John Hancock Multifactor Developed International ETF

John Hancock Multifactor Developed International ETF (JHMD)

Description

The investment seeks to track the performance of the John Hancock Dimensional Developed International Index. The JHMD ETF contains 738 constituents. It is focused on blend holdings in the Europe region.

Price $24.50 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	4.3%
Expense ratio	0.39%
Average spread	0.327%
1Y roundtrip cost	0.717%

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	-3.0%	-3.5%	0.4%	-6.5%	2.0%	-8.8%	4.6%	-5.7%	-9.6%	1.7%			-28.4%
2021	-1.2%	2.8%	2.7%	2.4%	4.2%	-0.9%	1.0%	1.3%	-3.3%	2.8%	-4.2%	4.2%	11.7%
2020	-2.5%	-7.8%	-14.7%	6.3%	5.4%	3.0%	1.3%	5.8%	-2.4%	-3.4%	13.8%	5.3%	10.2%
2019	6.9%	2.6%	0.3%	2.5%	-5.1%	5.6%	-2.2%	-2.0%	2.8%	3.5%	1.3%	2.7%	18.8%
2018	4.9%	-4.4%	-0.5%	1.1%	-1.6%	-2.4%	2.6%	-2.3%	1.1%	-8.3%	0.2%	-5.2%	-14.9%
2017	3.2%	0.9%	2.9%	2.5%	3.8%	0.3%	2.1%	0.8%	2.3%	1.7%	0.9%	1.3%	22.6%
	8.4%	-9.5%	-8.9%	8.2%	8.8%	-3.3%	9.4%	-2.1%	-9.1%	-2.0%	12.0%	8.3%

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						0.54							0.54
2021						0.57						0.52	1.08
2020						0.24						0.35	0.59
2019						0.60						0.35	0.94
2018						0.47						0.06	0.53
2017						0.45						0.24	0.69
	0.00	0.00	0.00	0.00	0.00	2.87	0.00	0.00	0.00	0.00	0.00	1.51

Sectors and Top Holdings

Security	% Assets
Nestle S.A.	1.64%
ASML Holding NV	1.25%
Toyota Motor Corp.	1.17%
Roche Holding Ltd	1.04%
LVMH Moet Hennessy Louis Vuitton SE	0.81%
Novartis AG	0.78%
Novo Nordisk A/S Class B	0.75%
Wolters Kluwer NV	0.71%
Compagnie Generale des Etablissements Michelin SCA	0.71%
Royal Dutch Shell Plc Class B	0.67%
AstraZeneca PLC	0.67%
Compagnie de Saint-Gobain SA	0.66%
AIA Group Limited	0.66%
Daimler AG	0.65%
Orange SA	0.58%
Top 15 Weights	12.75%

Compare with similar ETFs

	JHMD	EFA	GSID	MFDX	PQIN	TPIF
Product name	John Hancock Multifactor Developed International ETF	iShares MSCI EAFE ETF	Goldman Sachs MarketBeta International Equity ETF	PIMCO RAFI Dynamic Multi-Factor International Equity ETF	PGIM QMA Strategic Alpha International Equity ETF	Timothy Plan International ETF
Issuer	John Hancock	iShares	Goldman Sachs	PIMCO	PGIM	Timothy
Price	$24.5	$57.99	$41.1799	$22.55	$42.222	$20.5
Expense Ratio	0.39%	0.32%	0.2%	0.39%	0.29%	0.62%
Average Spread	0.327%	0.017%	0.267%	0.133%	0.403%	0.488%
AUM	$376,587,000	$41,711,900,000	$254,882,000	$72,618,600	$29,188,500	$57,857,900
Shares	15,370,903	719,294,943	6,189,481	3,220,339	691,311	2,822,335
Average Daily Volume	57,088	29,397,227	6,273	16,176	70	23,827
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2016-12-15	2001-08-14	2020-05-12	2017-08-31	2018-12-04	2019-12-02
Index Tracked	John Hancock Dimensional Developed International Index	MSCI EAFE Index	Solactive GBS Developed Markets ex North America Large & Mid Cap Index	RAFI Dynamic Multi-Factor Developed Ex-U.S. Index	No Underlying Index	Victory International Volatility Weighted BRI Index
Category	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap 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	Europe	Europe	Europe	Europe	Europe	Europe
Countries	Broad	EAFE	Broad	Broad	Broad	Broad
Annual Dividend Rate	$1.054	$3.013	$1.188	$0.93	$4.851	$0.684
Annual Dividend Yield	0.043%	0.052%	0.029%	0.041%	0.115%	0.033%
Number of Holdings	738	848	979	1169	439	383
YTD Return	-25.86%	-24.67%	-25.76%	-21.72%	-25.18%	-27.98%
Beta	0.62	0.70	0.75	0.61	0.56	0.72
Upside Beta	0.27	0.26	0.30	0.24	0.32	0.40
Downside Beta	-0.07	0.14	-0.49	0.05	-0.20	-0.51
Volatility 1Y	20.44%	20.82%	20.09%	18.94%	18.40%	19.60%
Sharpe Ratio 3Y	-0.28	-0.23	0.00	-0.20	-0.37	0.00
Treynor Ratio 3Y	-0.01	0.00	0.00	0.00	-0.01	0.00

Securities Database