QEMM vs. JHMB
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and John Hancock Mortgage Backed Securities ETF (JHMB).
QEMM and JHMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QEMM is a passively managed fund by State Street that tracks the performance of the MSCI EM Factor Mix A-Series (USD). It was launched on Jun 4, 2014. JHMB is an actively managed fund by John Hancock. It was launched on Aug 18, 2021.
Performance
QEMM vs. JHMB - Performance Comparison
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QEMM vs. JHMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 4.84% | 21.92% | 4.98% | 12.50% | -17.82% | 3.01% |
JHMB John Hancock Mortgage Backed Securities ETF | 0.15% | 7.89% | 3.52% | 7.21% | -10.24% | -0.79% |
Returns By Period
In the year-to-date period, QEMM achieves a 4.84% return, which is significantly higher than JHMB's 0.15% return.
QEMM
- 1D
- 2.95%
- 1M
- -6.92%
- YTD
- 4.84%
- 6M
- 8.64%
- 1Y
- 26.47%
- 3Y*
- 13.21%
- 5Y*
- 4.75%
- 10Y*
- 7.09%
JHMB
- 1D
- 0.26%
- 1M
- -2.05%
- YTD
- 0.15%
- 6M
- 1.75%
- 1Y
- 5.33%
- 3Y*
- 5.20%
- 5Y*
- —
- 10Y*
- —
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QEMM vs. JHMB - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is lower than JHMB's 0.39% expense ratio.
Return for Risk
QEMM vs. JHMB — Risk / Return Rank
QEMM
JHMB
QEMM vs. JHMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and John Hancock Mortgage Backed Securities ETF (JHMB). 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.
| QEMM | JHMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.13 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.63 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.59 | +0.97 |
Martin ratioReturn relative to average drawdown | 9.33 | 4.02 | +5.31 |
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
| QEMM | JHMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.13 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.25 | +0.01 |
Correlation
The correlation between QEMM and JHMB is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QEMM vs. JHMB - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 4.67%, which matches JHMB's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 4.67% | 4.90% | 5.17% | 4.88% | 4.07% | 2.35% | 2.48% | 3.05% | 2.86% | 2.11% | 2.03% | 2.14% |
JHMB John Hancock Mortgage Backed Securities ETF | 4.64% | 4.48% | 4.88% | 4.04% | 4.17% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QEMM vs. JHMB - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, which is greater than JHMB's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for QEMM and JHMB.
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Drawdown Indicators
| QEMM | JHMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.89% | -14.53% | -22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | -3.47% | -6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -27.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | — | — |
Current DrawdownCurrent decline from peak | -7.76% | -2.05% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -4.94% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.37% | +1.48% |
Volatility
QEMM vs. JHMB - Volatility Comparison
SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) has a higher volatility of 9.11% compared to John Hancock Mortgage Backed Securities ETF (JHMB) at 1.57%. This indicates that QEMM's price experiences larger fluctuations and is considered to be riskier than JHMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QEMM | JHMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 1.57% | +7.54% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 2.67% | +9.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 4.72% | +12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 5.88% | +8.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 5.88% | +10.85% |