JDVI vs. JHID

Last updated Aug 5, 2026

JDVI (John Hancock Disciplined Value International Select ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds from John Hancock. Both are actively managed. Over the past year, JDVI returned 31.69% vs 34.29% for JHID. Their correlation of 0.89 means they have usually moved in the same direction. JDVI charges 0.69%/yr vs 0.46%/yr for JHID.

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.

Returns By Period

In the year-to-date period, JDVI achieves a 13.78% return, which is significantly lower than JHID's 18.34% return.

JDVI

• 1D: 1.54%
• 1M: 2.39%
• 6M: 5.43%
• YTD: 13.78%
• 1Y: 31.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.08%

JHID

• 1D: 0.89%
• 1M: 4.74%
• 6M: 9.99%
• YTD: 18.34%
• 1Y: 34.29%
• 3Y*: 21.50%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JDVI John Hancock Disciplined Value International Select ETF	$1.42M	$2.56M	$1.07M
JHID John Hancock International High Dividend ETF	$57.47K	$32.05K	$30.73K

JDVI vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JDVI John Hancock Disciplined Value International Select ETF	13.78%	42.97%	0.68%	0.84%
JHID John Hancock International High Dividend ETF	18.34%	41.47%	3.62%	1.68%

Correlation

The correlation between JDVI and JHID is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
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 0.87 to 0.89 - a consistent structural relationship.

JDVI vs. JHID - Sectors Allocation Comparison

Sectors	JDVI	JHID
Financial Services	24.5%	30.1%
Healthcare	16.9%	5.9%
Industrials	16.8%	15.0%
Technology	14.3%	10.4%
Basic Materials	14.0%	5.3%
Energy	4.4%	5.6%
Communication Services	3.7%	3.9%
Consumer Defensive	3.5%	5.8%
Consumer Cyclical	1.9%	6.5%
Real Estate	-	6.1%
Utilities	-	5.4%

Return for Risk

JDVI vs. JHID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JDVI

JDVI Risk / Return Rank: 68
JDVI Sharpe Ratio Rank: 69
JDVI Sortino Ratio Rank: 67
JDVI Omega Ratio Rank: 70
JDVI Calmar Ratio Rank: 64
JDVI Martin Ratio Rank: 68

JHID

JHID Risk / Return Rank: 92
JHID Sharpe Ratio Rank: 93
JHID Sortino Ratio Rank: 93
JHID Omega Ratio Rank: 92
JHID Calmar Ratio Rank: 90
JHID Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

	JDVI	JHID	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.68	-0.86
Sortino ratio: Return per unit of downside risk	2.51	3.72	-1.22
Omega ratio: Gain probability vs. loss probability	1.33	1.48	-0.15
Calmar ratio: Return relative to maximum drawdown	2.55	4.09	-1.54
Martin ratio: Return relative to average drawdown	9.33	16.00	-6.67

JDVI vs. JHID - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.82, which is lower than the JHID Sharpe Ratio of 2.68. 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.

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.

Drawdown Indicators

	JDVI	JHID	Difference
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.78%	-2.40%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	2.15%	+1.26%

Volatility

JDVI vs. JHID - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 5.49% compared to John Hancock International High Dividend ETF (JHID) at 3.25%. 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.

Volatility by Period

	JDVI	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	3.25%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	15.27%	11.04%	+4.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.53%	12.88%	+4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	13.87%	+2.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.66%	13.87%	+2.79%

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 2.13%, less than JHID's 3.31% yield.

Position	TTM	2025	2024	2023
JDVI John Hancock Disciplined Value International Select ETF	2.13%	2.43%	1.87%	0.00%
JHID John Hancock International High Dividend ETF	3.31%	3.13%	5.15%	5.23%

Frequently Asked Questions

Can I hold both JDVI and JHID in my portfolio?

JDVI and JHID have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JDVI or JHID?

JDVI has higher volatility (5.49%) compared to JHID (3.25%). In terms of maximum drawdown, JDVI dropped -14.97% vs JHID's -12.42%.

Which ETF is better, JDVI or JHID?

On 1-year performance, JHID leads with 34.29% vs 31.69% for JDVI. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JDVI or JHID?

Over the 1-year period, JHID has performed better with a 34.29% return vs 31.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JDVI or JHID?

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

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

JHID has the higher dividend yield at 3.31%, compared with 2.13% for JDVI.

What is the main difference between JDVI and JHID?

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

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.68 vs 1.82), 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.