JHMB vs. EUSB
Compare and contrast key facts about John Hancock Mortgage Backed Securities ETF (JHMB) and iShares ESG Advanced Total USD Bond Market ETF (EUSB).
JHMB and EUSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHMB is an actively managed fund by John Hancock. It was launched on Aug 18, 2021. EUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Universal Choice ESG Screened Index. It was launched on Jun 23, 2020.
Performance
JHMB vs. EUSB - Performance Comparison
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JHMB vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JHMB John Hancock Mortgage Backed Securities ETF | 0.15% | 7.89% | 3.52% | 7.21% | -10.24% | -0.79% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | -0.30% | 7.45% | 1.83% | 5.80% | -12.81% | -0.76% |
Returns By Period
In the year-to-date period, JHMB achieves a 0.15% return, which is significantly higher than EUSB's -0.30% return.
JHMB
- 1D
- 0.26%
- 1M
- -2.05%
- YTD
- 0.15%
- 6M
- 1.75%
- 1Y
- 5.33%
- 3Y*
- 5.20%
- 5Y*
- —
- 10Y*
- —
EUSB
- 1D
- 0.16%
- 1M
- -1.79%
- YTD
- -0.30%
- 6M
- 0.99%
- 1Y
- 4.39%
- 3Y*
- 3.88%
- 5Y*
- 0.42%
- 10Y*
- —
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JHMB vs. EUSB - Expense Ratio Comparison
JHMB has a 0.39% expense ratio, which is higher than EUSB's 0.12% expense ratio.
Return for Risk
JHMB vs. EUSB — Risk / Return Rank
JHMB
EUSB
JHMB vs. EUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Mortgage Backed Securities ETF (JHMB) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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.
| JHMB | EUSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.08 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.52 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.86 | -0.27 |
Martin ratioReturn relative to average drawdown | 4.02 | 5.54 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JHMB | EUSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.08 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.03 | +0.21 |
Correlation
The correlation between JHMB and EUSB is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JHMB vs. EUSB - Dividend Comparison
JHMB's dividend yield for the trailing twelve months is around 4.64%, more than EUSB's 3.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JHMB John Hancock Mortgage Backed Securities ETF | 4.64% | 4.48% | 4.88% | 4.04% | 4.17% | 0.98% | 0.00% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.90% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% |
Drawdowns
JHMB vs. EUSB - Drawdown Comparison
The maximum JHMB drawdown since its inception was -14.53%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for JHMB and EUSB.
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Drawdown Indicators
| JHMB | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -17.87% | +3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.47% | -2.42% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.45% | — |
Current DrawdownCurrent decline from peak | -2.05% | -1.79% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -6.65% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 0.81% | +0.56% |
Volatility
JHMB vs. EUSB - Volatility Comparison
John Hancock Mortgage Backed Securities ETF (JHMB) and iShares ESG Advanced Total USD Bond Market ETF (EUSB) have volatilities of 1.57% and 1.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHMB | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.50% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 2.36% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 4.07% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 5.75% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 5.46% | +0.42% |