QLTI vs. JHID

Last updated Apr 2, 2026

Compare and contrast key facts about GMO International Quality ETF (QLTI) and John Hancock International High Dividend ETF (JHID).

QLTI and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QLTI is an actively managed fund by GMO. It was launched on Oct 28, 2024. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.

Performance

QLTI vs. JHID - Performance Comparison

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

QLTI vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QLTI GMO International Quality ETF	-5.05%	17.12%	-8.17%
JHID John Hancock International High Dividend ETF	8.13%	41.47%	-2.90%

Returns By Period

In the year-to-date period, QLTI achieves a -5.05% return, which is significantly lower than JHID's 8.13% return.

QLTI

• 1D: 1.14%
• 1M: -7.75%
• YTD: -5.05%
• 6M: -2.23%
• 1Y: 7.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JHID

• 1D: 1.29%
• 1M: -2.07%
• YTD: 8.13%
• 6M: 15.27%
• 1Y: 38.80%
• 3Y*: 20.61%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QLTI vs. JHID - Expense Ratio Comparison

QLTI has a 0.60% expense ratio, which is higher than JHID's 0.46% expense ratio.

QLTI

GMO International Quality ETF

JHID

John Hancock International High Dividend ETF

Return for Risk

QLTI vs. JHID — Risk / Return Rank

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

QLTI

QLTI Risk / Return Rank: 23
QLTI Sharpe Ratio Rank: 24
QLTI Sortino Ratio Rank: 24
QLTI Omega Ratio Rank: 22
QLTI Calmar Ratio Rank: 22
QLTI Martin Ratio Rank: 23

JHID

JHID Risk / Return Rank: 95
JHID Sharpe Ratio Rank: 96
JHID Sortino Ratio Rank: 96
JHID Omega Ratio Rank: 96
JHID Calmar Ratio Rank: 93
JHID Martin Ratio Rank: 95

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.

QLTI vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO International Quality ETF (QLTI) 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.

	QLTI	JHID	Difference
Sharpe ratio Return per unit of total volatility	0.45	2.57	-2.12
Sortino ratio Return per unit of downside risk	0.75	3.35	-2.60
Omega ratio Gain probability vs. loss probability	1.10	1.52	-0.42
Calmar ratio Return relative to maximum drawdown	0.57	3.81	-3.24
Martin ratio Return relative to average drawdown	2.06	16.46	-14.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QLTI vs. JHID - Sharpe Ratio Comparison

The current QLTI Sharpe Ratio is 0.45, which is lower than the JHID Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of QLTI and JHID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QLTI	JHID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	2.57	-2.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	1.55	-1.45

Correlation

The correlation between QLTI and JHID is 0.78, 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

QLTI vs. JHID - Dividend Comparison

QLTI's dividend yield for the trailing twelve months is around 0.54%, less than JHID's 3.01% yield.

	TTM	2025	2024	2023
QLTI GMO International Quality ETF	0.54%	0.52%	0.19%	0.00%
JHID John Hancock International High Dividend ETF	3.01%	3.13%	5.15%	5.23%

Drawdowns

QLTI vs. JHID - Drawdown Comparison

The maximum QLTI drawdown since its inception was -14.82%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for QLTI and JHID.

Drawdown Indicators

	QLTI	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-14.82%	-12.42%	-2.40%
Max Drawdown (1Y) Largest decline over 1 year	-13.72%	-10.23%	-3.49%
Current Drawdown Current decline from peak	-10.24%	-3.80%	-6.44%
Average Drawdown Average peak-to-trough decline	-3.33%	-2.53%	-0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.79%	2.37%	+1.42%

Volatility

QLTI vs. JHID - Volatility Comparison

GMO International Quality ETF (QLTI) and John Hancock International High Dividend ETF (JHID) have volatilities of 6.24% and 6.09%, 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.

Volatility by Period

	QLTI	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.24%	6.09%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	9.44%	+1.37%
Volatility (1Y) Calculated over the trailing 1-year period	16.85%	15.16%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	13.88%	+2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.23%	13.88%	+2.35%