PortfoliosLab logoPortfoliosLab logo
JHHY vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHHY vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock High Yield ETF (JHHY) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


JHHY

1D
0.03%
1M
0.31%
YTD
1.62%
6M
2.37%
1Y
7.98%
3Y*
5Y*
10Y*

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHHY vs. ESHY - Yearly Performance Comparison


Compare stocks, funds, or ETFs

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


Return for Risk

JHHY vs. ESHY — Risk / Return Rank

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

JHHY
JHHY Risk / Return Rank: 6464
Overall Rank
JHHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JHHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
JHHY Omega Ratio Rank: 6363
Omega Ratio Rank
JHHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
JHHY Martin Ratio Rank: 7171
Martin Ratio Rank

ESHY
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.

JHHY vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock High Yield ETF (JHHY) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


JHHYESHYDifference

Sharpe ratio

Return per unit of total volatility

2.03

Sortino ratio

Return per unit of downside risk

3.10

Omega ratio

Gain probability vs. loss probability

1.40

Calmar ratio

Return relative to maximum drawdown

3.16

Martin ratio

Return relative to average drawdown

13.77

JHHY vs. ESHY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


JHHYESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

Drawdowns

JHHY vs. ESHY - Drawdown Comparison

The maximum JHHY drawdown since its inception was -4.95%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JHHY and ESHY.


Loading charts...

Drawdown Indicators


JHHYESHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.95%

0.00%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.40%

0.00%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

JHHY vs. ESHY - Volatility Comparison


Loading charts...

Volatility by Period


JHHYESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

0.00%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

0.00%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

0.00%

+4.85%

JHHY vs. ESHY - Expense Ratio Comparison

JHHY has a 0.52% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

JHHY vs. ESHY - Dividend Comparison

JHHY's dividend yield for the trailing twelve months is around 6.96%, while ESHY has not paid dividends to shareholders.


Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.52% for JHHY.

JHHY has the higher dividend yield at 6.96%, compared with 0.00% for ESHY.

They also come from different issuers: John Hancock and Deutsche Bank. Their fees differ too: 0.52% for JHHY and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for JHHY and ESHY

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

Open Portfolio Optimizer