JHID vs. CIL

Last updated Jun 23, 2026

JHID (John Hancock International High Dividend ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. JHID is actively managed, while CIL is passively managed. Over the past 3 years, JHID returned 22.13%/yr vs 15.96%/yr for CIL. Their correlation of 0.85 suggests significant overlap in exposure. JHID charges 0.46%/yr vs 0.45%/yr for CIL.

Performance

JHID vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International High Dividend ETF (JHID) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JHID achieves a 14.14% return, which is significantly higher than CIL's 5.44% return.

JHID

• 1D: 0.29%
• 1M: -0.10%
• YTD: 14.14%
• 6M: 14.56%
• 1Y: 35.19%
• 3Y*: 22.13%
• 5Y*: —
• 10Y*: —

CIL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.44%
• 6M: 5.93%
• 1Y: 17.86%
• 3Y*: 15.96%
• 5Y*: 7.59%
• 10Y*: 8.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JHID vs. CIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JHID John Hancock International High Dividend ETF	14.14%	41.47%	3.62%	19.47%	-0.42%
CIL VictoryShares International Volatility Wtd ETF	5.44%	32.99%	3.76%	16.29%	-0.26%

Correlation

The correlation between JHID and CIL is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.85

The correlation between JHID and CIL shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

JHID vs. CIL - Sectors Allocation Comparison

Sectors	JHID	CIL
Financial Services	28.6%	24.8%
Industrials	15.7%	18.4%
Technology	9.6%	6.4%
Consumer Defensive	7.9%	8.8%
Basic Materials	6.6%	6.6%
Healthcare	6.4%	7.7%
Energy	6.0%	4.6%
Utilities	5.8%	6.6%
Real Estate	5.8%	2.2%
Consumer Cyclical	4.8%	8.2%
Communication Services	2.8%	5.8%

Return for Risk

JHID vs. CIL — Risk / Return Rank

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

JHID

JHID Risk / Return Rank: 85
JHID Sharpe Ratio Rank: 87
JHID Sortino Ratio Rank: 87
JHID Omega Ratio Rank: 85
JHID Calmar Ratio Rank: 82
JHID Martin Ratio Rank: 83

CIL

CIL Risk / Return Rank: 84
CIL Sharpe Ratio Rank: 79
CIL Sortino Ratio Rank: 84
CIL Omega Ratio Rank: 91
CIL Calmar Ratio Rank: 80
CIL Martin Ratio Rank: 87

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.

JHID vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and VictoryShares International Volatility Wtd ETF (CIL). 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.

	JHID	CIL	Difference
Sharpe ratio: Return per unit of total volatility	2.73	2.44	+0.30
Sortino ratio: Return per unit of downside risk	3.77	3.57	+0.20
Omega ratio: Gain probability vs. loss probability	1.50	1.56	-0.07
Calmar ratio: Return relative to maximum drawdown	4.20	4.06	+0.14
Martin ratio: Return relative to average drawdown	16.28	17.66	-1.37

JHID vs. CIL - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.73, which is comparable to the CIL Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of JHID and CIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JHID vs. CIL - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for JHID and CIL.

Drawdown Indicators

	JHID	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-36.27%	+23.85%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-4.60%	-3.82%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-11.96%	-0.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.27%	—
Current Drawdown Current decline from peak	-0.57%	-0.58%	+0.01%
Average Drawdown Average peak-to-trough decline	-2.44%	-6.53%	+4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.07%	+1.10%

Volatility

JHID vs. CIL - Volatility Comparison

John Hancock International High Dividend ETF (JHID) has a higher volatility of 3.95% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that JHID's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHID	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	0.00%	+3.95%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	3.38%	+7.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.97%	7.68%	+5.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.94%	16.47%	-2.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.94%	17.08%	-3.14%

JHID vs. CIL - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than CIL's 0.45% expense ratio.

Dividends

JHID vs. CIL - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.85%, more than CIL's 1.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIL VictoryShares International Volatility Wtd ETF	1.20%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%
JHID John Hancock International High Dividend ETF	2.85%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JHID and CIL in my portfolio?

JHID and CIL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JHID or CIL?

JHID has higher volatility (3.95%) compared to CIL (0.00%). In terms of maximum drawdown, JHID dropped -12.42% vs CIL's -36.27%.

Which ETF is better, JHID or CIL?

On 3-year performance, JHID leads with 22.13% vs 15.96% for CIL. On fees, CIL is cheaper at 0.45% per year. On volatility, CIL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JHID or CIL?

Over the 3-year period, JHID has performed better with a 22.13% return vs 15.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHID or CIL?

CIL is cheaper with a 0.45% expense ratio, compared with 0.46% for JHID.

Which ETF pays a higher dividend yield, JHID or CIL?

JHID has the higher dividend yield at 2.85%, compared with 1.20% for CIL.

What is the main difference between JHID and CIL?

They also come from different issuers: John Hancock and Crestview. Their fees differ too: 0.46% for JHID and 0.45% for CIL.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.73 vs 2.44), 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.