JHID vs. DISV

Last updated Jun 13, 2026

JHID (John Hancock International High Dividend ETF) and DISV (Dimensional International Small Cap Value ETF) are both exchange-traded funds - JHID is a Foreign Large Cap Equities fund actively managed by John Hancock, while DISV is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, JHID returned 21.55%/yr vs 23.86%/yr for DISV. Their correlation of 0.91 suggests significant overlap in exposure. JHID charges 0.46%/yr vs 0.42%/yr for DISV.

Performance

JHID vs. DISV - Performance Comparison

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

Returns By Period

In the year-to-date period, JHID achieves a 14.44% return, which is significantly higher than DISV's 11.15% return.

JHID

• 1D: 0.45%
• 1M: 0.36%
• YTD: 14.44%
• 6M: 15.78%
• 1Y: 33.27%
• 3Y*: 21.55%
• 5Y*: —
• 10Y*: —

DISV

• 1D: 0.82%
• 1M: -0.33%
• YTD: 11.15%
• 6M: 13.74%
• 1Y: 33.75%
• 3Y*: 23.86%
• 5Y*: —
• 10Y*: —

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

JHID vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JHID John Hancock International High Dividend ETF	14.44%	41.47%	3.62%	19.47%	-0.42%
DISV Dimensional International Small Cap Value ETF	11.15%	47.42%	5.87%	19.52%	1.60%

Correlation

The correlation between JHID and DISV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.91

The correlation between JHID and DISV has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

JHID vs. DISV - Sectors Allocation Comparison

Sectors	JHID	DISV
Financial Services	28.1%	18.6%
Industrials	15.6%	18.1%
Technology	8.8%	4.1%
Consumer Defensive	8.5%	4.3%
Energy	6.6%	9.2%
Healthcare	6.5%	3.0%
Basic Materials	6.3%	18.3%
Real Estate	6.1%	3.2%
Utilities	6.1%	2.6%
Consumer Cyclical	4.8%	15.3%
Communication Services	2.7%	3.4%

Return for Risk

JHID vs. DISV — Risk / Return Rank

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

JHID

JHID Risk / Return Rank: 84
JHID Sharpe Ratio Rank: 86
JHID Sortino Ratio Rank: 86
JHID Omega Ratio Rank: 84
JHID Calmar Ratio Rank: 81
JHID Martin Ratio Rank: 83

DISV

DISV Risk / Return Rank: 70
DISV Sharpe Ratio Rank: 78
DISV Sortino Ratio Rank: 78
DISV Omega Ratio Rank: 75
DISV Calmar Ratio Rank: 59
DISV Martin Ratio Rank: 61

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. DISV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Dimensional International Small Cap Value ETF (DISV). 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	DISV	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.18	+0.30
Sortino ratio: Return per unit of downside risk	3.44	2.98	+0.45
Omega ratio: Gain probability vs. loss probability	1.44	1.38	+0.06
Calmar ratio: Return relative to maximum drawdown	3.83	2.56	+1.28
Martin ratio: Return relative to average drawdown	14.82	9.52	+5.30

JHID vs. DISV - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.47, which is comparable to the DISV Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of JHID and DISV, 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. DISV - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum DISV drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for JHID and DISV.

Drawdown Indicators

	JHID	DISV	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-26.77%	+14.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-12.69%	+4.27%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-14.15%	+1.73%
Current Drawdown Current decline from peak	-0.21%	-2.21%	+2.00%
Average Drawdown Average peak-to-trough decline	-2.45%	-4.89%	+2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	3.41%	-1.23%

Volatility

JHID vs. DISV - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 4.46%, while Dimensional International Small Cap Value ETF (DISV) has a volatility of 5.06%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHID	DISV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	5.06%	-0.60%
Volatility (6M) Calculated over the trailing 6-month period	10.86%	12.26%	-1.40%
Volatility (1Y) Calculated over the trailing 1-year period	13.06%	14.92%	-1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	17.40%	-3.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.97%	17.40%	-3.43%

JHID vs. DISV - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than DISV's 0.42% expense ratio.

Dividends

JHID vs. DISV - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.85%, more than DISV's 2.38% yield.

Position	TTM	2025	2024	2023	2022
DISV Dimensional International Small Cap Value ETF	2.38%	2.69%	2.77%	2.73%	1.23%
JHID John Hancock International High Dividend ETF	2.85%	3.13%	5.15%	5.23%	0.00%

Frequently Asked Questions

Can I hold both JHID and DISV in my portfolio?

With a correlation of 0.91, JHID and DISV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JHID or DISV?

DISV has higher volatility (5.06%) compared to JHID (4.46%). In terms of maximum drawdown, JHID dropped -12.42% vs DISV's -26.77%.

Which ETF is better, JHID or DISV?

On 3-year performance, DISV leads with 23.86% vs 21.55% for JHID. On fees, DISV is cheaper at 0.42% per year. On volatility, JHID has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JHID or DISV?

Over the 3-year period, DISV has performed better with a 23.86% return vs 21.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHID or DISV?

DISV is cheaper with a 0.42% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 2.85%, compared with 2.38% for DISV.

What is the main difference between JHID and DISV?

JHID is categorized as Foreign Large Cap Equities, while DISV is Foreign Small & Mid Cap Equities. They also come from different issuers: John Hancock and Dimensional. Their fees differ too: 0.46% for JHID and 0.42% for DISV.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.47 vs 2.18), 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.