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WCPB vs. JHMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCPB vs. JHMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Core Plus Bond ETF (WCPB) and John Hancock Mortgage Backed Securities ETF (JHMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WCPB achieves a 0.71% return, which is significantly higher than JHMB's 0.27% return.


WCPB

1D
-0.38%
1M
-1.26%
6M
0.12%
YTD
0.71%
1Y
3Y*
5Y*
10Y*
ALL TIME*

JHMB

1D
-0.14%
1M
-1.23%
6M
-0.36%
YTD
0.27%
1Y
4.83%
3Y*
5.11%
5Y*
10Y*
ALL TIME*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$577.63K$810.32K$857.28K
$2.08M$1.78M$1.23M

WCPB vs. JHMB - Yearly Performance Comparison


Correlation

The correlation between WCPB and JHMB is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 13, 2025

0.85

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Return for Risk

WCPB vs. JHMB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WCPB

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


JHMB
JHMB Risk / Return Rank: 5050
Overall Rank
JHMB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JHMB Sortino Ratio Rank: 5959
Sortino Ratio Rank
JHMB Omega Ratio Rank: 5151
Omega Ratio Rank
JHMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
JHMB Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WCPB vs. JHMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Core Plus Bond ETF (WCPB) 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.

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.


WCPBJHMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.61

Martin ratioReturn relative to average drawdown

4.06

WCPB vs. JHMB - Sharpe Ratio Comparison


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Drawdowns

WCPB vs. JHMB - Drawdown Comparison

The maximum WCPB drawdown since its inception was -2.64%, smaller than the maximum JHMB drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for WCPB and JHMB.


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Drawdown Indicators


WCPBJHMBDifference

Max Drawdown

Largest peak-to-trough decline

-2.64%

-14.53%

+11.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

Current Drawdown

Current decline from peak

-1.26%

-1.93%

+0.67%

Average Drawdown

Average peak-to-trough decline

-0.58%

-4.72%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

Volatility

WCPB vs. JHMB - Volatility Comparison


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Volatility by Period


WCPBJHMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

3.80%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

5.76%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.86%

5.76%

-1.90%

WCPB vs. JHMB - Expense Ratio Comparison

WCPB has a 0.45% expense ratio, which is higher than JHMB's 0.39% expense ratio.


Dividends

WCPB vs. JHMB - Dividend Comparison

WCPB's dividend yield for the trailing twelve months is around 3.60%, less than JHMB's 4.83% yield.


PositionTTM20252024202320222021
JHMB
John Hancock Mortgage Backed Securities ETF
4.83%4.48%4.88%4.04%4.17%0.98%
WCPB
Weitz Core Plus Bond ETF
3.60%1.19%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WCPB and JHMB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHMB is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHMB is cheaper with a 0.39% expense ratio, compared with 0.45% for WCPB.

JHMB has the higher dividend yield at 4.83%, compared with 3.60% for WCPB.

They also come from different issuers: Weitz and John Hancock. Their fees differ too: 0.45% for WCPB and 0.39% for JHMB.

Portfolio Optimizer

Find the right allocation for WCPB and JHMB

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