QEFA vs. JHID
Compare and contrast key facts about SPDR MSCI EAFE StrategicFactors ETF (QEFA) and John Hancock International High Dividend ETF (JHID).
QEFA and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QEFA is a passively managed fund by State Street that tracks the performance of the MSCI EAFE Factor Mix A-Series (USD). It was launched on Jun 4, 2014. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
QEFA vs. JHID - Performance Comparison
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QEFA vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QEFA SPDR MSCI EAFE StrategicFactors ETF | 3.98% | 29.25% | 2.27% | 17.40% | -0.71% |
JHID John Hancock International High Dividend ETF | 7.69% | 41.47% | 3.62% | 19.47% | -0.60% |
Returns By Period
In the year-to-date period, QEFA achieves a 3.98% return, which is significantly lower than JHID's 7.69% return.
QEFA
- 1D
- -0.20%
- 1M
- -1.14%
- YTD
- 3.98%
- 6M
- 7.97%
- 1Y
- 23.32%
- 3Y*
- 13.97%
- 5Y*
- 8.43%
- 10Y*
- 8.76%
JHID
- 1D
- -0.41%
- 1M
- 0.23%
- YTD
- 7.69%
- 6M
- 14.76%
- 1Y
- 37.83%
- 3Y*
- 20.10%
- 5Y*
- —
- 10Y*
- —
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QEFA vs. JHID - Expense Ratio Comparison
QEFA has a 0.30% expense ratio, which is lower than JHID's 0.46% expense ratio.
Return for Risk
QEFA vs. JHID — Risk / Return Rank
QEFA
JHID
QEFA vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE StrategicFactors ETF (QEFA) 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.
| QEFA | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 2.51 | -0.98 |
Sortino ratioReturn per unit of downside risk | 2.17 | 3.28 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.50 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.74 | -1.29 |
Martin ratioReturn relative to average drawdown | 9.15 | 16.05 | -6.89 |
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
| QEFA | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.51 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.53 | -1.12 |
Correlation
The correlation between QEFA and JHID is 0.92, 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
QEFA vs. JHID - Dividend Comparison
QEFA's dividend yield for the trailing twelve months is around 3.01%, which matches JHID's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEFA SPDR MSCI EAFE StrategicFactors ETF | 3.01% | 3.13% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.33% | 2.01% | 2.94% |
JHID John Hancock International High Dividend ETF | 3.02% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QEFA vs. JHID - Drawdown Comparison
The maximum QEFA drawdown since its inception was -31.71%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for QEFA and JHID.
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Drawdown Indicators
| QEFA | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.71% | -12.42% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -9.01% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.71% | — | — |
Current DrawdownCurrent decline from peak | -5.50% | -4.20% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -2.53% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.38% | +0.18% |
Volatility
QEFA vs. JHID - Volatility Comparison
SPDR MSCI EAFE StrategicFactors ETF (QEFA) and John Hancock International High Dividend ETF (JHID) have volatilities of 5.96% and 6.03%, 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
| QEFA | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 6.03% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 9.44% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 15.17% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 13.88% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 13.88% | +2.12% |