JHMD vs DDWM

Comparison between JOHN HANCOCK MULTIFACTOR DEVELOPED INTERNATIONAL ETF (JHMD, ETF) and WISDOMTREE DYNAMIC INTERNATIONAL EQUITY FUND (DDWM, ETF).

5-Year PerformanceDDWM has outperformed JHMD, delivering a return of +12.5% compared to +9.0%

JHMD vs DDWM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHMD(ETF)	DDWM(ETF)
Net Assets	$1.20B	$1.30B
Expense Ratio	0.39%	0.40%
Max Drawdown	38.87%	37.15%
Sharpe Ratio	1.46	1.47
5Y Beta	0.70	0.62
5Y Dividends CAGR	17.64%	3.98%

Net Assets

JHMD

$1.20B

Winner

DDWM

$1.30B

Expense Ratio

Winner

JHMD

0.39%

DDWM

0.40%

Max Drawdown

JHMD

38.87%

Winner

DDWM

37.15%

Sharpe Ratio

JHMD

1.46

Winner

DDWM

1.47

5Y Beta

JHMD

0.70

Winner

DDWM

0.62

5Y Dividends CAGR

Winner

JHMD

17.64%

DDWM

3.98%

JHMD vs DDWM - Holdings Comparison

JHMD and DDWM have 5 common holdings. Overlap is 1.00%

JHMD's top 25 holdings weight is 19.42%. DDWM's top 25 holdings weight is 21.97%.

Rank	JHMD	DDWM
#1	VINCI SA (n/a) - 1.69%	HSBC HOLDINGS PLC (n/a) - 1.63%
#2	ASML HOLDING NV (n/a) - 1.62%	TOYOTA MOTOR CORP (n/a) - 1.26%
#3	BASF SE (n/a) - 1.13%	NOVARTIS AG REGISTERED SHARES (n/a) - 1.19%
#4	ENGIE SA (n/a) - 1.08%	NESTLE SA (n/a) - 1.14%
#5	NOVARTIS AG REGISTERED SHARES (n/a) - 1.07%	INTESA SANPAOLO (n/a) - 1.12%
#6	HSBC HOLDINGS PLC (n/a) - 0.99%	SHELL PLC (n/a) - 1.08%
#7	BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 0.95%	ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.03%
#8	BP PLC (n/a) - 0.80%	BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 0.87%
#9	ORANGE SA (n/a) - 0.76%	BRITISH AMERICAN TOBACCO PLC (n/a) - 0.86%
#10	BAYER AG (n/a) - 0.75%	AXA SA (n/a) - 0.85%
#11	SHELL PLC (n/a) - 0.74%	BHP GROUP LTD (n/a) - 0.84%
#12	ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 0.73%	ASML HOLDING NV (n/a) - 0.83%
#13	ASTRAZENECA PLC (AZN) - 0.72%	n/a (n/a) - 0.79%
#14	COMPAGNIE DE SAINT-GOBAIN SA (n/a) - 0.72%	LVMH MOET HENNESSY LOUIS VUITTON SE (n/a) - 0.79%
#15	NESTLE SA (n/a) - 0.69%	BNP PARIBAS ACT. CAT.A (n/a) - 0.78%
#16	DEUTSCHE TELEKOM AG (n/a) - 0.66%	EQUINOR ASA (n/a) - 0.76%
#17	SOFTBANK GROUP CORP (n/a) - 0.66%	BP PLC (n/a) - 0.73%
#18	BANCO SANTANDER SA (n/a) - 0.63%	ALLIANZ SE (n/a) - 0.71%
#19	STANDARD CHARTERED PLC (n/a) - 0.60%	ASTRAZENECA PLC (AZN) - 0.69%
#20	TOTALENERGIES SE (TTE) - 0.59%	ENEL SPA (n/a) - 0.69%
#21	RWE AG CLASS A (n/a) - 0.37%	UNICREDIT SPA (n/a) - 0.69%
#22	SAFRAN SA (n/a) - 0.37%	MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 0.68%
#23	HITACHI LTD (n/a) - 0.37%	ENGIE SA (n/a) - 0.66%
#24	SWISS RE AG (n/a) - 0.37%	IBERDROLA SA (n/a) - 0.65%
#25	INFINEON TECHNOLOGIES AG (n/a) - 0.36%	RIO TINTO PLC ORDINARY SHARES (n/a) - 0.65%
Total Holdings	553	1391

JHMD vs DDWM - Historical Returns

Returns include dividend reinvestment.

Period	JHMD	DDWM
1 month	+1.40%	+0.39%
3 months	-0.07%	-0.77%
6 months	+13.45%	+10.70%
1 year	+27.43%	+23.90%
5 years(CAGR)	+9.04%	+12.53%
10 years(CAGR)	+9.51%	+10.56%
Max(CAGR)	+9.51%	+10.72%

Winner

JHMD

+1.40%

DDWM

+0.39%

Winner

JHMD

-0.07%

DDWM

-0.77%

Winner

JHMD

+13.45%

DDWM

+10.70%

Winner

JHMD

+27.43%

DDWM

+23.90%

5Y(CAGR)

JHMD

+9.04%

Winner

DDWM

+12.53%

10Y(CAGR)

JHMD

+9.51%

Winner

DDWM

+10.56%

Max(CAGR)

JHMD

+9.51%

Winner

DDWM

+10.72%

JHMD vs DDWM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	JHMD	DDWM
2026	+7.54%	+5.36%
2025	+34.39%	+30.05%
2024	+2.83%	+11.42%
2023	+18.73%	+14.49%
2022	-14.50%	-1.80%
2021	+11.56%	+14.46%
2020	+5.81%	-5.50%
2019	+20.13%	+20.54%
2018	-14.92%	-12.07%
2017	+24.96%	+17.12%
2016	+0.56%	+16.30%

JHMD vs DDWM Drawdown Comparison

The maximum drawdown for JHMD was -35.66%, occurring on Mar 23, 2020. Recovery took 719 trading sessions.

The maximum drawdown for DDWM was -35.00%, occurring on Mar 16, 2020. Recovery took 292 trading sessions.

The current JHMD drawdown is -1.92%. The current DDWM drawdown is -2.99%.

Rank	JHMD	DDWM
#1	-35.66% Jan 26, 2018 - Dec 3, 2020	-35.00% Jan 17, 2020 - Mar 17, 2021
#2	-29.39% Sep 3, 2021 - Dec 27, 2023	-17.39% Jan 23, 2018 - Nov 4, 2019
#3	-13.38% Mar 19, 2025 - Apr 28, 2025	-14.82% Feb 9, 2022 - Jan 11, 2023
#4	-11.23% Feb 25, 2026 - Mar 20, 2026	-12.34% Mar 19, 2025 - Apr 24, 2025
#5	-10.39% Sep 26, 2024 - Mar 5, 2025	-10.56% Feb 25, 2026 - Mar 20, 2026
#6	-7.51% Jul 12, 2024 - Aug 21, 2024	-10.00% Apr 19, 2016 - Aug 8, 2016
#7	-5.36% Jun 15, 2021 - Aug 13, 2021	-7.55% Jul 12, 2024 - Aug 21, 2024
#8	-5.20% Nov 12, 2025 - Dec 10, 2025	-7.13% Jul 31, 2023 - Dec 13, 2023
#9	-5.13% Mar 27, 2024 - May 14, 2024	-6.46% Feb 1, 2023 - Apr 12, 2023
#10	-4.42% Jan 8, 2021 - Feb 11, 2021	-5.86% Feb 4, 2016 - Feb 17, 2016
#11	-4.22% Jul 23, 2025 - Aug 12, 2025	-5.81% Sep 26, 2024 - Jan 30, 2025
#12	-4.04% May 15, 2024 - Jul 12, 2024	-5.40% Sep 7, 2021 - Dec 27, 2021
#13	-3.53% Aug 29, 2024 - Sep 19, 2024	-4.68% May 8, 2023 - Jun 14, 2023
#14	-3.31% Feb 16, 2021 - Mar 17, 2021	-4.35% Oct 5, 2016 - Dec 6, 2016
#15	-3.10% Oct 6, 2025 - Oct 20, 2025	-4.13% Nov 12, 2025 - Dec 15, 2025

Correlation

Correlation between JHMD and DDWM is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2016 - 2026)

JHMD vs DDWM dividend yield comparison.

Year	JHMD	DDWM
2026	0.00%	0.25%
2025	3.19%	2.47%
2024	3.55%	3.57%
2023	3.01%	4.46%
2022	2.85%	4.28%
2021	3.22%	3.73%
2020	1.89%	3.52%
2019	3.19%	3.63%
2018	2.09%	4.40%
2017	2.27%	2.65%
2016	0.00%	4.00%