John Hancock Multifactor Emerging Markets ETF

John Hancock Multifactor Emerging Markets ETF (JHEM)

Description

The investment seeks to track the performance of the John Hancock Dimensional Emerging Markets Index. The JHEM ETF contains 697 constituents. It is focused on blend holdings in the Asia-Pacific region.

Price $21.63 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	3.36%
Expense ratio	0.49%
Average spread	0.185%
1Y roundtrip cost	0.675%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	0.3%	-3.2%	-2.1%	-5.4%	0.5%	-6.3%	0.1%	-0.5%	-10.6%	-0.6%			-27.7%
2021	2.0%	2.1%	0.7%	1.4%	2.5%	0.3%	-5.1%	2.5%	-4.0%	0.4%	-3.1%	2.8%	2.5%
2020	-6.9%	-4.2%	-16.8%	6.7%	2.9%	5.4%	7.5%	1.3%	-0.8%	0.4%	11.2%	7.6%	14.4%
2019	10.3%	-1.6%	1.3%	1.8%	-6.3%	5.8%	-2.7%	-4.1%	2.2%	3.3%	-0.2%	7.8%	17.7%
2018										-10.8%	7.5%	-3.4%	-6.7%
	5.7%	-6.9%	-16.9%	4.6%	-0.3%	5.1%	-0.2%	-0.7%	-13.2%	-7.2%	15.4%	14.8%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022						0.18							0.18
2021						0.24						0.54	0.79
2020						0.18						0.31	0.49
2019						0.17						0.46	0.63
2018												0.05	0.05
	0.00	0.00	0.00	0.00	0.00	0.77	0.00	0.00	0.00	0.00	0.00	1.36

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	JHEM	FRDM	GEM	LDEM	QEMM	RESE
Product name	John Hancock Multifactor Emerging Markets ETF	Freedom 100 Emerging Markets ETF	Goldman Sachs ActiveBeta Emerging Markets Equity ETF	iShares ESG MSCI EM Leaders ETF	SPDR MSCI Emerging Markets Quality Mix ETF	WisdomTree Emerging Markets Dividend Fund
Issuer	John Hancock	Alpha Architect	Goldman Sachs	iShares	SPDR	WisdomTree
Price	$21.63	$25.485	$25.93	$40.3425	$51.13	$24.618
Expense Ratio	0.49%	0.49%	0.45%	0.16%	0.3%	0.32%
Average Spread	0.185%	0.471%	0.154%	0.273%	0.332%	0.406%
AUM	$511,333,000	$79,732,200	$937,071,000	$563,920,000	$61,497,300	$22,071,800
Shares	23,640,000	3,128,593	36,138,482	13,978,321	1,202,764	896,571
Average Daily Volume	66,790	63,589	278,510	30,820	3,333	3,410
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2018-09-27	2019-05-23	2015-09-29	2020-02-05	2014-06-04	2016-04-07
Index Tracked	John Hancock Dimensional Emerging Markets Index	Life + Liberty Freedom 100 Emerging Markets Index	Goldman Sachs ActiveBeta Emerging Markets Equity Index	MSCI EM Extended ESG Leaders 5% Issuer Capped Index	MSCI Emerging Markets Factor Mix A-Series Index	No Underlying Index
Category	Emerging Markets Equities	Foreign Large Cap Equities	Emerging Markets Equities	Emerging Markets Equities	Emerging Markets Equities	Asia Pacific Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	Asia-Pacific	Asia-Pacific	Asia-Pacific	Asia-Pacific	Asia-Pacific	Asia-Pacific
Countries	Broad	Broad	Broad	Broad	Pacific ex-Japan	Pacific ex-Japan
Annual Dividend Rate	$0.727	$0.5	$0.969	$1.205	$1.821	$1.051
Annual Dividend Yield	0.034%	0.020%	0.037%	0.030%	0.036%	0.043%
Number of Holdings	697	100	642	476	905	298
YTD Return	-24.96%	-23.05%	-28.12%	-29.36%	-23.64%	-28.18%
Beta	0.78	0.94	0.74	0.64	0.62	0.71
Upside Beta	0.55	0.65	0.47	0.37	0.31	0.42
Downside Beta	0.12	0.12	-0.31	-0.60	-0.22	-0.50
Volatility 1Y	20.20%	22.62%	19.56%	22.37%	16.91%	21.06%
Sharpe Ratio 3Y	-0.29	-0.09	-0.45	0.00	-0.28	0.00
Treynor Ratio 3Y	-0.01	0.00	-0.01	0.00	-0.01	0.00

Securities Database