JHML vs. BBUS
Compare and contrast key facts about John Hancock Multifactor Large Cap ETF (JHML) and JP Morgan Betabuilders U.S. Equity ETF (BBUS).
JHML and BBUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHML is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Large Cap Index. It was launched on Sep 28, 2015. BBUS is a passively managed fund by JPMorgan that tracks the performance of the Morningstar US Target Market Exposure Index. It was launched on Mar 12, 2019. Both JHML and BBUS 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
JHML vs. BBUS - Performance Comparison
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JHML vs. BBUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JHML John Hancock Multifactor Large Cap ETF | -1.98% | 15.91% | 19.84% | 21.16% | -15.94% | 26.90% | 17.02% | 16.09% |
BBUS JP Morgan Betabuilders U.S. Equity ETF | -4.74% | 17.77% | 24.89% | 27.20% | -19.46% | 27.13% | 20.69% | 16.53% |
Returns By Period
In the year-to-date period, JHML achieves a -1.98% return, which is significantly higher than BBUS's -4.74% return.
JHML
- 1D
- 2.77%
- 1M
- -4.99%
- YTD
- -1.98%
- 6M
- 0.45%
- 1Y
- 17.37%
- 3Y*
- 16.19%
- 5Y*
- 10.17%
- 10Y*
- 12.92%
BBUS
- 1D
- 2.93%
- 1M
- -4.99%
- YTD
- -4.74%
- 6M
- -2.34%
- 1Y
- 17.47%
- 3Y*
- 18.31%
- 5Y*
- 11.24%
- 10Y*
- —
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JHML vs. BBUS - Expense Ratio Comparison
JHML has a 0.29% expense ratio, which is higher than BBUS's 0.02% expense ratio.
Return for Risk
JHML vs. BBUS — Risk / Return Rank
JHML
BBUS
JHML vs. BBUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Large Cap ETF (JHML) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). 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.
| JHML | BBUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.96 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.47 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.50 | -0.05 |
Martin ratioReturn relative to average drawdown | 7.24 | 7.00 | +0.24 |
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
| JHML | BBUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.96 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.66 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.73 | +0.02 |
Correlation
The correlation between JHML and BBUS is 0.97, 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
JHML vs. BBUS - Dividend Comparison
JHML's dividend yield for the trailing twelve months is around 1.08%, less than BBUS's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHML John Hancock Multifactor Large Cap ETF | 1.08% | 1.06% | 1.16% | 1.39% | 1.46% | 1.08% | 1.59% | 1.73% | 1.57% | 1.44% | 1.36% | 0.38% |
BBUS JP Morgan Betabuilders U.S. Equity ETF | 1.14% | 1.07% | 1.21% | 1.38% | 1.57% | 1.11% | 1.43% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JHML vs. BBUS - Drawdown Comparison
The maximum JHML drawdown since its inception was -36.13%, roughly equal to the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for JHML and BBUS.
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Drawdown Indicators
| JHML | BBUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -35.35% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -12.12% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -25.46% | +1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -5.40% | -6.54% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -5.57% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.59% | -0.10% |
Volatility
JHML vs. BBUS - Volatility Comparison
John Hancock Multifactor Large Cap ETF (JHML) and JP Morgan Betabuilders U.S. Equity ETF (BBUS) have volatilities of 5.13% and 5.35%, 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
| JHML | BBUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.35% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.52% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 18.33% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 17.04% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 19.75% | -2.00% |