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JDVI vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVI vs. JHID - Performance Comparison

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

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Returns By Period

In the year-to-date period, JDVI achieves a 8.30% return, which is significantly lower than JHID's 11.79% return.


JDVI

1D
-0.11%
1M
-2.01%
YTD
8.30%
6M
8.27%
1Y
24.07%
3Y*
5Y*
10Y*

JHID

1D
-0.66%
1M
-2.16%
YTD
11.79%
6M
11.40%
1Y
30.29%
3Y*
21.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVI vs. JHID - Yearly Performance Comparison


2026 (YTD)202520242023
JDVI
John Hancock Disciplined Value International Select ETF
8.30%42.97%0.68%0.84%
JHID
John Hancock International High Dividend ETF
11.79%41.47%3.62%1.68%

Correlation

The correlation between JDVI and JHID is 0.88, 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

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2023

0.89

The correlation between JDVI and JHID has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

JDVI vs. JHID - Sectors Allocation Comparison


Sectors
JDVI
JHID

Financial Services

13.7%
28.6%

Consumer Defensive

8.2%
7.9%

Basic Materials

7.6%
6.6%

Healthcare

7.4%
6.4%

Industrials

7.4%
15.7%

Technology

4.2%
9.6%

Consumer Cyclical

3.5%
4.8%

Energy

2.9%
6.0%

Communication Services

2.5%
2.8%

Real Estate

-

5.8%

Utilities

-

5.8%

Financial Services

JDVI
13.7%
JHID
28.6%

Consumer Defensive

JDVI
8.2%
JHID
7.9%

Basic Materials

JDVI
7.6%
JHID
6.6%

Healthcare

JDVI
7.4%
JHID
6.4%

Industrials

JDVI
7.4%
JHID
15.7%

Technology

JDVI
4.2%
JHID
9.6%

Consumer Cyclical

JDVI
3.5%
JHID
4.8%

Energy

JDVI
2.9%
JHID
6.0%

Communication Services

JDVI
2.5%
JHID
2.8%

Real Estate

JDVI

-

JHID
5.8%

Utilities

JDVI

-

JHID
5.8%

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Return for Risk

JDVI vs. JHID — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 4646
Overall Rank
JDVI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 4444
Sortino Ratio Rank
JDVI Omega Ratio Rank: 4545
Omega Ratio Rank
JDVI Calmar Ratio Rank: 4444
Calmar Ratio Rank
JDVI Martin Ratio Rank: 4949
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 8181
Overall Rank
JHID Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 8383
Sortino Ratio Rank
JHID Omega Ratio Rank: 8181
Omega Ratio Rank
JHID Calmar Ratio Rank: 7979
Calmar Ratio Rank
JHID Martin Ratio Rank: 8080
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.

JDVI vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) 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.


JDVIJHIDDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratioReturn relative to maximum drawdown

1.93

3.61

-1.68

Martin ratioReturn relative to average drawdown

7.17

13.96

-6.79

JDVI vs. JHID - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.42, which is lower than the JHID Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of JDVI 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.


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Drawdowns

JDVI vs. JHID - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for JDVI and JHID.


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Drawdown Indicators


JDVIJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-12.42%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-8.42%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-4.30%

-2.62%

-1.68%

Average Drawdown

Average peak-to-trough decline

-2.79%

-2.44%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.18%

+1.19%

Volatility

JDVI vs. JHID - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 6.05% compared to John Hancock International High Dividend ETF (JHID) at 4.22%. This indicates that JDVI'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


JDVIJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.22%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

10.94%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

13.04%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

13.96%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

13.96%

+2.66%

JDVI vs. JHID - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than JHID's 0.46% expense ratio.


Dividends

JDVI vs. JHID - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.24%, less than JHID's 2.91% yield.


PositionTTM202520242023
JDVI
John Hancock Disciplined Value International Select ETF
2.24%2.43%1.87%0.00%
JHID
John Hancock International High Dividend ETF
2.91%3.13%5.15%5.23%

Frequently Asked Questions


JDVI and JHID have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JDVI has higher volatility (6.05%) compared to JHID (4.22%). In terms of maximum drawdown, JDVI dropped -14.97% vs JHID's -12.42%.

On 1-year performance, JHID leads with 30.29% vs 24.07% for JDVI. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 4.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JHID has performed better with a 30.29% return vs 24.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHID is cheaper with a 0.46% expense ratio, compared with 0.69% for JDVI.

JHID has the higher dividend yield at 2.91%, compared with 2.24% for JDVI.

Their fees differ too: 0.69% for JDVI and 0.46% for JHID.

JHID currently has the higher Sharpe Ratio (2.34 vs 1.42), 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.

Portfolio Optimizer

Find the right allocation for JDVI and JHID

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