JHI vs ESG

Comparison between John Hancock Investors Trust (JHI, ETF) and FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF).

5-Year PerformanceESG has outperformed JHI, delivering a return of +12.1% compared to +0.9%

JHI vs ESG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHI(ETF)	ESG(ETF)
Net Assets	$128M	$128M
Expense Ratio	N/A	0.32%
Max Drawdown	58.45%	32.89%
Sharpe Ratio	0.27	1.53
5Y Beta	0.29	0.90
P/E Ratio	N/A	27.56
Forward P/E	N/A	21.28
PEG Ratio	N/A	0.46
5Y Dividends CAGR	1.10%	4.34%
5Y EPS CAGR	N/A	24.32%
Debt to Equity	N/A	40.18%
P/S Ratio	N/A	3.17
P/B Ratio	N/A	4.96

Net Assets

JHI

$128M

Winner

ESG

$128M

Expense Ratio

JHI

N/A

ESG

0.32%

Max Drawdown

JHI

58.45%

Winner

ESG

32.89%

Sharpe Ratio

JHI

0.27

Winner

ESG

1.53

5Y Beta

Winner

JHI

0.29

ESG

0.90

P/E Ratio

JHI

N/A

ESG

27.56

Forward P/E

JHI

N/A

ESG

21.28

PEG Ratio

JHI

N/A

ESG

0.46

5Y Dividends CAGR

JHI

1.10%

Winner

ESG

4.34%

5Y EPS CAGR

JHI

N/A

ESG

24.32%

Debt to Equity

JHI

N/A

ESG

40.18%

P/S Ratio

JHI

N/A

ESG

3.17

P/B Ratio

JHI

N/A

ESG

4.96

JHI vs ESG - Historical Returns

Returns include dividend reinvestment.

Period	JHI	ESG
1 month	-1.46%	+3.29%
3 months	-1.89%	+9.29%
6 months	-2.90%	+10.08%
1 year	+5.79%	+23.63%
5 years(CAGR)	+0.86%	+12.14%
10 years(CAGR)	+6.30%	+14.84%
Max(CAGR)	+7.17%	+14.84%

JHI

-1.46%

Winner

ESG

+3.29%

JHI

-1.89%

Winner

ESG

+9.29%

JHI

-2.90%

Winner

ESG

+10.08%

JHI

+5.79%

Winner

ESG

+23.63%

5Y(CAGR)

JHI

+0.86%

Winner

ESG

+12.14%

10Y(CAGR)

JHI

+6.30%

Winner

ESG

+14.84%

Max(CAGR)

JHI

+7.17%

Winner

ESG

+14.84%

JHI vs ESG - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JHI	ESG
2026	-1.74%	+9.29%
2025	+7.96%	+16.48%
2024	+14.60%	+20.72%
2023	+10.82%	+28.05%
2022	-28.69%	-20.63%
2021	+20.11%	+30.12%
2020	+6.16%	+19.77%
2019	+31.98%	+30.99%
2018	-13.53%	-5.15%
2017	+11.84%	+22.77%
2016	+23.22%	+5.71%
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 ESG Drawdown Comparison

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

The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The current JHI drawdown is -4.62%. The current ESG drawdown is -3.03%.

Rank	JHI	ESG
#1	-42.94% Feb 20, 2020 - Dec 9, 2020	-32.52% Feb 19, 2020 - Aug 6, 2020
#2	-35.82% Jun 10, 2008 - Jul 24, 2009	-26.04% Jan 3, 2022 - Dec 13, 2023
#3	-34.70% Dec 31, 2021 - Oct 20, 2022	-18.70% Oct 3, 2018 - Apr 12, 2019
#4	-29.51% Apr 8, 2013 - Feb 28, 2017	-18.32% Feb 19, 2025 - Jun 26, 2025
#5	-21.62% Jan 25, 2005 - Jun 10, 2008	-13.41% Jul 10, 2017 - Jan 12, 2018
#6	-19.23% Sep 14, 2012 - Apr 8, 2013	-10.27% Jan 29, 2018 - Aug 6, 2018
#7	-19.18% Aug 23, 2017 - Jun 24, 2019	-10.24% Sep 2, 2020 - Nov 16, 2020
#8	-15.05% Mar 19, 2004 - Aug 11, 2004	-8.67% Feb 9, 2026 - Apr 17, 2026
#9	-13.81% Oct 4, 2010 - Feb 18, 2011	-8.51% Jul 16, 2024 - Sep 19, 2024
#10	-13.65% Jun 29, 2011 - Sep 27, 2011	-7.02% May 3, 2019 - Jun 20, 2019
#11	-11.71% Jul 2, 2010 - Sep 7, 2010	-6.57% Jul 26, 2019 - Oct 28, 2019
#12	-11.39% Sep 27, 2011 - Nov 4, 2011	-5.44% Mar 28, 2024 - May 15, 2024
#13	-9.58% Oct 8, 2009 - Jan 7, 2010	-5.36% Sep 3, 2021 - Oct 20, 2021
#14	-9.06% Jun 12, 2003 - Dec 15, 2003	-4.72% Oct 28, 2025 - Dec 11, 2025
#15	-8.14% Nov 5, 1999 - Jul 11, 2000	-4.52% Dec 6, 2024 - Jan 27, 2025

Correlation

Correlation between JHI and ESG is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2000 - 2026)

JHI vs ESG dividend yield comparison.

Year	JHI	ESG
2026	2.00%	0.16%
2025	8.89%	0.96%
2024	7.91%	1.18%
2023	6.81%	1.10%
2022	9.45%	1.38%
2021	7.57%	1.03%
2020	7.95%	1.33%
2019	6.81%	1.51%
2018	8.52%	1.72%
2017	7.59%	1.52%
2016	8.12%	0.92%
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%