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JHEM vs. DEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHEM and DEM is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

JHEM vs. DEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Emerging Markets ETF (JHEM) and WisdomTree Emerging Markets Equity Income Fund (DEM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
0.37%
-1.91%
JHEM
DEM

Key characteristics

Sharpe Ratio

JHEM:

0.69

DEM:

0.52

Sortino Ratio

JHEM:

1.04

DEM:

0.81

Omega Ratio

JHEM:

1.13

DEM:

1.10

Calmar Ratio

JHEM:

0.63

DEM:

0.62

Martin Ratio

JHEM:

1.89

DEM:

1.40

Ulcer Index

JHEM:

5.31%

DEM:

5.17%

Daily Std Dev

JHEM:

14.55%

DEM:

14.08%

Max Drawdown

JHEM:

-34.99%

DEM:

-51.85%

Current Drawdown

JHEM:

-6.11%

DEM:

-5.79%

Returns By Period

In the year-to-date period, JHEM achieves a 5.22% return, which is significantly higher than DEM's 4.47% return.


JHEM

YTD

5.22%

1M

4.53%

6M

0.37%

1Y

8.97%

5Y*

3.94%

10Y*

N/A

DEM

YTD

4.47%

1M

3.17%

6M

-1.91%

1Y

6.05%

5Y*

5.66%

10Y*

4.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JHEM vs. DEM - Expense Ratio Comparison

JHEM has a 0.49% expense ratio, which is lower than DEM's 0.63% expense ratio.


DEM
WisdomTree Emerging Markets Equity Income Fund
Expense ratio chart for DEM: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for JHEM: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

JHEM vs. DEM — Risk-Adjusted Performance Rank

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

JHEM
The Risk-Adjusted Performance Rank of JHEM is 2626
Overall Rank
The Sharpe Ratio Rank of JHEM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of JHEM is 2525
Sortino Ratio Rank
The Omega Ratio Rank of JHEM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JHEM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of JHEM is 2222
Martin Ratio Rank

DEM
The Risk-Adjusted Performance Rank of DEM is 2020
Overall Rank
The Sharpe Ratio Rank of DEM is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of DEM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DEM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DEM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DEM is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHEM vs. DEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Emerging Markets ETF (JHEM) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.


Sharpe ratio
The chart of Sharpe ratio for JHEM, currently valued at 0.69, compared to the broader market0.002.004.000.690.52
The chart of Sortino ratio for JHEM, currently valued at 1.04, compared to the broader market0.005.0010.001.040.81
The chart of Omega ratio for JHEM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.10
The chart of Calmar ratio for JHEM, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.630.62
The chart of Martin ratio for JHEM, currently valued at 1.89, compared to the broader market0.0020.0040.0060.0080.00100.001.891.40
JHEM
DEM

The current JHEM Sharpe Ratio is 0.69, which is higher than the DEM Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JHEM and DEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.69
0.52
JHEM
DEM

Dividends

JHEM vs. DEM - Dividend Comparison

JHEM's dividend yield for the trailing twelve months is around 2.78%, less than DEM's 5.01% yield.


TTM20242023202220212020201920182017201620152014
JHEM
John Hancock Multifactor Emerging Markets ETF
2.78%2.93%2.87%2.84%2.71%1.67%2.37%0.21%0.00%0.00%0.00%0.00%
DEM
WisdomTree Emerging Markets Equity Income Fund
5.01%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%5.51%

Drawdowns

JHEM vs. DEM - Drawdown Comparison

The maximum JHEM drawdown since its inception was -34.99%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for JHEM and DEM. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.11%
-5.79%
JHEM
DEM

Volatility

JHEM vs. DEM - Volatility Comparison

John Hancock Multifactor Emerging Markets ETF (JHEM) has a higher volatility of 3.44% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 2.36%. This indicates that JHEM's price experiences larger fluctuations and is considered to be riskier than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.44%
2.36%
JHEM
DEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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