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JDVI vs. JIVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVI vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value International Select ETF (JDVI) and Jpmorgan International Value ETF (JIVE). 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 12.15% return, which is significantly lower than JIVE's 15.75% return.


JDVI

1D
-0.89%
1M
5.02%
YTD
12.15%
6M
15.78%
1Y
31.81%
3Y*
5Y*
10Y*

JIVE

1D
-1.02%
1M
4.12%
YTD
15.75%
6M
20.07%
1Y
42.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVI vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
JDVI
John Hancock Disciplined Value International Select ETF
12.15%42.97%0.68%2.25%
JIVE
Jpmorgan International Value ETF
15.75%49.80%11.22%3.08%

Correlation

The correlation between JDVI and JIVE is 0.91, 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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2023

0.91

The correlation between JDVI and JIVE has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

JDVI vs. JIVE - Sectors Allocation Comparison


Sectors
JDVI
JIVE

Financial Services

22.3%
33.4%

Basic Materials

19.4%
5.4%

Industrials

16.8%
7.4%

Healthcare

15.6%
4.3%

Technology

11.1%
6.9%

Communication Services

5.8%
2.8%

Energy

3.6%
8.9%

Consumer Defensive

3.4%
3.7%

Consumer Cyclical

2.0%
4.3%

Real Estate

-

2.3%

Utilities

-

1.8%

Financial Services

JDVI
22.3%
JIVE
33.4%

Basic Materials

JDVI
19.4%
JIVE
5.4%

Industrials

JDVI
16.8%
JIVE
7.4%

Healthcare

JDVI
15.6%
JIVE
4.3%

Technology

JDVI
11.1%
JIVE
6.9%

Communication Services

JDVI
5.8%
JIVE
2.8%

Energy

JDVI
3.6%
JIVE
8.9%

Consumer Defensive

JDVI
3.4%
JIVE
3.7%

Consumer Cyclical

JDVI
2.0%
JIVE
4.3%

Real Estate

JDVI

-

JIVE
2.3%

Utilities

JDVI

-

JIVE
1.8%

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Return for Risk

JDVI vs. JIVE — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 5656
Overall Rank
JDVI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 5656
Sortino Ratio Rank
JDVI Omega Ratio Rank: 5757
Omega Ratio Rank
JDVI Calmar Ratio Rank: 5252
Calmar Ratio Rank
JDVI Martin Ratio Rank: 5656
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 8383
Overall Rank
JIVE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8585
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8585
Omega Ratio Rank
JIVE Calmar Ratio Rank: 7878
Calmar Ratio Rank
JIVE Martin Ratio Rank: 7979
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. JIVE - Risk-Adjusted Trends Comparison

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


JDVIJIVEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.35

1.53

-0.18

Calmar ratioReturn relative to maximum drawdown

2.56

4.07

-1.51

Martin ratioReturn relative to average drawdown

9.67

15.74

-6.07

JDVI vs. JIVE - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.95, which is lower than the JIVE Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of JDVI and JIVE, 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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Sharpe Ratios by Period


JDVIJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.98

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

2.01

-0.61

Drawdowns

JDVI vs. JIVE - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for JDVI and JIVE.


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Drawdown Indicators


JDVIJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-13.79%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-10.57%

-1.93%

Current Drawdown

Current decline from peak

-0.89%

-1.02%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.79%

-1.96%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.73%

+0.57%

Volatility

JDVI vs. JIVE - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 5.86% compared to Jpmorgan International Value ETF (JIVE) at 4.93%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDVIJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

4.93%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

11.99%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

14.46%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

14.97%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

14.97%

+1.45%

JDVI vs. JIVE - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than JIVE's 0.55% expense ratio.


Dividends

JDVI vs. JIVE - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.16%, less than JIVE's 2.48% yield.


PositionTTM202520242023
JDVI
John Hancock Disciplined Value International Select ETF
2.16%2.43%1.87%0.00%
JIVE
Jpmorgan International Value ETF
2.48%2.88%2.48%0.74%

Frequently Asked Questions


With a correlation of 0.91, JDVI and JIVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JDVI has higher volatility (5.86%) compared to JIVE (4.93%). In terms of maximum drawdown, JDVI dropped -14.97% vs JIVE's -13.79%.

On 1-year performance, JIVE leads with 42.79% vs 31.81% for JDVI. On fees, JIVE is cheaper at 0.55% per year. On volatility, JIVE has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JIVE has performed better with a 42.79% return vs 31.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JIVE is cheaper with a 0.55% expense ratio, compared with 0.69% for JDVI.

JIVE has the higher dividend yield at 2.48%, compared with 2.16% for JDVI.

They also come from different issuers: John Hancock and JPMorgan. Their fees differ too: 0.69% for JDVI and 0.55% for JIVE.

JIVE currently has the higher Sharpe Ratio (2.98 vs 1.95), 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.

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