JHID vs. FDD

Last updated Jun 13, 2026

JHID (John Hancock International High Dividend ETF) and FDD (First Trust STOXX European Select Dividend Index Fund) are both exchange-traded funds - JHID is a Foreign Large Cap Equities fund actively managed by John Hancock, while FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30. JHID is actively managed, while FDD is passively managed. Over the past 3 years, JHID returned 21.55%/yr vs 26.21%/yr for FDD. Their correlation of 0.88 suggests significant overlap in exposure. JHID charges 0.46%/yr vs 0.58%/yr for FDD.

Performance

JHID vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International High Dividend ETF (JHID) and First Trust STOXX European Select Dividend Index Fund (FDD). 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 FDD's 13.65% return.

JHID

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

FDD

• 1D: 0.81%
• 1M: 1.80%
• YTD: 13.65%
• 6M: 17.76%
• 1Y: 33.97%
• 3Y*: 26.21%
• 5Y*: 11.32%
• 10Y*: 10.93%

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

JHID vs. FDD - 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%
FDD First Trust STOXX European Select Dividend Index Fund	13.65%	62.50%	0.28%	14.16%	1.20%

Correlation

The correlation between JHID and FDD is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.88

The correlation between JHID and FDD has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

JHID vs. FDD - Sectors Allocation Comparison

Sectors	JHID	FDD
Financial Services	28.1%	52.2%
Industrials	15.6%	12.5%
Technology	8.8%	-
Consumer Defensive	8.5%	3.7%
Energy	6.6%	10.8%
Healthcare	6.5%	-
Basic Materials	6.3%	2.9%
Real Estate	6.1%	3.5%
Utilities	6.1%	6.0%
Consumer Cyclical	4.8%	12.3%
Communication Services	2.7%	2.1%

Return for Risk

JHID vs. FDD — 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

FDD

FDD Risk / Return Rank: 75
FDD Sharpe Ratio Rank: 76
FDD Sortino Ratio Rank: 75
FDD Omega Ratio Rank: 71
FDD Calmar Ratio Rank: 79
FDD Martin Ratio Rank: 73

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. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and First Trust STOXX European Select Dividend Index Fund (FDD). 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	FDD	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.11	+0.36
Sortino ratio: Return per unit of downside risk	3.44	2.91	+0.53
Omega ratio: Gain probability vs. loss probability	1.44	1.36	+0.08
Calmar ratio: Return relative to maximum drawdown	3.83	3.58	+0.26
Martin ratio: Return relative to average drawdown	14.82	11.88	+2.94

JHID vs. FDD - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.47, which is comparable to the FDD Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of JHID and FDD, 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. FDD - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum FDD drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for JHID and FDD.

Drawdown Indicators

	JHID	FDD	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-74.77%	+62.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-9.39%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-13.06%	+0.64%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.43%	—
Current Drawdown Current decline from peak	-0.21%	-0.40%	+0.19%
Average Drawdown Average peak-to-trough decline	-2.45%	-35.41%	+32.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.83%	-0.65%

Volatility

JHID vs. FDD - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 4.46%, while First Trust STOXX European Select Dividend Index Fund (FDD) has a volatility of 5.91%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHID	FDD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	5.91%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	10.86%	12.98%	-2.12%
Volatility (1Y) Calculated over the trailing 1-year period	13.06%	15.93%	-2.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	18.48%	-4.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.97%	20.16%	-6.19%

JHID vs. FDD - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than FDD's 0.58% expense ratio.

Dividends

JHID vs. FDD - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.85%, less than FDD's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDD First Trust STOXX European Select Dividend Index Fund	3.48%	3.99%	7.65%	6.85%	6.07%	3.44%	4.01%	4.69%	5.05%	2.78%	4.88%	4.35%
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 FDD in my portfolio?

JHID and FDD have a correlation of 0.88, 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 FDD?

FDD has higher volatility (5.91%) compared to JHID (4.46%). In terms of maximum drawdown, JHID dropped -12.42% vs FDD's -74.77%.

Which ETF is better, JHID or FDD?

On 3-year performance, FDD leads with 26.21% vs 21.55% for JHID. On fees, JHID is cheaper at 0.46% 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 FDD?

Over the 3-year period, FDD has performed better with a 26.21% 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 FDD?

JHID is cheaper with a 0.46% expense ratio, compared with 0.58% for FDD.

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

FDD has the higher dividend yield at 3.48%, compared with 2.85% for JHID.

What is the main difference between JHID and FDD?

JHID is categorized as Foreign Large Cap Equities, while FDD is Europe Equities. They also come from different issuers: John Hancock and First Trust. Their fees differ too: 0.46% for JHID and 0.58% for FDD.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.47 vs 2.11), 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.