PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
JHMD vs. EIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JHMD vs. EIS

Last updated Aug 5, 2026
Documentation

JHMD (John Hancock Multifactor Developed International ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds - JHMD tracks the John Hancock Dimensional Developed International Index while EIS tracks the MSCI Israel Capped Investable Market Index (Net). Both are passively managed. Over the past 5 years, JHMD returned 9.45%/yr vs 13.58%/yr for EIS. Their 0.60 correlation means they have sometimes moved together and sometimes differently. JHMD charges 0.39%/yr vs 0.59%/yr for EIS.

Performance

JHMD vs. EIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Developed International ETF (JHMD) and iShares MSCI Israel ETF (EIS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JHMD achieves a 13.16% return, which is significantly higher than EIS's 12.25% return.

JHMD

1D
1.14%
1M
2.87%
6M
6.88%
YTD
13.16%
1Y
25.32%
3Y*
17.73%
5Y*
9.45%
10Y*
—
ALL TIME*
9.74%

EIS

1D
2.61%
1M
1.91%
6M
1.65%
YTD
12.25%
1Y
36.10%
3Y*
31.32%
5Y*
13.58%
10Y*
11.17%
ALL TIME*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EIS

iShares MSCI Israel ETF
$5.62M$7.85M$10.69M

JHMD

John Hancock Multifactor Developed International ETF
$3.03M$3.93M$4.41M

JHMD vs. EIS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JHMD
John Hancock Multifactor Developed International ETF		13.16%33.91%1.78%19.43%-13.95%11.83%7.25%19.83%-14.54%25.02%
EIS
iShares MSCI Israel ETF		12.25%45.11%34.50%5.48%-27.05%22.83%12.01%20.93%-4.84%12.77%

Correlation

The correlation between JHMD and EIS is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2016

0.60

The correlation between JHMD and EIS has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

JHMD vs. EIS - Sectors Allocation Comparison

Sectors
JHMD
EIS

Financial Services

25.7%
34.4%

Industrials

19.3%
10.9%

Healthcare

9.1%
9.4%

Technology

8.9%
18.7%

Consumer Cyclical

7.4%
2.5%

Basic Materials

7.4%
1.6%

Consumer Defensive

7.3%
2.3%

Utilities

5.3%
6.7%

Communication Services

4.9%
2.5%

Energy

3.3%
2.0%

Real Estate

1.4%
8.4%

Financial Services

JHMD
25.7%
EIS
34.4%

Industrials

JHMD
19.3%
EIS
10.9%

Healthcare

JHMD
9.1%
EIS
9.4%

Technology

JHMD
8.9%
EIS
18.7%

Consumer Cyclical

JHMD
7.4%
EIS
2.5%

Basic Materials

JHMD
7.4%
EIS
1.6%

Consumer Defensive

JHMD
7.3%
EIS
2.3%

Utilities

JHMD
5.3%
EIS
6.7%

Communication Services

JHMD
4.9%
EIS
2.5%

Energy

JHMD
3.3%
EIS
2.0%

Real Estate

JHMD
1.4%
EIS
8.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

John Hancock Multifactor Developed International ETF

iShares MSCI Israel ETF

Often compared with JHMD:
JHMD vs. SCHFJHMD vs. MDIJXJHMD vs. IVLUJHMD vs. JHSCJHMD vs. IDMOJHMD vs. FGRTXJHMD vs. JHML
Often compared with EIS:
EIS vs. ISRAEIS vs. IZRLEIS vs. SPYEIS vs. VOOEIS vs. ITEQEIS vs. QQQEIS vs. EPU

Return for Risk

JHMD vs. EIS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
JHMD
JHMD Risk / Return Rank: 6161
Overall Rank
JHMD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JHMD Sortino Ratio Rank: 6464
Sortino Ratio Rank
JHMD Omega Ratio Rank: 6060
Omega Ratio Rank
JHMD Calmar Ratio Rank: 5656
Calmar Ratio Rank
JHMD Martin Ratio Rank: 6262
Martin Ratio Rank
EIS
EIS Risk / Return Rank: 5656
Overall Rank
EIS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 5757
Sortino Ratio Rank
EIS Omega Ratio Rank: 5454
Omega Ratio Rank
EIS Calmar Ratio Rank: 6060
Calmar Ratio Rank
EIS Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JHMD vs. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and iShares MSCI Israel ETF (EIS). 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.

JHMDEISDifference
Sharpe ratioReturn per unit of total volatility
1.68
1.55

+0.12

Sortino ratioReturn per unit of downside risk
2.40
2.21

+0.19

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

2.26

2.36

-0.10

Martin ratioReturn relative to average drawdown

8.36

6.76

+1.60

JHMD vs. EIS - Sharpe Ratio Comparison

The current JHMD Sharpe Ratio is 1.68, which is comparable to the EIS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of JHMD and EIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

JHMD vs. EIS - Drawdown Comparison

The maximum JHMD drawdown since its inception was -35.67%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for JHMD and EIS.

Loading charts...

Drawdown Indicators

JHMDEISDifference

Max Drawdown

Largest peak-to-trough decline

-35.67%

-51.94%

+16.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-15.37%

+4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-13.38%

-21.75%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.38%

-41.88%

+12.50%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.88%

—

Current Drawdown

Current decline from peak

0.00%

-10.30%

+10.30%

Average Drawdown

Average peak-to-trough decline

-6.64%

-13.88%

+7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

5.38%

-2.35%

Volatility

JHMD vs. EIS - Volatility Comparison

The current volatility for John Hancock Multifactor Developed International ETF (JHMD) is 4.17%, while iShares MSCI Israel ETF (EIS) has a volatility of 7.10%. This indicates that JHMD experiences smaller price fluctuations and is considered to be less risky than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

JHMDEISDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

7.10%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

18.89%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

23.40%

-8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

22.36%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

21.32%

-4.15%

JHMD vs. EIS - Expense Ratio Comparison

JHMD has a 0.39% expense ratio, which is lower than EIS's 0.59% expense ratio.

Dividends

JHMD vs. EIS - Dividend Comparison

JHMD's dividend yield for the trailing twelve months is around 2.95%, more than EIS's 1.52% yield.

PositionTTM20252024202320222021202020192018201720162015
EIS
iShares MSCI Israel ETF		1.52%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%
JHMD
John Hancock Multifactor Developed International ETF		2.95%3.19%3.55%3.01%2.85%3.22%1.89%3.19%2.09%2.27%0.00%0.00%

Frequently Asked Questions

JHMD and EIS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIS has higher volatility (7.10%) compared to JHMD (4.17%). In terms of maximum drawdown, JHMD dropped -35.67% vs EIS's -51.94%.

On 5-year performance, EIS leads with 13.58% vs 9.45% for JHMD. On fees, JHMD is cheaper at 0.39% per year. On volatility, JHMD has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EIS has performed better with a 13.58% return vs 9.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHMD is cheaper with a 0.39% expense ratio, compared with 0.59% for EIS.

JHMD has the higher dividend yield at 2.95%, compared with 1.52% for EIS.

JHMD tracks John Hancock Dimensional Developed International Index, while EIS tracks MSCI Israel Capped Investable Market Index (Net). They also come from different issuers: Manulife and iShares. Their fees differ too: 0.39% for JHMD and 0.59% for EIS.

JHMD currently has the higher Sharpe Ratio (1.68 vs 1.55), 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

Find the right allocation for JHMD and EIS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer