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RWIN vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWIN vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant NxtGen Multifactor International Equity ETF (RWIN) 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


RWIN

1D
0.47%
1M
1.08%
6M
YTD
1Y
3Y*
5Y*
10Y*

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)

RWIN vs. JHID - Yearly Performance Comparison


Correlation

The correlation between RWIN and JHID is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 8, 2026

0.92

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Return for Risk

RWIN vs. JHID — Risk / Return Rank

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

RWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

RWIN vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant NxtGen Multifactor International Equity ETF (RWIN) 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.


RWINJHIDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.90

Martin ratioReturn relative to average drawdown

14.90

RWIN vs. JHID - Sharpe Ratio Comparison


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Drawdowns

RWIN vs. JHID - Drawdown Comparison

The maximum RWIN drawdown since its inception was -4.09%, smaller than the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for RWIN and JHID.


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Drawdown Indicators


RWINJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-4.09%

-12.42%

+8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.34%

-2.43%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

RWIN vs. JHID - Volatility Comparison


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Volatility by Period


RWINJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

13.08%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

13.91%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

13.91%

+1.05%

RWIN vs. JHID - Expense Ratio Comparison

RWIN has a 0.42% expense ratio, which is lower than JHID's 0.46% expense ratio.


Dividends

RWIN vs. JHID - Dividend Comparison

RWIN's dividend yield for the trailing twelve months is around 1.01%, less than JHID's 3.41% yield.


PositionTTM202520242023
JHID
John Hancock International High Dividend ETF
3.41%3.13%5.15%5.23%
RWIN
Rayliant NxtGen Multifactor International Equity ETF
1.01%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, RWIN and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, RWIN is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RWIN is cheaper with a 0.42% expense ratio, compared with 0.46% for JHID.

JHID has the higher dividend yield at 3.41%, compared with 1.01% for RWIN.

They also come from different issuers: Rayliant and John Hancock. Their fees differ too: 0.42% for RWIN and 0.46% for JHID.

Portfolio Optimizer

Find the right allocation for RWIN and JHID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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