WTIU vs. JHMB
WTIU (MicroSectors Energy 3X Leveraged ETN) and JHMB (John Hancock Mortgage Backed Securities ETF) are both exchange-traded funds - WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while JHMB is a Intermediate Core-Plus Bond fund actively managed by John Hancock. WTIU is passively managed, while JHMB is actively managed. Over the past 3 years, WTIU returned 2.57%/yr vs 5.12%/yr for JHMB. At a correlation of -0.16, they often move in opposite directions. WTIU charges 0.95%/yr vs 0.39%/yr for JHMB.
Performance
WTIU vs. JHMB - Performance Comparison
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Returns By Period
In the year-to-date period, WTIU achieves a 73.82% return, which is significantly higher than JHMB's 0.64% return.
WTIU
- 1D
- 3.33%
- 1M
- 13.68%
- 6M
- 53.88%
- YTD
- 73.82%
- 1Y
- 70.82%
- 3Y*
- 2.57%
- 5Y*
- —
- 10Y*
- —
JHMB
- 1D
- -0.23%
- 1M
- -0.34%
- 6M
- 0.10%
- YTD
- 0.64%
- 1Y
- 6.04%
- 3Y*
- 5.12%
- 5Y*
- —
- 10Y*
- —
WTIU vs. JHMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTIU MicroSectors Energy 3X Leveraged ETN | 73.82% | -17.13% | -29.63% | -28.45% |
JHMB John Hancock Mortgage Backed Securities ETF | 0.64% | 7.89% | 3.52% | 4.40% |
Correlation
The correlation between WTIU and JHMB is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2023 | -0.16 |
Over the past year, the inverse relationship between WTIU and JHMB has strengthened: their correlation has moved from -0.16 to -0.37, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
WTIU vs. JHMB — Risk / Return Rank
WTIU
JHMB
WTIU vs. JHMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) 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.
| WTIU | JHMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 2.01 | -0.53 |
| Martin ratioReturn relative to average drawdown | 3.46 | 5.34 | -1.88 |
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Drawdowns
WTIU vs. JHMB - Drawdown Comparison
The maximum WTIU drawdown since its inception was -75.73%, which is greater than JHMB's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for WTIU and JHMB.
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Drawdown Indicators
| WTIU | JHMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.73% | -14.53% | -61.20% |
Max Drawdown (1Y)Largest decline over 1 year | -48.11% | -3.01% | -45.10% |
Max Drawdown (3Y)Largest decline over 3 years | -75.73% | -5.80% | -69.93% |
Current DrawdownCurrent decline from peak | -38.39% | -1.57% | -36.82% |
Average DrawdownAverage peak-to-trough decline | -39.32% | -4.74% | -34.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.53% | 1.13% | +19.40% |
Volatility
WTIU vs. JHMB - Volatility Comparison
MicroSectors Energy 3X Leveraged ETN (WTIU) has a higher volatility of 20.68% compared to John Hancock Mortgage Backed Securities ETF (JHMB) at 1.19%. This indicates that WTIU'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
| WTIU | JHMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.68% | 1.19% | +19.49% |
Volatility (6M)Calculated over the trailing 6-month period | 57.05% | 2.92% | +54.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 3.80% | +65.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.88% | 5.77% | +65.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.88% | 5.77% | +65.11% |
WTIU vs. JHMB - Expense Ratio Comparison
WTIU has a 0.95% expense ratio, which is higher than JHMB's 0.39% expense ratio.
Dividends
WTIU vs. JHMB - Dividend Comparison
WTIU has not paid dividends to shareholders, while JHMB's dividend yield for the trailing twelve months is around 4.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JHMB John Hancock Mortgage Backed Securities ETF | 4.76% | 4.48% | 4.88% | 4.04% | 4.17% | 0.98% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTIU and JHMB have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (20.68%) compared to JHMB (1.19%). In terms of maximum drawdown, WTIU dropped -75.73% vs JHMB's -14.53%.
On 3-year performance, JHMB leads with 5.12% vs 2.57% for WTIU. On fees, JHMB is cheaper at 0.39% per year. On volatility, JHMB has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JHMB has performed better with a 5.12% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JHMB is cheaper with a 0.39% expense ratio, compared with 0.95% for WTIU.
JHMB has the higher dividend yield at 4.76%, compared with 0.00% for WTIU.
WTIU is categorized as Leveraged Equities, while JHMB is Intermediate Core-Plus Bond. They also come from different issuers: REX and John Hancock. Their fees differ too: 0.95% for WTIU and 0.39% for JHMB.
JHMB currently has the higher Sharpe Ratio (1.60 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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