JHSC vs. PBW
Compare and contrast key facts about John Hancock Multifactor Small Cap ETF (JHSC) and Invesco WilderHill Clean Energy ETF (PBW).
JHSC and PBW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHSC is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Small Cap Index. It was launched on Nov 8, 2017. PBW is a passively managed fund by Invesco that tracks the performance of the The WilderHill Clean Energy Index (AMEX). It was launched on Mar 3, 2005. Both JHSC and PBW 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
JHSC vs. PBW - Performance Comparison
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JHSC vs. PBW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHSC John Hancock Multifactor Small Cap ETF | 2.14% | 6.88% | 9.74% | 20.77% | -14.65% | 19.55% | 11.60% | 24.43% | -12.50% | 4.48% |
PBW Invesco WilderHill Clean Energy ETF | 3.51% | 53.96% | -30.77% | -20.03% | -44.55% | -29.86% | 204.82% | 62.58% | -14.11% | 2.00% |
Returns By Period
In the year-to-date period, JHSC achieves a 2.14% return, which is significantly lower than PBW's 3.51% return.
JHSC
- 1D
- 2.34%
- 1M
- -5.84%
- YTD
- 2.14%
- 6M
- 3.20%
- 1Y
- 16.40%
- 3Y*
- 11.55%
- 5Y*
- 5.67%
- 10Y*
- —
PBW
- 1D
- 4.99%
- 1M
- -2.46%
- YTD
- 3.51%
- 6M
- 9.88%
- 1Y
- 102.59%
- 3Y*
- -6.15%
- 5Y*
- -18.62%
- 10Y*
- 6.57%
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JHSC vs. PBW - Expense Ratio Comparison
JHSC has a 0.42% expense ratio, which is lower than PBW's 0.61% expense ratio.
Return for Risk
JHSC vs. PBW — Risk / Return Rank
JHSC
PBW
JHSC vs. PBW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Small Cap ETF (JHSC) and Invesco WilderHill Clean Energy ETF (PBW). 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.
| JHSC | PBW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 2.41 | -1.65 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.91 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 4.66 | -3.49 |
Martin ratioReturn relative to average drawdown | 4.69 | 12.87 | -8.18 |
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
| JHSC | PBW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 2.41 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.44 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | -0.07 | +0.42 |
Correlation
The correlation between JHSC and PBW is 0.70, 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
JHSC vs. PBW - Dividend Comparison
JHSC's dividend yield for the trailing twelve months is around 1.10%, more than PBW's 0.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHSC John Hancock Multifactor Small Cap ETF | 1.10% | 1.13% | 0.96% | 0.98% | 1.13% | 1.08% | 1.12% | 1.14% | 1.09% | 0.00% | 0.00% | 0.00% |
PBW Invesco WilderHill Clean Energy ETF | 0.86% | 0.79% | 2.84% | 3.68% | 4.21% | 1.71% | 0.44% | 1.45% | 2.04% | 1.28% | 2.68% | 1.53% |
Drawdowns
JHSC vs. PBW - Drawdown Comparison
The maximum JHSC drawdown since its inception was -42.66%, smaller than the maximum PBW drawdown of -89.02%. Use the drawdown chart below to compare losses from any high point for JHSC and PBW.
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Drawdown Indicators
| JHSC | PBW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.66% | -89.02% | +46.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.36% | -21.24% | +6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.21% | -84.98% | +59.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.02% | — |
Current DrawdownCurrent decline from peak | -7.32% | -73.91% | +66.59% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -62.86% | +54.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 7.70% | -4.11% |
Volatility
JHSC vs. PBW - Volatility Comparison
The current volatility for John Hancock Multifactor Small Cap ETF (JHSC) is 6.20%, while Invesco WilderHill Clean Energy ETF (PBW) has a volatility of 12.60%. This indicates that JHSC experiences smaller price fluctuations and is considered to be less risky than PBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHSC | PBW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 12.60% | -6.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 31.89% | -19.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 42.85% | -21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 42.94% | -22.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 38.49% | -16.14% |