PIZ vs JHSC

Comparison between INVESCO DORSEY WRIGHT DEVELOPED MARKETS MOMENTUM ETF (PIZ, ETF) and JOHN HANCOCK MULTIFACTOR SMALL CAP ETF (JHSC, ETF).

5-Year PerformanceJHSC has outperformed PIZ, delivering a return of +8.0% compared to +7.4%

PIZ vs JHSC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PIZ(ETF)	JHSC(ETF)
Net Assets	$724M	$724M
Expense Ratio	0.80%	0.42%
Max Drawdown	61.09%	42.66%
Sharpe Ratio	0.66	1.10
5Y Beta	0.94	0.97
P/E Ratio	N/A	27.51
Forward P/E	N/A	16.39
5Y Dividends CAGR	46.14%	11.46%
5Y EPS CAGR	N/A	18.20%
Debt to Equity	N/A	33.57%
P/S Ratio	N/A	1.38
P/B Ratio	N/A	2.32

Net Assets

PIZ

$724M

Winner

JHSC

$724M

Expense Ratio

PIZ

0.80%

Winner

JHSC

0.42%

Max Drawdown

PIZ

61.09%

Winner

JHSC

42.66%

Sharpe Ratio

PIZ

0.66

Winner

JHSC

1.10

5Y Beta

Winner

PIZ

0.94

JHSC

0.97

P/E Ratio

PIZ

N/A

JHSC

27.51

Forward P/E

PIZ

N/A

JHSC

16.39

5Y Dividends CAGR

Winner

PIZ

46.14%

JHSC

11.46%

5Y EPS CAGR

PIZ

N/A

JHSC

18.20%

Debt to Equity

PIZ

N/A

JHSC

33.57%

P/S Ratio

PIZ

N/A

JHSC

1.38

P/B Ratio

PIZ

N/A

JHSC

2.32

PIZ vs JHSC - Holdings Comparison

PIZ and JHSC have 1 common holdings. Overlap is -0.07%

PIZ's top 25 holdings weight is 48.74%. JHSC's top 25 holdings weight is 10.91%.

Rank	PIZ	JHSC
#1	n/a (BDRBF) - 3.28%	ARROW ELECTRONICS INC (ARW) - 0.57%
#2	TOROMONT INDUSTRIES LTD (TMTNF) - 2.98%	DARLING INGREDIENTS INC (DAR) - 0.55%
#3	CONSTELLATION SOFTWARE INC (CNSWF) - 2.89%	LITTELFUSE INC (LFUS) - 0.53%
#4	THE TORONTO-DOMINION BANK (TD) - 2.54%	UNITY SOFTWARE INC ORDINARY SHARES (U) - 0.52%
#5	BELIMO HOLDING AG (n/a) - 2.50%	SM ENERGY CO (SM) - 0.50%
#6	ROYAL BANK OF CANADA (RY) - 2.42%	KRYSTAL BIOTECH INC (KRYS) - 0.50%
#7	HD HYUNDAI ELECTRIC (n/a) - 2.25%	RYDER SYSTEM INC (R) - 0.49%
#8	INVESTOR AB CLASS B (n/a) - 2.19%	AFFILIATED MANAGERS GROUP INC (AMG) - 0.47%
#9	LION FINANCE GROUP PLC (n/a) - 2.18%	VOYA FINANCIAL INC (VOYA) - 0.46%
#10	SK HYNIX INC (n/a) - 1.96%	JACKSON FINANCIAL INC (JXN) - 0.45%
#11	SWEDBANK AB CLASS A (n/a) - 1.94%	ELEMENT SOLUTIONS INC (ESI) - 0.45%
#12	UNIPOL ASSICURAZIONI SPA (n/a) - 1.85%	THE TIMKEN CO (TKR) - 0.44%
#13	INTERCONTINENTAL HOTELS GROUP PLC (n/a) - 1.85%	ETSY INC (ETSY) - 0.43%
#14	BPER BANCA SPA (n/a) - 1.75%	BRINKER INTERNATIONAL INC (EAT) - 0.42%
#15	OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.71%	AVNET INC (AVT) - 0.42%
#16	ABB LTD (n/a) - 1.69%	ZURN ELKAY WATER SOLUTIONS CORP (ZWS) - 0.41%
#17	PIRAEUS BANK SA (n/a) - 1.64%	UGI CORP (UGI) - 0.41%
#18	BANK OF IRELAND GROUP PLC (n/a) - 1.57%	FIRSTCASH HOLDINGS INC (FCFS) - 0.41%
#19	IBIDEN CO LTD (n/a) - 1.49%	SANMINA CORP (SANM) - 0.41%
#20	n/a (n/a) - 1.43%	NOV INC (NOV) - 0.41%
#21	SWISS LIFE HOLDING AG (n/a) - 1.39%	FORMFACTOR INC (FORM) - 0.34%
#22	HOCHTIEF AG (n/a) - 1.37%	SONOCO PRODUCTS CO (SON) - 0.33%
#23	VAT GROUP AG (n/a) - 1.36%	ALKERMES PLC (ALKS) - 0.33%
#24	n/a (n/a) - 1.26%	LANTHEUS HOLDINGS INC (LNTH) - 0.33%
#25	AIB GROUP PLC (n/a) - 1.25%	GATX CORP (GATX) - 0.33%
Total Holdings	115	461

PIZ vs JHSC - Historical Returns

Returns include dividend reinvestment.

