ECML vs JHI

Comparison between EUCLIDEAN FUNDAMENTAL VALUE ETF (ECML, ETF) and John Hancock Investors Trust (JHI, ETF).

ECML vs JHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ECML(ETF)	JHI(ETF)
Net Assets	$125M	$126M
Expense Ratio	0.95%	N/A
Max Drawdown	25.39%	58.45%
Sharpe Ratio	1.66	-0.12
5Y Beta	0.73	0.30
P/E Ratio	12.22	N/A
Forward P/E	11.50	N/A
5Y Dividends CAGR	N/A	1.81%
5Y EPS CAGR	28.26%	N/A
P/S Ratio	1.13	N/A
P/B Ratio	2.33	N/A

Net Assets

ECML

$125M

Winner

JHI

$126M

Expense Ratio

ECML

0.95%

JHI

N/A

Max Drawdown

Winner

ECML

25.39%

JHI

58.45%

Sharpe Ratio

Winner

ECML

1.66

JHI

-0.12

5Y Beta

ECML

0.73

Winner

JHI

0.30

P/E Ratio

ECML

12.22

JHI

N/A

Forward P/E

ECML

11.50

JHI

N/A

5Y Dividends CAGR

ECML

N/A

JHI

1.81%

5Y EPS CAGR

ECML

28.26%

JHI

N/A

P/S Ratio

ECML

1.13

JHI

N/A

P/B Ratio

ECML

2.33

JHI

N/A

ECML vs JHI - Historical Returns

Returns include dividend reinvestment.

Period	ECML	JHI
1 month	+5.79%	+0.99%
3 months	+9.95%	+1.96%
6 months	+13.70%	-0.21%
1 year	+27.41%	+2.35%
5 years(CAGR)	N/A	+0.91%
10 years(CAGR)	N/A	+5.23%
Max(CAGR)	+17.89%	+7.22%

Winner

ECML

+5.79%

JHI

+0.99%

Winner

ECML

+9.95%

JHI

+1.96%

Winner

ECML

+13.70%

JHI

-0.21%

Winner

ECML

+27.41%

JHI

+2.35%

5Y(CAGR)

ECML

N/A

JHI

+0.91%

10Y(CAGR)

ECML

N/A

JHI

+5.23%

Max(CAGR)

Winner

ECML

+17.89%

JHI

+7.22%

ECML vs JHI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ECML	JHI
2026	+24.50%	+1.18%
2025	+6.68%	+7.96%
2024	+2.58%	+14.60%
2023	+24.34%	+10.82%
2022	N/A	-28.69%
2021	N/A	+20.11%
2020	N/A	+6.16%
2019	N/A	+31.98%
2018	N/A	-13.53%
2017	N/A	+11.84%
2016	N/A	+23.22%
2015	N/A	-10.92%
2014	N/A	+1.57%
2013	N/A	-12.16%
2012	N/A	+10.43%
2011	N/A	+20.49%
2010	N/A	+21.76%
2009	N/A	+54.54%
2008	N/A	-14.95%
2007	N/A	-4.93%
2006	N/A	+14.25%
2005	N/A	-14.15%
2004	N/A	+21.64%
2003	N/A	+14.79%
2002	N/A	+6.80%
2001	N/A	+2.61%
2000	N/A	+20.26%
1999	N/A	-4.00%

ECML vs JHI Drawdown Comparison

The maximum drawdown for ECML was -24.66%, occurring on Apr 8, 2025. Recovery took 283 trading sessions.

The maximum drawdown for JHI was -42.94%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.

The current ECML drawdown is -0.71%. The current JHI drawdown is -1.78%.

Rank	ECML	JHI
#1	-24.66% Nov 25, 2024 - Jan 14, 2026	-42.94% Feb 20, 2020 - Dec 9, 2020
#2	-11.12% Aug 1, 2023 - Dec 13, 2023	-35.82% Jun 10, 2008 - Jul 24, 2009
#3	-9.94% Mar 28, 2024 - Jul 26, 2024	-34.70% Dec 31, 2021 - Oct 20, 2022
#4	-8.95% Jul 31, 2024 - Nov 6, 2024	-29.51% Apr 8, 2013 - Feb 28, 2017
#5	-7.01% Feb 18, 2026 - Apr 9, 2026	-21.62% Jan 25, 2005 - Jun 10, 2008
#6	-5.07% Dec 27, 2023 - Feb 12, 2024	-19.23% Sep 14, 2012 - Apr 8, 2013
#7	-4.28% May 18, 2023 - Jun 2, 2023	-19.18% Aug 23, 2017 - Jun 24, 2019
#8	-3.29% Jul 3, 2023 - Jul 11, 2023	-15.05% Mar 19, 2004 - Aug 11, 2004
#9	-3.17% Feb 12, 2024 - Feb 27, 2024	-13.81% Oct 4, 2010 - Feb 18, 2011
#10	-2.80% Nov 11, 2024 - Nov 22, 2024	-13.65% Jun 29, 2011 - Sep 27, 2011
#11	-2.79% May 6, 2026 - May 27, 2026	-11.71% Jul 2, 2010 - Sep 7, 2010
#12	-2.68% Jun 12, 2026 - Jul 13, 2026	-11.39% Sep 27, 2011 - Nov 4, 2011
#13	-2.10% May 27, 2026 - Jun 4, 2026	-9.58% Oct 8, 2009 - Jan 7, 2010
#14	-1.94% Jan 15, 2026 - Jan 21, 2026	-9.06% Jun 12, 2003 - Dec 15, 2003
#15	-1.62% Jun 13, 2023 - Jun 27, 2023	-8.14% Nov 5, 1999 - Jul 11, 2000

Correlation

Correlation between ECML and JHI is 0.78 which considered as a strong positive correlation - the stocks tend to move together.

0.78

-101

Dividend Comparison (2000 - 2026)

ECML vs JHI dividend yield comparison.

Year	ECML	JHI
2026	0.00%	4.23%
2025	1.38%	8.89%
2024	0.98%	7.91%
2023	0.77%	6.81%
2022	0.00%	9.45%
2021	0.00%	7.57%
2020	0.00%	7.95%
2019	0.00%	6.81%
2018	0.00%	8.52%
2017	0.00%	7.59%
2016	0.00%	8.12%
2015	0.00%	10.08%
2014	0.00%	9.05%
2013	0.00%	8.94%
2012	0.00%	8.58%
2011	0.00%	8.87%
2010	0.00%	10.34%
2009	0.00%	9.92%
2008	0.00%	11.98%
2007	0.00%	7.71%
2006	0.00%	6.85%
2005	0.00%	8.29%
2004	0.00%	7.41%
2003	0.00%	10.08%
2002	0.00%	6.35%
2001	0.00%	7.05%
2000	0.00%	3.66%