JHID vs. GSIB

Last updated Jun 13, 2026

JHID (John Hancock International High Dividend ETF) and GSIB (Themes Global Systemically Important Banks ETF) are both exchange-traded funds - JHID is a Foreign Large Cap Equities fund actively managed by John Hancock, while GSIB is a Financials Equities fund actively managed by Themes. Both are actively managed. Over the past year, JHID returned 33.27% vs 47.83% for GSIB. A 0.75 correlation means they provide meaningful diversification when combined. JHID charges 0.46%/yr vs 0.35%/yr for GSIB.

Performance

JHID vs. GSIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International High Dividend ETF (JHID) and Themes Global Systemically Important Banks ETF (GSIB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with JHID having a 14.44% return and GSIB slightly lower at 13.98%.

JHID

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

GSIB

• 1D: 1.92%
• 1M: 6.99%
• YTD: 13.98%
• 6M: 16.88%
• 1Y: 47.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JHID vs. GSIB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JHID John Hancock International High Dividend ETF	14.44%	41.47%	3.62%	2.16%
GSIB Themes Global Systemically Important Banks ETF	13.98%	61.67%	32.86%	1.75%

Correlation

The correlation between JHID and GSIB is 0.78, 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	0.78
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023	0.75

The correlation between JHID and GSIB has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

JHID vs. GSIB - Sectors Allocation Comparison

Sectors	JHID	GSIB
Financial Services	28.1%	100.0%
Industrials	15.6%	-
Technology	8.8%	-
Consumer Defensive	8.5%	-
Energy	6.6%	-
Healthcare	6.5%	-
Basic Materials	6.3%	-
Real Estate	6.1%	-
Utilities	6.1%	-
Consumer Cyclical	4.8%	-
Communication Services	2.7%	-

Return for Risk

JHID vs. GSIB — 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

GSIB

GSIB Risk / Return Rank: 81
GSIB Sharpe Ratio Rank: 89
GSIB Sortino Ratio Rank: 89
GSIB Omega Ratio Rank: 83
GSIB Calmar Ratio Rank: 74
GSIB Martin Ratio Rank: 71

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. GSIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Themes Global Systemically Important Banks ETF (GSIB). 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	GSIB	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.59	-0.11
Sortino ratio: Return per unit of downside risk	3.44	3.58	-0.14
Omega ratio: Gain probability vs. loss probability	1.44	1.43	+0.01
Calmar ratio: Return relative to maximum drawdown	3.83	3.28	+0.56
Martin ratio: Return relative to average drawdown	14.82	11.54	+3.28

JHID vs. GSIB - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.47, which is comparable to the GSIB Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of JHID and GSIB, 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. GSIB - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum GSIB drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for JHID and GSIB.

Drawdown Indicators

	JHID	GSIB	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-17.71%	+5.29%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-13.90%	+5.48%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	—	—
Current Drawdown Current decline from peak	-0.21%	0.00%	-0.21%
Average Drawdown Average peak-to-trough decline	-2.45%	-2.05%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	3.94%	-1.76%

Volatility

JHID vs. GSIB - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 4.46%, while Themes Global Systemically Important Banks ETF (GSIB) has a volatility of 5.59%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHID	GSIB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	5.59%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	10.86%	14.41%	-3.55%
Volatility (1Y) Calculated over the trailing 1-year period	13.06%	17.63%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	18.51%	-4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.97%	18.51%	-4.54%

JHID vs. GSIB - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than GSIB's 0.35% expense ratio.

Dividends

JHID vs. GSIB - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.85%, more than GSIB's 1.67% yield.

Position	TTM	2025	2024	2023
GSIB Themes Global Systemically Important Banks ETF	1.67%	1.91%	1.67%	0.00%
JHID John Hancock International High Dividend ETF	2.85%	3.13%	5.15%	5.23%

Frequently Asked Questions

Can I hold both JHID and GSIB in my portfolio?

JHID and GSIB have a correlation of 0.78, 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 GSIB?

GSIB has higher volatility (5.59%) compared to JHID (4.46%). In terms of maximum drawdown, JHID dropped -12.42% vs GSIB's -17.71%.

Which ETF is better, JHID or GSIB?

On 1-year performance, GSIB leads with 47.83% vs 33.27% for JHID. On fees, GSIB is cheaper at 0.35% 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 GSIB?

Over the 1-year period, GSIB has performed better with a 47.83% return vs 33.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHID or GSIB?

GSIB is cheaper with a 0.35% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 2.85%, compared with 1.67% for GSIB.

What is the main difference between JHID and GSIB?

JHID is categorized as Foreign Large Cap Equities, while GSIB is Financials Equities. They also come from different issuers: John Hancock and Themes. Their fees differ too: 0.46% for JHID and 0.35% for GSIB.

Which has better risk-adjusted returns?

GSIB currently has the higher Sharpe Ratio (2.59 vs 2.47), 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.