IQDG vs. JHID

Last updated Jul 16, 2026

IQDG (WisdomTree International Quality Dividend Growth Fund) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. IQDG is passively managed, while JHID is actively managed. Over the past 3 years, IQDG returned 9.78%/yr vs 20.22%/yr for JHID. Their correlation of 0.85 suggests significant overlap in exposure. IQDG charges 0.42%/yr vs 0.46%/yr for JHID.

Performance

IQDG vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) 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, IQDG achieves a 6.17% return, which is significantly lower than JHID's 15.08% return.

IQDG

• 1D: 0.77%
• 1M: 0.56%
• 6M: 2.73%
• YTD: 6.17%
• 1Y: 14.18%
• 3Y*: 9.78%
• 5Y*: 4.38%
• 10Y*: 8.15%

JHID

• 1D: 0.84%
• 1M: 0.25%
• 6M: 11.68%
• YTD: 15.08%
• 1Y: 32.72%
• 3Y*: 20.22%
• 5Y*: —
• 10Y*: —

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

IQDG vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IQDG WisdomTree International Quality Dividend Growth Fund	6.17%	24.19%	-3.38%	20.76%	0.23%
JHID John Hancock International High Dividend ETF	15.08%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between IQDG and JHID is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.85

The correlation between IQDG and JHID has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

IQDG vs. JHID - Sectors Allocation Comparison

Sectors	IQDG	JHID
Industrials	24.3%	15.7%
Consumer Cyclical	19.3%	4.8%
Financial Services	15.7%	28.6%
Technology	11.2%	9.6%
Healthcare	9.4%	6.4%
Communication Services	5.7%	2.8%
Basic Materials	5.2%	6.6%
Consumer Defensive	4.4%	7.9%
Energy	3.7%	6.0%
Utilities	0.7%	5.8%
Real Estate	0.3%	5.8%

Return for Risk

IQDG vs. JHID — Risk / Return Rank

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

IQDG

IQDG Risk / Return Rank: 29
IQDG Sharpe Ratio Rank: 28
IQDG Sortino Ratio Rank: 28
IQDG Omega Ratio Rank: 27
IQDG Calmar Ratio Rank: 28
IQDG Martin Ratio Rank: 31

JHID

JHID Risk / Return Rank: 89
JHID Sharpe Ratio Rank: 91
JHID Sortino Ratio Rank: 91
JHID Omega Ratio Rank: 90
JHID Calmar Ratio Rank: 87
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.

IQDG vs. JHID - Risk-Adjusted Trends Comparison

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

	IQDG	JHID	Difference
Sharpe ratio: Return per unit of total volatility	0.85	2.53	-1.67
Sortino ratio: Return per unit of downside risk	1.31	3.52	-2.21
Omega ratio: Gain probability vs. loss probability	1.16	1.45	-0.30
Calmar ratio: Return relative to maximum drawdown	1.15	3.90	-2.75
Martin ratio: Return relative to average drawdown	3.70	14.90	-11.20

IQDG vs. JHID - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.85, which is lower than the JHID Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of IQDG 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

IQDG vs. JHID - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for IQDG and JHID.

Drawdown Indicators

	IQDG	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-34.97%	-12.42%	-22.55%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-8.42%	-3.93%
Max Drawdown (3Y) Largest decline over 3 years	-18.12%	-12.42%	-5.70%
Max Drawdown (5Y) Largest decline over 5 years	-34.97%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.97%	—	—
Current Drawdown Current decline from peak	-1.32%	0.00%	-1.32%
Average Drawdown Average peak-to-trough decline	-7.46%	-2.43%	-5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	2.20%	+1.64%

Volatility

IQDG vs. JHID - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 3.99% compared to John Hancock International High Dividend ETF (JHID) at 3.17%. This indicates that IQDG'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.

Volatility by Period

	IQDG	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	3.17%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	14.17%	11.09%	+3.08%
Volatility (1Y) Calculated over the trailing 1-year period	16.70%	13.08%	+3.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.90%	13.91%	+3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	13.91%	+3.36%

IQDG vs. JHID - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

IQDG vs. JHID - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.38%, less than JHID's 3.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IQDG WisdomTree International Quality Dividend Growth Fund	2.38%	2.28%	2.60%	1.76%	4.18%	2.67%	1.65%	1.95%	1.96%	1.71%	1.35%
JHID John Hancock International High Dividend ETF	3.41%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IQDG and JHID in my portfolio?

IQDG and JHID have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IQDG or JHID?

IQDG has higher volatility (3.99%) compared to JHID (3.17%). In terms of maximum drawdown, IQDG dropped -34.97% vs JHID's -12.42%.

Which ETF is better, IQDG or JHID?

On 3-year performance, JHID leads with 20.22% vs 9.78% for IQDG. On fees, IQDG is cheaper at 0.42% per year. On volatility, JHID has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IQDG or JHID?

Over the 3-year period, JHID has performed better with a 20.22% return vs 9.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IQDG or JHID?

IQDG is cheaper with a 0.42% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 3.41%, compared with 2.38% for IQDG.

What is the main difference between IQDG and JHID?

They also come from different issuers: WisdomTree and John Hancock. Their fees differ too: 0.42% for IQDG and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.53 vs 0.85), 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.