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JHDG vs. SIXH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHDG vs. SIXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Hedged Equity ETF (JHDG) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JHDG

1D
-0.31%
1M
-0.79%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

SIXH

1D
0.37%
1M
2.16%
6M
10.08%
YTD
13.05%
1Y
15.76%
3Y*
13.70%
5Y*
9.90%
10Y*
ALL TIME*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.11M$1.05M$1.10M
$418.51K$546.51K$396.88K

JHDG vs. SIXH - Yearly Performance Comparison


Correlation

The correlation between JHDG and SIXH is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 8, 2026

-0.16

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Return for Risk

JHDG vs. SIXH — Risk / Return Rank

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

JHDG

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


SIXH
SIXH Risk / Return Rank: 8484
Overall Rank
SIXH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 9090
Sortino Ratio Rank
SIXH Omega Ratio Rank: 8484
Omega Ratio Rank
SIXH Calmar Ratio Rank: 8888
Calmar Ratio Rank
SIXH Martin Ratio Rank: 7474
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.

JHDG vs. SIXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Hedged Equity ETF (JHDG) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). 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.


JHDGSIXHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.63

Martin ratioReturn relative to average drawdown

9.25

JHDG vs. SIXH - Sharpe Ratio Comparison


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Drawdowns

JHDG vs. SIXH - Drawdown Comparison

The maximum JHDG drawdown since its inception was -2.61%, smaller than the maximum SIXH drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for JHDG and SIXH.


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Drawdown Indicators


JHDGSIXHDifference

Max Drawdown

Largest peak-to-trough decline

-2.61%

-11.68%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

Current Drawdown

Current decline from peak

-2.17%

0.00%

-2.17%

Average Drawdown

Average peak-to-trough decline

-0.66%

-1.82%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

JHDG vs. SIXH - Volatility Comparison


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Volatility by Period


JHDGSIXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

7.86%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.16%

10.39%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

10.09%

+0.07%

JHDG vs. SIXH - Expense Ratio Comparison

JHDG has a 0.49% expense ratio, which is lower than SIXH's 0.87% expense ratio.


Dividends

JHDG vs. SIXH - Dividend Comparison

JHDG's dividend yield for the trailing twelve months is around 0.10%, less than SIXH's 1.82% yield.


PositionTTM202520242023202220212020
JHDG
John Hancock Hedged Equity ETF
0.10%0.00%0.00%0.00%0.00%0.00%0.00%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.82%2.23%1.55%2.04%2.06%1.65%1.10%

Frequently Asked Questions


JHDG and SIXH have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHDG is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHDG is cheaper with a 0.49% expense ratio, compared with 0.87% for SIXH.

SIXH has the higher dividend yield at 1.82%, compared with 0.10% for JHDG.

They also come from different issuers: John Hancock and Exchange Traded Concepts. Their fees differ too: 0.49% for JHDG and 0.87% for SIXH.

Portfolio Optimizer

Find the right allocation for JHDG and SIXH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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