JHI vs ECML

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

JHI vs ECML - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHI(ETF)	ECML(ETF)
Net Assets	$126M	$125M
Expense Ratio	N/A	0.95%
Max Drawdown	58.45%	25.39%
Sharpe Ratio	-0.12	1.60
5Y Beta	0.30	0.73
P/E Ratio	N/A	12.22
Forward P/E	N/A	11.51
5Y Dividends CAGR	1.81%	N/A
5Y EPS CAGR	N/A	28.26%
P/S Ratio	N/A	1.13
P/B Ratio	N/A	2.33

Net Assets

Winner

JHI

$126M

ECML

$125M

Expense Ratio

JHI

N/A

ECML

0.95%

Max Drawdown

JHI

58.45%

Winner

ECML

25.39%

Sharpe Ratio

JHI

-0.12

Winner

ECML

1.60

5Y Beta

Winner

JHI

0.30

ECML

0.73

P/E Ratio

JHI

N/A

ECML

12.22

Forward P/E

JHI

N/A

ECML

11.51

5Y Dividends CAGR

JHI

1.81%

ECML

N/A

5Y EPS CAGR

JHI

N/A

ECML

28.26%

P/S Ratio

JHI

N/A

ECML

1.13

P/B Ratio

JHI

N/A

ECML

2.33

JHI vs ECML - Historical Returns

Returns include dividend reinvestment.

Period	JHI	ECML
1 month	+1.15%	+3.93%
3 months	+1.35%	+11.35%
6 months	-0.21%	+13.54%
1 year	+1.99%	+27.38%
5 years(CAGR)	+0.91%	N/A
10 years(CAGR)	+5.21%	N/A
Max(CAGR)	+7.22%	+17.82%

JHI

+1.15%

Winner

ECML

+3.93%

JHI

+1.35%

Winner

ECML

+11.35%

JHI

-0.21%

Winner

ECML

+13.54%

JHI

+1.99%

Winner

ECML

+27.38%

5Y(CAGR)

JHI

+0.91%

ECML

N/A

10Y(CAGR)

JHI

+5.21%

ECML

N/A

Max(CAGR)

JHI

+7.22%

Winner

ECML

+17.82%

JHI vs ECML - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JHI	ECML
2026	+1.18%	+24.33%
2025	+7.96%	+6.68%
2024	+14.60%	+2.58%
2023	+10.82%	+24.34%
2022	-28.69%	N/A
2021	+20.11%	N/A
2020	+6.16%	N/A
2019	+31.98%	N/A
2018	-13.53%	N/A
2017	+11.84%	N/A
2016	+23.22%	N/A
2015	-10.92%	N/A
2014	+1.57%	N/A
2013	-12.16%	N/A
2012	+10.43%	N/A
2011	+20.49%	N/A
2010	+21.76%	N/A
2009	+54.54%	N/A
2008	-14.95%	N/A
2007	-4.93%	N/A
2006	+14.25%	N/A
2005	-14.15%	N/A
2004	+21.64%	N/A
2003	+14.79%	N/A
2002	+6.80%	N/A
2001	+2.61%	N/A
2000	+20.26%	N/A
1999	-4.00%	N/A

JHI vs ECML Drawdown Comparison

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

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

The current JHI drawdown is -1.78%. The current ECML drawdown is -0.85%.

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

Correlation

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

0.78

-101

Dividend Comparison (2000 - 2026)

JHI vs ECML dividend yield comparison.

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