JHMD vs. IDEV
Compare and contrast key facts about John Hancock Multifactor Developed International ETF (JHMD) and iShares Core MSCI International Developed Markets ETF (IDEV).
JHMD and IDEV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHMD is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Developed International Index. It was launched on Dec 15, 2016. IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017. Both JHMD and IDEV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JHMD vs. IDEV - Performance Comparison
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JHMD vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHMD John Hancock Multifactor Developed International ETF | 2.02% | 33.91% | 1.78% | 19.43% | -13.95% | 11.83% | 7.25% | 19.83% | -14.54% | 17.30% |
IDEV iShares Core MSCI International Developed Markets ETF | 1.32% | 32.56% | 4.54% | 17.36% | -14.99% | 13.00% | 8.32% | 23.12% | -14.10% | 17.29% |
Returns By Period
In the year-to-date period, JHMD achieves a 2.02% return, which is significantly higher than IDEV's 1.32% return.
JHMD
- 1D
- 3.12%
- 1M
- -7.33%
- YTD
- 2.02%
- 6M
- 7.48%
- 1Y
- 25.37%
- 3Y*
- 15.08%
- 5Y*
- 8.63%
- 10Y*
- —
IDEV
- 1D
- 3.16%
- 1M
- -7.78%
- YTD
- 1.32%
- 6M
- 6.19%
- 1Y
- 25.70%
- 3Y*
- 15.12%
- 5Y*
- 8.28%
- 10Y*
- —
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JHMD vs. IDEV - Expense Ratio Comparison
JHMD has a 0.39% expense ratio, which is higher than IDEV's 0.05% expense ratio.
Return for Risk
JHMD vs. IDEV — Risk / Return Rank
JHMD
IDEV
JHMD vs. IDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
| JHMD | IDEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.51 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.11 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.21 | -0.03 |
Martin ratioReturn relative to average drawdown | 8.45 | 8.73 | -0.28 |
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
| JHMD | IDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.51 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.52 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.51 | +0.01 |
Correlation
The correlation between JHMD and IDEV is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JHMD vs. IDEV - Dividend Comparison
JHMD's dividend yield for the trailing twelve months is around 3.13%, less than IDEV's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHMD John Hancock Multifactor Developed International ETF | 3.13% | 3.19% | 3.55% | 3.01% | 2.85% | 3.22% | 1.89% | 3.19% | 2.09% | 2.27% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.36% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% |
Drawdowns
JHMD vs. IDEV - Drawdown Comparison
The maximum JHMD drawdown since its inception was -35.67%, roughly equal to the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for JHMD and IDEV.
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Drawdown Indicators
| JHMD | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -34.77% | -0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.20% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -29.15% | -0.23% |
Current DrawdownCurrent decline from peak | -7.77% | -7.89% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -6.64% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.83% | +0.06% |
Volatility
JHMD vs. IDEV - Volatility Comparison
John Hancock Multifactor Developed International ETF (JHMD) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 7.48% and 7.65%, 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
| JHMD | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.65% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 10.90% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 17.11% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 16.12% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 17.26% | -0.08% |