JHEM

John Hancock Multifactor Emerging Markets ETF

The John Hancock Multifactor Emerging Markets ETF tracks a multi-factor selected and weighted index of large- and midcap stocks from emerging markets.


Emerging Market

EQUITY

Rules-Based

MANAGEMENT STYLE

697.3 M

ASSETS UNDER MGMT

49 bp

EXPENSES
Fund Basics
Fund sponsorJohn Hancock
CategoryEmerging
Asset classEquity
Websitelink...
Inception dateSep 27, 2018
Assets (mns)$697
Expense ratio49 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsSemi-annual
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
TAIWAN SEMICONDUCTOR MANUFAC 4.9 %
SAMSUNG ELECTRONICS CO LTD 3.6 %
TENCENT HOLDINGS LTD 3.4 %
RELIANCE INDS-SPONS GDR 144A 2.3 %
ALIBABA GROUP HOLDING LTD. 1.3 %
ALIBABA GROUP HOLDING LTD. SPONSORED ADR 1.2 %
HDFC BANK LIMITED 1.2 %
INFOSYS TECHNOLOGIES LTD 1.0 %
ICICI BANK LTD 1.0 %
HON HAI PRECISION INDUSTRY 1.0 %
Constituent Breakdown
Number of holdings955
Herfindahl-Hirschman Index 81
Wgt avg mkt cap (mns)$114,397
Large cap (>$10bn)79.0%
Mid cap ($2-10bn)20.1%
Small cap (<$2bn)0.2%
Developed mkts.3.3%
Emerging mkts.96.7%
Country Exposure
INDIA 24.3 %
CHINA 19.6 %
TAIWAN 18.3 %
SOUTH KOREA 12.1 %
BRAZIL 4.6 %
SAUDI ARABIA 3.3 %
SOUTH AFRICA 2.7 %
MEXICO 2.0 %
INDONESIA 1.9 %
MALAYSIA 1.8 %
Historical Performance


Standardized Performance (as of 09/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 11.3% 21.0% 16.9% 1.0% 5.5% -- 5.8%
Volatility 13.3% 14.0% 16.1% 17.0% 21.2% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.6852%
MSCI EAFE0.8171%
MSCI Emg Mkts0.9799%
Liquidity Measures
Avg. volume (000)45
Turnover0.2%
Avg. Bid/Ask (% of price)0.14%
ADV of underlying (mns)$119,632
Technical Indicators
Recent close$28.46
30d moving avg.$27.30
Annualized volatility16.8%
Relative strength (RSI)55
Short interest (ETF)0.0%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

Risk and Returns: JHEM vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
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Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.2 11.0 1.4 2.9% --
Based on closing prices from 10/9/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
JHEM



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™

JHEM

7.8%

Cat. Avg

7.5%


ALTAR Score™ Calculation

Category Overview
There are 164 funds in the Emerging Equity category, with an average ALTAR Score™ of 7.5% and a standard deviation of 4.1%. JHEM's ALTAR Score™ is approximately 0.1 standard deviations above the category average. This places JHEM in the 54th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

JHEM
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
Emerging Market Equity ETFs
# of ETFs 103
Avg. Expense Ratio 64.6 bp
Std. Deviation 29 bp
JHEM (49 bp) Percentile rank 30
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
JHEM 49.0 14.4 63.4
Peer Avg. 48.7 27.9 76.5
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .