JHML vs XTEN

Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and BONDBLOXX BLOOMBERG TEN YEAR TARGET DURATION US TREASURY ETF (XTEN, ETF).

JHML vs XTEN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHML(ETF)	XTEN(ETF)
Net Assets	$1B	$1B
Expense Ratio	0.29%	0.08%
Max Drawdown	36.13%	15.44%
Sharpe Ratio	1.93	0.06
5Y Beta	0.91	0.02
P/E Ratio	26.19	N/A
Forward P/E	19.82	N/A
5Y Dividends CAGR	2.28%	N/A
5Y EPS CAGR	20.99%	N/A
Debt to Equity	28.44%	N/A
P/S Ratio	2.59	N/A
P/B Ratio	4.24	N/A

Net Assets

JHML

$1B

XTEN

$1B

Expense Ratio

JHML

0.29%

Winner

XTEN

0.08%

Max Drawdown

JHML

36.13%

Winner

XTEN

15.44%

Sharpe Ratio

Winner

JHML

1.93

XTEN

0.06

5Y Beta

JHML

0.91

Winner

XTEN

0.02

P/E Ratio

JHML

26.19

XTEN

N/A

Forward P/E

JHML

19.82

XTEN

N/A

5Y Dividends CAGR

JHML

2.28%

XTEN

N/A

5Y EPS CAGR

JHML

20.99%

XTEN

N/A

Debt to Equity

JHML

28.44%

XTEN

N/A

P/S Ratio

JHML

2.59

XTEN

N/A

P/B Ratio

JHML

4.24

XTEN

N/A

JHML vs XTEN - Historical Returns

Returns include dividend reinvestment.

Period	JHML	XTEN
1 month	+6.77%	-0.23%
3 months	+4.87%	-0.33%
6 months	+11.02%	-0.24%
1 year	+29.08%	+4.78%
5 years(CAGR)	+11.27%	N/A
10 years(CAGR)	+14.15%	N/A
Max(CAGR)	+14.09%	+1.66%

Winner

JHML

+6.77%

XTEN

-0.23%

Winner

JHML

+4.87%

XTEN

-0.33%

Winner

JHML

+11.02%

XTEN

-0.24%

Winner

JHML

+29.08%

XTEN

+4.78%

5Y(CAGR)

JHML

+11.27%

XTEN

N/A

10Y(CAGR)

JHML

+14.15%

XTEN

N/A

Max(CAGR)

Winner

JHML

+14.09%

XTEN

+1.66%

JHML vs XTEN - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	JHML	XTEN
2026	+8.16%	+0.24%
2025	+16.16%	+7.25%
2024	+20.27%	-1.73%
2023	+21.56%	+2.87%
2022	-16.13%	-2.94%
2021	+28.85%	N/A
2020	+16.13%	N/A
2019	+31.19%	N/A
2018	-6.88%	N/A
2017	+20.69%	N/A
2016	+14.89%	N/A
2015	+6.38%	N/A

JHML vs XTEN Drawdown Comparison

The maximum drawdown for JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 132 trading sessions.

The maximum drawdown for XTEN was -13.85%, occurring on Oct 19, 2023. Recovery took 332 trading sessions.

The current JHML drawdown is -0.18%. The current XTEN drawdown is -2.84%.

Rank	JHML	XTEN
#1	-36.13% Feb 19, 2020 - Aug 26, 2020	-13.85% Apr 6, 2023 - Aug 2, 2024
#2	-23.46% Jan 4, 2022 - Dec 14, 2023	-9.30% Sep 16, 2024 - Oct 14, 2025
#3	-19.78% Sep 21, 2018 - Apr 12, 2019	-7.65% Sep 15, 2022 - Dec 1, 2022
#4	-18.20% Feb 19, 2025 - Jun 27, 2025	-6.20% Jan 18, 2023 - Apr 4, 2023
#5	-13.78% Nov 3, 2015 - Apr 18, 2016	-4.39% Dec 15, 2022 - Jan 12, 2023
#6	-9.80% Jan 26, 2018 - Aug 20, 2018	-4.08% Feb 27, 2026 - Mar 27, 2026
#7	-8.55% Sep 2, 2020 - Oct 12, 2020	-2.31% Aug 5, 2024 - Sep 4, 2024
#8	-7.95% Feb 9, 2026 - Apr 14, 2026	-2.22% Oct 22, 2025 - Feb 12, 2026
#9	-7.56% Jul 16, 2024 - Aug 30, 2024	-1.63% Dec 7, 2022 - Dec 15, 2022
#10	-6.90% Oct 12, 2020 - Nov 9, 2020	-0.93% Dec 2, 2022 - Dec 7, 2022
#11	-6.58% May 3, 2019 - Jun 20, 2019	-0.88% Jan 12, 2023 - Jan 18, 2023
#12	-6.29% Jul 26, 2019 - Oct 25, 2019	-0.35% Sep 10, 2024 - Sep 16, 2024
#13	-5.90% Jun 8, 2016 - Jul 8, 2016	-0.31% Feb 17, 2026 - Feb 23, 2026
#14	-5.57% Mar 28, 2024 - May 15, 2024	-0.17% Oct 16, 2025 - Oct 20, 2025
#15	-5.27% Dec 4, 2024 - Feb 19, 2025	-0.16% Oct 14, 2025 - Oct 16, 2025

Correlation

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

0.78

-101

Dividend Comparison (2015 - 2026)

JHML vs XTEN dividend yield comparison.

Year	JHML	XTEN
2026	0.00%	1.42%
2025	1.06%	4.05%
2024	1.16%	4.21%
2023	1.39%	3.71%
2022	1.46%	1.04%
2021	1.08%	0.00%
2020	1.59%	0.00%
2019	1.73%	0.00%
2018	1.57%	0.00%
2017	1.44%	0.00%
2016	1.36%	0.00%
2015	0.38%	0.00%