio Rank: 4949
Calmar Ratio Rank
IHDG Martin Ratio Rank: 5151
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 9595
Overall Rank
JHID Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9696
Sortino Ratio Rank
JHID Omega Ratio Rank: 9696
Omega Ratio Rank
JHID Calmar Ratio Rank: 9393
Calmar Ratio Rank
JHID Martin Ratio Rank: 9595
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.

IHDG vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) 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.


IHDGJHIDDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.57

-1.71

Sortino ratio

Return per unit of downside risk

1.32

3.35

-2.04

Omega ratio

Gain probability vs. loss probability

1.19

1.52

-0.33

Calmar ratio

Return relative to maximum drawdown

1.33

3.81

-2.48

Martin ratio

Return relative to average drawdown

5.10

16.46

-11.35

IHDG vs. JHID - Sharpe Ratio Comparison

The current IHDG Sharpe Ratio is 0.86, which is lower than the JHID Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of IHDG and JHID, 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


IHDGJHIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.57

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.55

-0.97

Correlation

The correlation between IHDG and JHID is 0.71, 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

IHDG vs. JHID - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.91%, less than JHID's 3.01% yield.


TTM20252024202320222021202020192018201720162015
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.91%1.84%2.42%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%
JHID
John Hancock International High Dividend ETF
3.01%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IHDG vs. JHID - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for IHDG and JHID.


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Drawdown Indicators


IHDGJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-29.24%

-12.42%

-16.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-10.23%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

Max Drawdown (10Y)

Largest decline over 10 years

-29.24%

Current Drawdown

Current decline from peak

-5.70%

-3.80%

-1.90%

Average Drawdown

Average peak-to-trough decline

-4.05%

-2.53%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.37%

+0.60%

Volatility

IHDG vs. JHID - Volatility Comparison

WisdomTree International Hedged Dividend Growth Fund (IHDG) and John Hancock International High Dividend ETF (JHID) have volatilities of 5.94% and 6.09%, 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.


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Volatility by Period


IHDGJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

6.09%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

9.44%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

15.16%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

13.88%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

13.88%

+1.82%