Period	PIZ	JHSC
1 month	+3.13%	+1.18%
3 months	-5.15%	+5.33%
6 months	-1.72%	+6.99%
1 year	+17.28%	+18.92%
5 years(CAGR)	+7.38%	+8.05%
10 years(CAGR)	+10.07%	+9.05%
Max(CAGR)	+5.96%	+9.05%

Winner

PIZ

+3.13%

JHSC

+1.18%

PIZ

-5.15%

Winner

JHSC

+5.33%

PIZ

-1.72%

Winner

JHSC

+6.99%

PIZ

+17.28%

Winner

JHSC

+18.92%

5Y(CAGR)

PIZ

+7.38%

Winner

JHSC

+8.05%

10Y(CAGR)

Winner

PIZ

+10.07%

JHSC

+9.05%

Max(CAGR)

PIZ

+5.96%

Winner

JHSC

+9.05%

PIZ vs JHSC - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	PIZ	JHSC
2026	+8.68%	+15.43%
2025	+38.01%	+7.26%
2024	+18.15%	+10.44%
2023	+18.01%	+21.35%
2022	-30.42%	-15.01%
2021	+19.82%	+21.47%
2020	+16.95%	+11.50%
2019	+28.15%	+24.48%
2018	-16.56%	-12.49%
2017	+30.52%	+4.48%
2016	-6.35%	N/A
2015	-0.12%	N/A
2014	-6.69%	N/A
2013	+34.14%	N/A
2012	+15.32%	N/A
2011	-19.66%	N/A
2010	+17.77%	N/A
2009	+36.14%	N/A
2008	-43.80%	N/A

PIZ vs JHSC Drawdown Comparison

The maximum drawdown for PIZ was -60.61%, occurring on Mar 9, 2009. Recovery took 1342 trading sessions.

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

The current PIZ drawdown is -9.49%. The current JHSC drawdown is -2.28%.

Rank	PIZ	JHSC
#1	-60.61% May 19, 2008 - Sep 17, 2013	-42.66% Feb 20, 2020 - Nov 16, 2020
#2	-40.94% Sep 2, 2021 - Feb 12, 2025	-25.22% Nov 8, 2021 - Dec 26, 2023
#3	-36.44% Feb 12, 2020 - Aug 6, 2020	-25.15% Nov 25, 2024 - Dec 10, 2025
#4	-24.78% Jan 26, 2018 - Dec 27, 2019	-24.70% Aug 29, 2018 - Jan 14, 2020
#5	-22.95% Mar 6, 2014 - Jul 17, 2017	-10.77% Jan 23, 2018 - Jun 5, 2018
#6	-15.99% May 8, 2026 - Jul 29, 2026	-9.63% Feb 9, 2026 - Apr 17, 2026
#7	-14.68% Feb 18, 2025 - Apr 22, 2025	-8.07% Jul 31, 2024 - Sep 19, 2024
#8	-14.36% Feb 26, 2026 - Apr 14, 2026	-7.61% Mar 28, 2024 - Jul 15, 2024
#9	-12.24% Jan 10, 2008 - Feb 27, 2008	-7.05% Apr 28, 2021 - Sep 1, 2021
#10	-10.75% Feb 27, 2008 - Apr 3, 2008	-6.95% Mar 15, 2021 - Apr 16, 2021
#11	-9.01% Feb 16, 2021 - Apr 8, 2021	-5.48% Feb 24, 2021 - Mar 11, 2021
#12	-8.27% Oct 12, 2020 - Nov 5, 2020	-5.40% Dec 27, 2023 - Mar 1, 2024
#13	-6.93% Jan 15, 2014 - Feb 18, 2014	-4.66% Jan 20, 2021 - Feb 4, 2021
#14	-5.91% Nov 3, 2025 - Dec 11, 2025	-4.65% Sep 2, 2021 - Oct 20, 2021
#15	-5.42% Sep 18, 2013 - Oct 18, 2013	-4.35% Nov 11, 2024 - Nov 25, 2024

Correlation

Correlation between PIZ and JHSC is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2008 - 2026)

PIZ vs JHSC dividend yield comparison.

Year	PIZ	JHSC
2026	1.13%	0.39%
2025	1.55%	1.13%
2024	1.68%	0.96%
2023	1.86%	0.98%
2022	2.04%	1.13%
2021	1.01%	1.08%
2020	0.37%	1.12%
2019	1.58%	1.14%
2018	1.06%	1.09%
2017	1.30%	0.00%
2016	2.21%	0.00%
2015	1.09%	0.00%
2014	1.61%	0.00%
2013	2.81%	0.00%
2012	1.96%	0.00%
2011	2.90%	0.00%
2010	0.43%	0.00%
2009	2.10%	0.00%
2008	2.15%	0.00%