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JHID vs. JIVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHID vs. JIVE - Performance Comparison

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

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Returns By Period

In the year-to-date period, JHID achieves a 14.44% return, which is significantly lower than JIVE's 16.59% return.


JHID

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

JIVE

1D
0.63%
1M
1.64%
YTD
16.59%
6M
19.20%
1Y
42.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHID vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
JHID
John Hancock International High Dividend ETF
14.44%41.47%3.62%5.22%
JIVE
Jpmorgan International Value ETF
16.59%49.80%11.22%5.36%

Correlation

The correlation between JHID and JIVE is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.92

The correlation between JHID and JIVE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

JHID vs. JIVE - Sectors Allocation Comparison


Sectors
JHID
JIVE

Financial Services

28.1%
33.2%

Industrials

15.6%
7.4%

Technology

8.8%
7.2%

Consumer Defensive

8.5%
3.7%

Energy

6.6%
8.7%

Healthcare

6.5%
4.2%

Basic Materials

6.3%
5.3%

Real Estate

6.1%
2.2%

Utilities

6.1%
1.7%

Consumer Cyclical

4.8%
4.3%

Communication Services

2.7%
2.7%

Financial Services

JHID
28.1%
JIVE
33.2%

Industrials

JHID
15.6%
JIVE
7.4%

Technology

JHID
8.8%
JIVE
7.2%

Consumer Defensive

JHID
8.5%
JIVE
3.7%

Energy

JHID
6.6%
JIVE
8.7%

Healthcare

JHID
6.5%
JIVE
4.2%

Basic Materials

JHID
6.3%
JIVE
5.3%

Real Estate

JHID
6.1%
JIVE
2.2%

Utilities

JHID
6.1%
JIVE
1.7%

Consumer Cyclical

JHID
4.8%
JIVE
4.3%

Communication Services

JHID
2.7%
JIVE
2.7%

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Return for Risk

JHID vs. JIVE — Risk / Return Rank

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

JHID
JHID Risk / Return Rank: 8484
Overall Rank
JHID Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 8686
Sortino Ratio Rank
JHID Omega Ratio Rank: 8484
Omega Ratio Rank
JHID Calmar Ratio Rank: 8181
Calmar Ratio Rank
JHID Martin Ratio Rank: 8383
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 8787
Overall Rank
JIVE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8888
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8484
Martin Ratio Rank
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. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Jpmorgan International Value ETF (JIVE). 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.


JHIDJIVEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.44

1.48

-0.04

Calmar ratioReturn relative to maximum drawdown

3.83

3.89

-0.06

Martin ratioReturn relative to average drawdown

14.82

14.92

-0.09

JHID vs. JIVE - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.47, which is comparable to the JIVE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of JHID and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JHID vs. JIVE - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum JIVE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for JHID and JIVE.


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Drawdown Indicators


JHIDJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-13.79%

+1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-10.57%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-0.21%

-0.30%

+0.09%

Average Drawdown

Average peak-to-trough decline

-2.45%

-1.96%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.76%

-0.58%

Volatility

JHID vs. JIVE - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 4.46%, while Jpmorgan International Value ETF (JIVE) has a volatility of 5.61%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHIDJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

5.61%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

12.71%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

15.07%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

15.11%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

15.11%

-1.14%

JHID vs. JIVE - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Dividends

JHID vs. JIVE - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.85%, more than JIVE's 2.47% yield.


PositionTTM202520242023
JHID
John Hancock International High Dividend ETF
2.85%3.13%5.15%5.23%
JIVE
Jpmorgan International Value ETF
2.47%2.88%2.48%0.74%

Frequently Asked Questions


With a correlation of 0.94, JHID and JIVE 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.

JIVE has higher volatility (5.61%) compared to JHID (4.46%). In terms of maximum drawdown, JHID dropped -12.42% vs JIVE's -13.79%.

On 1-year performance, JIVE leads with 42.72% vs 33.27% 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.

Over the 1-year period, JIVE has performed better with a 42.72% return vs 33.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHID is cheaper with a 0.46% expense ratio, compared with 0.55% for JIVE.

JHID has the higher dividend yield at 2.85%, compared with 2.47% for JIVE.

They also come from different issuers: John Hancock and JPMorgan. Their fees differ too: 0.46% for JHID and 0.55% for JIVE.

JIVE currently has the higher Sharpe Ratio (2.73 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.

Portfolio Optimizer

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