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MOTI vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOTI vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar International Moat ETF (MOTI) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MOTI achieves a -5.73% return, which is significantly lower than JHID's 15.08% return.


MOTI

1D
1.58%
1M
1.59%
6M
-10.44%
YTD
-5.73%
1Y
2.92%
3Y*
5.28%
5Y*
3.56%
10Y*
6.32%

JHID

1D
0.84%
1M
0.25%
6M
11.68%
YTD
15.08%
1Y
32.72%
3Y*
20.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOTI vs. JHID - Yearly Performance Comparison


2026 (YTD)2025202420232022
MOTI
VanEck Vectors Morningstar International Moat ETF
-5.73%25.01%1.94%10.18%1.12%
JHID
John Hancock International High Dividend ETF
15.08%41.47%3.62%19.47%-0.42%

Correlation

The correlation between MOTI and JHID is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2022

0.76

The correlation between MOTI and JHID has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

MOTI vs. JHID - Sectors Allocation Comparison


Sectors
MOTI
JHID

Industrials

23.0%
15.7%

Consumer Defensive

20.9%
7.9%

Healthcare

13.0%
6.4%

Consumer Cyclical

12.6%
4.8%

Technology

10.6%
9.6%

Basic Materials

9.3%
6.6%

Communication Services

7.3%
2.8%

Financial Services

3.4%
28.6%

Energy

-

6.0%

Real Estate

-

5.8%

Utilities

-

5.8%

Industrials

MOTI
23.0%
JHID
15.7%

Consumer Defensive

MOTI
20.9%
JHID
7.9%

Healthcare

MOTI
13.0%
JHID
6.4%

Consumer Cyclical

MOTI
12.6%
JHID
4.8%

Technology

MOTI
10.6%
JHID
9.6%

Basic Materials

MOTI
9.3%
JHID
6.6%

Communication Services

MOTI
7.3%
JHID
2.8%

Financial Services

MOTI
3.4%
JHID
28.6%

Energy

MOTI

-

JHID
6.0%

Real Estate

MOTI

-

JHID
5.8%

Utilities

MOTI

-

JHID
5.8%

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Return for Risk

MOTI vs. JHID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MOTI
MOTI Risk / Return Rank: 1212
Overall Rank
MOTI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MOTI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MOTI Omega Ratio Rank: 1111
Omega Ratio Rank
MOTI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MOTI Martin Ratio Rank: 1212
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 8989
Overall Rank
JHID Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9191
Sortino Ratio Rank
JHID Omega Ratio Rank: 9090
Omega Ratio Rank
JHID Calmar Ratio Rank: 8787
Calmar Ratio Rank
JHID Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MOTI vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar International Moat ETF (MOTI) and John Hancock International High Dividend ETF (JHID). 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.


MOTIJHIDDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.14

Omega ratioGain probability vs. loss probability

1.04

1.45

-0.41

Calmar ratioReturn relative to maximum drawdown

0.18

3.90

-3.72

Martin ratioReturn relative to average drawdown

0.41

14.90

-14.49

MOTI vs. JHID - Sharpe Ratio Comparison

The current MOTI Sharpe Ratio is 0.20, which is lower than the JHID Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of MOTI and JHID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MOTI vs. JHID - Drawdown Comparison

The maximum MOTI drawdown since its inception was -36.70%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for MOTI and JHID.


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Drawdown Indicators


MOTIJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-12.42%

-24.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-8.42%

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-12.42%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-11.24%

0.00%

-11.24%

Average Drawdown

Average peak-to-trough decline

-9.17%

-2.43%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

2.20%

+5.02%

Volatility

MOTI vs. JHID - Volatility Comparison

VanEck Vectors Morningstar International Moat ETF (MOTI) has a higher volatility of 4.58% compared to John Hancock International High Dividend ETF (JHID) at 3.17%. This indicates that MOTI's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOTIJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

3.17%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

11.09%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

13.08%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

13.91%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

13.91%

+3.84%

MOTI vs. JHID - Expense Ratio Comparison

MOTI has a 0.57% expense ratio, which is higher than JHID's 0.46% expense ratio.


Dividends

MOTI vs. JHID - Dividend Comparison

MOTI's dividend yield for the trailing twelve months is around 3.42%, which matches JHID's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
JHID
John Hancock International High Dividend ETF
3.41%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOTI
VanEck Vectors Morningstar International Moat ETF
3.42%3.22%4.79%2.34%3.27%4.67%2.14%3.90%3.73%8.87%1.33%0.84%

Frequently Asked Questions


MOTI and JHID have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOTI has higher volatility (4.58%) compared to JHID (3.17%). In terms of maximum drawdown, MOTI dropped -36.70% vs JHID's -12.42%.

On 3-year performance, JHID leads with 20.22% vs 5.28% for MOTI. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JHID has performed better with a 20.22% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHID is cheaper with a 0.46% expense ratio, compared with 0.57% for MOTI.

MOTI has the higher dividend yield at 3.42%, compared with 3.41% for JHID.

They also come from different issuers: VanEck and John Hancock. Their fees differ too: 0.57% for MOTI and 0.46% for JHID.

JHID currently has the higher Sharpe Ratio (2.53 vs 0.20), 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 MOTI and JHID

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