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JHCR vs. JUCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHCR vs. JUCY - Performance Comparison

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

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Returns By Period

In the year-to-date period, JHCR achieves a 0.43% return, which is significantly lower than JUCY's 3.13% return.


JHCR

1D
0.11%
1M
0.20%
YTD
0.43%
6M
0.55%
1Y
5.24%
3Y*
5Y*
10Y*

JUCY

1D
0.09%
1M
0.49%
YTD
3.13%
6M
3.92%
1Y
7.83%
3Y*
4.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHCR vs. JUCY - Yearly Performance Comparison


2026 (YTD)20252024
JHCR
John Hancock Core Bond ETF
0.43%7.54%-0.28%
JUCY
Aptus Enhanced Yield ETF
3.13%5.50%0.16%

Correlation

The correlation between JHCR and JUCY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.32

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Return for Risk

JHCR vs. JUCY — Risk / Return Rank

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

JHCR
JHCR Risk / Return Rank: 3737
Overall Rank
JHCR Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JHCR Sortino Ratio Rank: 3737
Sortino Ratio Rank
JHCR Omega Ratio Rank: 3535
Omega Ratio Rank
JHCR Calmar Ratio Rank: 3939
Calmar Ratio Rank
JHCR Martin Ratio Rank: 3737
Martin Ratio Rank

JUCY
JUCY Risk / Return Rank: 8484
Overall Rank
JUCY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JUCY Sortino Ratio Rank: 7979
Sortino Ratio Rank
JUCY Omega Ratio Rank: 7777
Omega Ratio Rank
JUCY Calmar Ratio Rank: 9696
Calmar Ratio Rank
JUCY Martin Ratio Rank: 9696
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.

JHCR vs. JUCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Core Bond ETF (JHCR) and Aptus Enhanced Yield ETF (JUCY). 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.


JHCRJUCYDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.23

1.45

-0.22

Calmar ratioReturn relative to maximum drawdown

1.85

9.49

-7.64

Martin ratioReturn relative to average drawdown

5.61

36.42

-30.80

JHCR vs. JUCY - Sharpe Ratio Comparison

The current JHCR Sharpe Ratio is 1.27, which is lower than the JUCY Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of JHCR and JUCY, 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


JHCRJUCYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.27

-1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

1.40

-0.27

Drawdowns

JHCR vs. JUCY - Drawdown Comparison

The maximum JHCR drawdown since its inception was -2.85%, which is greater than JUCY's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for JHCR and JUCY.


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Drawdown Indicators


JHCRJUCYDifference

Max Drawdown

Largest peak-to-trough decline

-2.85%

-1.56%

-1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-0.83%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-1.56%

Current Drawdown

Current decline from peak

-1.51%

0.00%

-1.51%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.32%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.22%

+0.72%

Volatility

JHCR vs. JUCY - Volatility Comparison

John Hancock Core Bond ETF (JHCR) has a higher volatility of 1.51% compared to Aptus Enhanced Yield ETF (JUCY) at 0.50%. This indicates that JHCR's price experiences larger fluctuations and is considered to be riskier than JUCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHCRJUCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

0.50%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

2.14%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

3.47%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.69%

3.32%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

3.32%

+1.37%

JHCR vs. JUCY - Expense Ratio Comparison

JHCR has a 0.29% expense ratio, which is lower than JUCY's 0.60% expense ratio.


Dividends

JHCR vs. JUCY - Dividend Comparison

JHCR's dividend yield for the trailing twelve months is around 4.23%, less than JUCY's 8.21% yield.


PositionTTM2025202420232022
JHCR
John Hancock Core Bond ETF
4.23%4.65%0.20%0.00%0.00%
JUCY
Aptus Enhanced Yield ETF
8.21%7.98%7.83%9.31%0.58%

Frequently Asked Questions


JHCR and JUCY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JHCR has higher volatility (1.51%) compared to JUCY (0.50%). In terms of maximum drawdown, JHCR dropped -2.85% vs JUCY's -1.56%.

On 1-year performance, JUCY leads with 7.83% vs 5.24% for JHCR. On fees, JHCR is cheaper at 0.29% per year. On volatility, JUCY has been the lower-risk option at 0.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JUCY has performed better with a 7.83% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHCR is cheaper with a 0.29% expense ratio, compared with 0.60% for JUCY.

JUCY has the higher dividend yield at 8.21%, compared with 4.23% for JHCR.

They also come from different issuers: John Hancock and Aptus. Their fees differ too: 0.29% for JHCR and 0.60% for JUCY.

JUCY currently has the higher Sharpe Ratio (2.27 vs 1.27), 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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