HQL vs JHSC

Comparison between abrdn Life Sciences Investors (HQL, ETF) and JOHN HANCOCK MULTIFACTOR SMALL CAP ETF (JHSC, ETF).

5-Year PerformanceHQL has outperformed JHSC, delivering a return of +10.6% compared to +8.2%

HQL vs JHSC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HQL(ETF)	JHSC(ETF)
Net Assets	$689M	$687M
Expense Ratio	N/A	0.42%
Max Drawdown	84.10%	42.66%
Sharpe Ratio	2.27	1.12
5Y Beta	0.71	0.98
P/E Ratio	N/A	27.06
Forward P/E	N/A	15.39
5Y Dividends CAGR	9.07%	11.46%
5Y EPS CAGR	N/A	17.57%
Debt to Equity	N/A	35.62%
P/S Ratio	N/A	1.38
P/B Ratio	N/A	2.30

Net Assets

Winner

HQL

$689M

JHSC

$687M

Expense Ratio

HQL

N/A

JHSC

0.42%

Max Drawdown

HQL

84.10%

Winner

JHSC

42.66%

Sharpe Ratio

Winner

HQL

2.27

JHSC

1.12

5Y Beta

Winner

HQL

0.71

JHSC

0.98

P/E Ratio

HQL

N/A

JHSC

27.06

Forward P/E

HQL

N/A

JHSC

15.39

5Y Dividends CAGR

HQL

9.07%

Winner

JHSC

11.46%

5Y EPS CAGR

HQL

N/A

JHSC

17.57%

Debt to Equity

HQL

N/A

JHSC

35.62%

P/S Ratio

HQL

N/A

JHSC

1.38

P/B Ratio

HQL

N/A

JHSC

2.30

HQL vs JHSC - Historical Returns

Returns include dividend reinvestment.

Period	HQL	JHSC
1 month	+8.12%	+1.40%
3 months	+14.39%	+4.89%
6 months	+24.46%	+6.90%
1 year	+72.56%	+22.93%
5 years(CAGR)	+10.60%	+8.22%
10 years(CAGR)	+10.70%	+9.06%
Max(CAGR)	+11.42%	+9.06%

Winner

HQL

+8.12%

JHSC

+1.40%

Winner

HQL

+14.39%

JHSC

+4.89%

Winner

HQL

+24.46%

JHSC

+6.90%

Winner

HQL

+72.56%

JHSC

+22.93%

5Y(CAGR)

Winner

HQL

+10.60%

JHSC

+8.22%

10Y(CAGR)

Winner

HQL

+10.70%

JHSC

+9.06%

Max(CAGR)

Winner

HQL

+11.42%

JHSC

+9.06%

HQL vs JHSC - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	HQL	JHSC
2026	+26.17%	+14.63%
2025	+44.05%	+7.26%
2024	+8.82%	+10.44%
2023	+3.56%	+21.35%
2022	-19.50%	-15.01%
2021	+7.51%	+21.47%
2020	+24.15%	+11.50%
2019	+22.34%	+24.48%
2018	-16.96%	-12.49%
2017	+23.41%	+4.48%
2016	-17.36%	N/A
2015	+5.15%	N/A
2014	+32.12%	N/A
2013	+45.86%	N/A
2012	+35.62%	N/A
2011	+19.57%	N/A
2010	+19.26%	N/A
2009	+8.27%	N/A
2008	-27.57%	N/A
2007	+7.75%	N/A
2006	-6.90%	N/A
2005	+11.70%	N/A
2004	+8.55%	N/A
2003	+38.11%	N/A
2002	-35.94%	N/A
2001	+17.75%	N/A
2000	+21.69%	N/A
1999	+36.71%	N/A

HQL vs JHSC Drawdown Comparison

The maximum drawdown for HQL was -62.49%, occurring on Oct 9, 2002. Recovery took 2992 trading sessions.

The maximum drawdown for JHSC was -42.66%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The current HQL drawdown is -4.80%. The current JHSC drawdown is -0.41%.

Rank	HQL	JHSC
#1	-62.49% Feb 18, 2000 - Jan 11, 2012	-42.66% Feb 20, 2020 - Nov 16, 2020
#2	-45.19% Jul 23, 2015 - Nov 27, 2020	-25.22% Nov 8, 2021 - Dec 26, 2023
#3	-38.82% Sep 7, 2021 - Sep 26, 2025	-25.15% Nov 25, 2024 - Dec 10, 2025
#4	-18.54% Feb 27, 2014 - Oct 28, 2014	-24.70% Aug 29, 2018 - Jan 14, 2020
#5	-16.72% May 15, 2013 - Jul 26, 2013	-10.77% Jan 23, 2018 - Jun 5, 2018
#6	-13.80% Oct 8, 2012 - Dec 11, 2012	-9.63% Feb 9, 2026 - Apr 17, 2026
#7	-11.50% Feb 19, 2021 - Jun 29, 2021	-8.07% Jul 31, 2024 - Sep 19, 2024
#8	-10.25% Oct 31, 2025 - Nov 24, 2025	-7.61% Mar 28, 2024 - Jul 15, 2024
#9	-10.01% Aug 2, 2013 - Sep 11, 2013	-7.05% Apr 28, 2021 - Sep 1, 2021
#10	-9.85% Jan 27, 2000 - Feb 7, 2000	-6.95% Mar 15, 2021 - Apr 16, 2021
#11	-9.07% Mar 20, 2015 - Jun 22, 2015	-5.48% Feb 24, 2021 - Mar 11, 2021
#12	-8.92% Nov 8, 1999 - Dec 21, 1999	-5.40% Dec 27, 2023 - Mar 1, 2024
#13	-8.61% Dec 18, 2014 - Jan 13, 2015	-4.66% Jan 20, 2021 - Feb 4, 2021
#14	-8.18% Sep 11, 2013 - Nov 25, 2013	-4.65% Sep 2, 2021 - Oct 20, 2021
#15	-8.13% Dec 12, 2014 - Dec 18, 2014	-4.35% Nov 11, 2024 - Nov 25, 2024

Correlation

Correlation between HQL and JHSC is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2000 - 2026)

HQL vs JHSC dividend yield comparison.

Year	HQL	JHSC
2026	5.65%	0.39%
2025	10.85%	1.13%
2024	14.18%	0.96%
2023	9.44%	0.98%
2022	9.57%	1.13%
2021	8.79%	1.08%
2020	7.90%	1.12%
2019	8.03%	1.14%
2018	10.72%	1.09%
2017	8.25%	0.00%
2016	12.18%	0.00%
2015	11.84%	0.00%
2014	7.11%	0.00%
2013	6.80%	0.00%
2012	8.00%	0.00%
2011	12.38%	0.00%
2010	4.83%	0.00%
2009	4.45%	0.00%
2008	12.73%	0.00%
2007	8.83%	0.00%
2006	9.22%	0.00%
2005	13.15%	0.00%
2004	8.57%	0.00%
2003	7.99%	0.00%
2002	18.33%	0.00%
2001	14.60%	0.00%
2000	14.25%	0.00%