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XIDV vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIDV vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) 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

The year-to-date returns for both investments are quite close, with XIDV having a 13.30% return and JHID slightly higher at 13.83%.


XIDV

1D
0.31%
1M
-0.70%
6M
12.09%
YTD
13.30%
1Y
27.53%
3Y*
5Y*
10Y*

JHID

1D
0.60%
1M
-0.53%
6M
11.64%
YTD
13.83%
1Y
29.79%
3Y*
20.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. JHID - Yearly Performance Comparison


Correlation

The correlation between XIDV and JHID is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

0.91

The correlation between XIDV and JHID has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

XIDV vs. JHID - Sectors Allocation Comparison


Sectors
XIDV
JHID

Financial Services

33.5%
28.6%

Energy

11.1%
6.0%

Consumer Defensive

8.9%
7.9%

Industrials

8.7%
15.7%

Consumer Cyclical

8.5%
4.8%

Basic Materials

7.8%
6.6%

Utilities

7.6%
5.8%

Healthcare

5.3%
6.4%

Communication Services

5.3%
2.8%

Real Estate

2.1%
5.8%

Technology

0.9%
9.6%

Financial Services

XIDV
33.5%
JHID
28.6%

Energy

XIDV
11.1%
JHID
6.0%

Consumer Defensive

XIDV
8.9%
JHID
7.9%

Industrials

XIDV
8.7%
JHID
15.7%

Consumer Cyclical

XIDV
8.5%
JHID
4.8%

Basic Materials

XIDV
7.8%
JHID
6.6%

Utilities

XIDV
7.6%
JHID
5.8%

Healthcare

XIDV
5.3%
JHID
6.4%

Communication Services

XIDV
5.3%
JHID
2.8%

Real Estate

XIDV
2.1%
JHID
5.8%

Technology

XIDV
0.9%
JHID
9.6%

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Return for Risk

XIDV vs. JHID — Risk / Return Rank

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

XIDV
XIDV Risk / Return Rank: 8181
Overall Rank
XIDV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
XIDV Omega Ratio Rank: 8383
Omega Ratio Rank
XIDV Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIDV Martin Ratio Rank: 7777
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 8585
Overall Rank
JHID Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 8787
Sortino Ratio Rank
JHID Omega Ratio Rank: 8585
Omega Ratio Rank
JHID Calmar Ratio Rank: 8282
Calmar Ratio Rank
JHID Martin Ratio Rank: 8484
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.

XIDV vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.


XIDVJHIDDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.28

3.48

-0.20

Martin ratioReturn relative to average drawdown

11.52

13.27

-1.76

XIDV vs. JHID - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.14, which is comparable to the JHID Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of XIDV and JHID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XIDV vs. JHID - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, roughly equal to the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for XIDV and JHID.


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Drawdown Indicators


XIDVJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-12.42%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-8.42%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-0.70%

-0.85%

+0.15%

Average Drawdown

Average peak-to-trough decline

-1.43%

-2.43%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.21%

+0.14%

Volatility

XIDV vs. JHID - Volatility Comparison

Franklin International Dividend Booster Index ETF (XIDV) and John Hancock International High Dividend ETF (JHID) have volatilities of 3.77% and 3.84%, 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.


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Volatility by Period


XIDVJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.84%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

11.04%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

13.03%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

13.91%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

13.91%

+0.74%

XIDV vs. JHID - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is lower than JHID's 0.46% expense ratio.


Dividends

XIDV vs. JHID - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 6.02%, more than JHID's 3.45% yield.


PositionTTM202520242023
JHID
John Hancock International High Dividend ETF
3.45%3.13%5.15%5.23%
XIDV
Franklin International Dividend Booster Index ETF
6.02%4.63%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, XIDV 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.

JHID has higher volatility (3.84%) compared to XIDV (3.77%). In terms of maximum drawdown, XIDV dropped -12.15% vs JHID's -12.42%.

On 1-year performance, JHID leads with 29.79% vs 27.53% for XIDV. On fees, XIDV is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JHID has performed better with a 29.79% return vs 27.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XIDV is cheaper with a 0.19% expense ratio, compared with 0.46% for JHID.

XIDV has the higher dividend yield at 6.02%, compared with 3.45% for JHID.

They also come from different issuers: Franklin Templeton and John Hancock. Their fees differ too: 0.19% for XIDV and 0.46% for JHID.

JHID currently has the higher Sharpe Ratio (2.25 vs 2.14), 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.

Portfolio Optimizer

Find the right allocation for XIDV and JHID

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