JHCR vs. DDV

Last updated Aug 1, 2026

JHCR (John Hancock Core Bond ETF) and DDV (Defined Duration 5 ETF) are both Intermediate Core Bond funds. Both are actively managed. Their 0.66 correlation means they have sometimes moved together and sometimes differently. JHCR charges 0.29%/yr vs 0.25%/yr for DDV.

Performance

JHCR vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Core Bond ETF (JHCR) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JHCR achieves a -0.21% return, which is significantly lower than DDV's 2.35% return.

JHCR

• 1D: -0.12%
• 1M: -1.15%
• 6M: -0.53%
• YTD: -0.21%
• 1Y: 2.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.83%

DDV

• 1D: -0.13%
• 1M: -0.06%
• 6M: 1.60%
• YTD: 2.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
DDV Defined Duration 5 ETF	$74.78K	$50.90K	$102.48K
JHCR John Hancock Core Bond ETF	$7.61M	$9.07M	$5.44M

JHCR vs. DDV - Yearly Performance Comparison

	2026 (YTD)	2025
JHCR John Hancock Core Bond ETF	-0.21%	0.17%
DDV Defined Duration 5 ETF	2.35%	0.47%

Correlation

The correlation between JHCR and DDV is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025	0.66

Return for Risk

JHCR vs. DDV — Risk / Return Rank

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

JHCR

JHCR Risk / Return Rank: 31
JHCR Sharpe Ratio Rank: 31
JHCR Sortino Ratio Rank: 30
JHCR Omega Ratio Rank: 28
JHCR Calmar Ratio Rank: 33
JHCR Martin Ratio Rank: 32

DDV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JHCR vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Core Bond ETF (JHCR) and Defined Duration 5 ETF (DDV). 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.

	JHCR	DDV	Difference
Sharpe ratio: Return per unit of total volatility	0.77	—	—
Sortino ratio: Return per unit of downside risk	1.15	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	1.13	—	—
Martin ratio: Return relative to average drawdown	2.92	—	—

Drawdowns

JHCR vs. DDV - Drawdown Comparison

The maximum JHCR drawdown since its inception was -2.85%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for JHCR and DDV.

Drawdown Indicators

	JHCR	DDV	Difference
Max Drawdown Largest peak-to-trough decline	-2.85%	-1.92%	-0.93%
Max Drawdown (1Y) Largest decline over 1 year	-2.84%	—	—
Current Drawdown Current decline from peak	-2.14%	-0.29%	-1.85%
Average Drawdown Average peak-to-trough decline	-0.88%	-0.34%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.10%	—	—

Volatility

Volatility by Period

	JHCR	DDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.19%	2.64%	+1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.70%	2.64%	+2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.70%	2.64%	+2.06%

JHCR vs. DDV - Expense Ratio Comparison

JHCR has a 0.29% expense ratio, which is higher than DDV's 0.25% expense ratio.

Dividends

JHCR vs. DDV - Dividend Comparison

JHCR's dividend yield for the trailing twelve months is around 4.27%, more than DDV's 1.62% yield.

Position	TTM	2025	2024
DDV Defined Duration 5 ETF	1.62%	0.42%	0.00%
JHCR John Hancock Core Bond ETF	4.27%	4.65%	0.20%

Frequently Asked Questions

Can I hold both JHCR and DDV in my portfolio?

JHCR and DDV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JHCR or DDV?

On fees, DDV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JHCR or DDV?

DDV is cheaper with a 0.25% expense ratio, compared with 0.29% for JHCR.

Which ETF pays a higher dividend yield, JHCR or DDV?

JHCR has the higher dividend yield at 4.27%, compared with 1.62% for DDV.

What is the main difference between JHCR and DDV?

They also come from different issuers: John Hancock and Discipline Funds. Their fees differ too: 0.29% for JHCR and 0.25% for DDV.