JHSC vs HQL

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

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

JHSC vs HQL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

JHSC

$687M

Winner

HQL

$689M

Expense Ratio

JHSC

0.42%

HQL

N/A

Max Drawdown

Winner

JHSC

42.66%

HQL

84.10%

Sharpe Ratio

JHSC

1.12

Winner

HQL

2.27

5Y Beta

JHSC

0.98

Winner

HQL

0.71

P/E Ratio

JHSC

27.06

HQL

N/A

Forward P/E

JHSC

15.39

HQL

N/A

5Y Dividends CAGR

Winner

JHSC

11.46%

HQL

9.07%

5Y EPS CAGR

JHSC

17.57%

HQL

N/A

Debt to Equity

JHSC

35.62%

HQL

N/A

P/S Ratio

JHSC

1.38

HQL

N/A

P/B Ratio

JHSC

2.30

HQL

N/A

JHSC vs HQL - Historical Returns

Returns include dividend reinvestment.

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

JHSC

+1.40%

Winner

HQL

+8.12%

JHSC

+4.89%

Winner

HQL

+14.39%

JHSC

+6.90%

Winner

HQL

+24.46%

JHSC

+22.93%

Winner

HQL

+72.56%

5Y(CAGR)

JHSC

+8.22%

Winner

HQL

+10.60%

10Y(CAGR)

JHSC

+9.06%

Winner

HQL

+10.70%

Max(CAGR)

JHSC

+9.06%

Winner

HQL

+11.42%

JHSC vs HQL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

JHSC vs HQL Drawdown Comparison

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

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

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

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

Correlation

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

0.86

-101

Dividend Comparison (2000 - 2026)

JHSC vs HQL dividend yield comparison.

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