JHMD

John Hancock Multifactor Developed International ETF

The John Hancock Multifactor Developed International ETF tracks an index of developed ex-North America stocks covering 85% of market cap and weighted by multiple factors.


International

EQUITY

Rules-Based

MANAGEMENT STYLE

721.6 M

ASSETS UNDER MGMT

39 bp

EXPENSES
Fund Basics
Fund sponsorJohn Hancock
CategoryInternational
Asset classEquity
Websitelink...
Inception dateDec 15, 2016
Assets (mns)$722
Expense ratio39 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsSemi-Annually
Taxation1099
Stock selectionMarket Cap
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
NOVO NORDISK A/S-B 1.7 %
TOTAL SA 1.4 %
TOYOTA MOTOR CORP 1.3 %
ASML HOLDING NV 1.3 %
SHELL PLC 1.2 %
WOLTERS KLUWER 1.1 %
NESTLE SA-REG 1.0 %
ROCHE HOLDING AG-BR 1.0 %
NOVARTIS AG 0.9 %
VINCI SA 0.8 %
Constituent Breakdown
Number of holdings643
Herfindahl-Hirschman Index 39
Wgt avg mkt cap (mns)$75,012
Large cap (>$10bn)86.4%
Mid cap ($2-10bn)12.4%
Small cap (<$2bn)0.1%
Developed mkts.99.7%
Emerging mkts.0.1%
Country Exposure
JAPAN 23.9 %
BRITAIN 15.1 %
FRANCE 10.3 %
SWITZERLAND 10.0 %
GERMANY 7.7 %
AUSTRALIA 6.7 %
NETHERLANDS 4.6 %
SPAIN 3.3 %
DENMARK 2.9 %
SWEDEN 2.7 %
Historical Performance


Standardized Performance (as of 09/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 6.5% 17.3% 22.6% 3.9% 7.2% -- 6.9%
Volatility 11.5% 12.3% 16.2% 16.3% 19.7% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.8676%
MSCI EAFE1.0099%
MSCI Emg Mkts0.8570%
Liquidity Measures
Avg. volume (000)75
Turnover0.4%
Avg. Bid/Ask (% of price)0.20%
ADV of underlying (mns)$62,118
Technical Indicators
Recent close$34.69
30d moving avg.$34.86
Annualized volatility17.7%
Relative strength (RSI)53
Short interest (ETF)0.2%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
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 --%
0.9 11.8 1.3 3.9% --
Based on closing prices from 10/9/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
JHMD



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™

JHMD

7.7%

Cat. Avg

7.3%


ALTAR Score™ Calculation

Category Overview
There are 257 funds in the International Equity category, with an average ALTAR Score™ of 7.3% and a standard deviation of 2.6%. JHMD's ALTAR Score™ is approximately 0.2 standard deviations above the category average. This places JHMD in the 56th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

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

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
International Equity ETFs
# of ETFs 152
Avg. Expense Ratio 42.9 bp
Std. Deviation 24.3 bp
JHMD (39 bp) Percentile rank 44
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
JHMD 39.0 20.4 59.4
Peer Avg. 35.4 18.9 54.3
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .