SPWO vs JHMB
Comparison between SP FUNDS S&P WORLD (EX-US) ETF (SPWO, ETF) and JOHN HANCOCK MORTGAGE-BACKED SECURITIES ETF (JHMB, ETF).
SPWO vs JHMB - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SPWO
$201M
Winner
JHMB
$201M
Expense Ratio
SPWO
0.55%
Winner
JHMB
0.39%
Max Drawdown
Winner
SPWO
18.57%
JHMB
19.46%
Sharpe Ratio
Winner
SPWO
1.25
JHMB
0.42
5Y Beta
SPWO
0.94
Winner
JHMB
0.01
SPWO vs JHMB - Historical Returns
Returns include dividend reinvestment.
1M
SPWO
-6.77%
Winner
JHMB
-0.37%
3M
Winner
SPWO
+6.77%
JHMB
-0.41%
6M
Winner
SPWO
+13.72%
JHMB
+0.16%
1Y
Winner
SPWO
+33.96%
JHMB
+5.16%
5Y(CAGR)
SPWO
N/A
JHMB
+1.37%
Max(CAGR)
Winner
SPWO
+23.05%
JHMB
+1.37%
SPWO vs JHMB - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | SPWO | JHMB |
|---|---|---|
| 2026 | +17.54% | +0.38% |
| 2025 | +26.79% | +8.41% |
| 2024 | +10.96% | +3.95% |
| 2023 | +2.96% | +7.54% |
| 2022 | N/A | -10.14% |
| 2021 | N/A | -0.79% |
SPWO vs JHMB Drawdown Comparison
The maximum drawdown for SPWO was -18.02%, occurring on Apr 8, 2025. Recovery took 164 trading sessions.
The maximum drawdown for JHMB was -14.53%, occurring on Oct 24, 2022. Recovery took 720 trading sessions.
The current SPWO drawdown is -6.77%. The current JHMB drawdown is -1.93%.
| Rank | SPWO | JHMB |
|---|---|---|
| #1 | -18.02% Oct 7, 2024 - Jun 4, 2025 | -14.53% Sep 22, 2021 - Aug 5, 2024 |
| #2 | -13.75% Feb 25, 2026 - Apr 24, 2026 | -5.42% Sep 16, 2024 - Apr 4, 2025 |
| #3 | -9.89% Jul 12, 2024 - Sep 24, 2024 | -3.47% Apr 4, 2025 - Aug 4, 2025 |
| #4 | -9.48% Jun 22, 2026 - Jul 20, 2026 | -3.01% Feb 27, 2026 - May 19, 2026 |
| #5 | -7.16% Jun 2, 2026 - Jun 18, 2026 | -1.18% Aug 5, 2024 - Aug 21, 2024 |
| #6 | -6.75% Oct 6, 2025 - Jan 2, 2026 | -0.89% Sep 15, 2025 - Oct 13, 2025 |
| #7 | -6.32% Mar 7, 2024 - May 7, 2024 | -0.88% Oct 24, 2025 - Nov 26, 2025 |
| #8 | -4.78% Jul 23, 2025 - Sep 8, 2025 | -0.67% Jan 14, 2026 - Jan 23, 2026 |
| #9 | -4.24% May 11, 2026 - May 26, 2026 | -0.63% Nov 26, 2025 - Dec 16, 2025 |
| #10 | -4.00% Dec 29, 2023 - Feb 8, 2024 | -0.61% Jan 23, 2026 - Feb 10, 2026 |
| #11 | -3.83% Jun 12, 2025 - Jun 27, 2025 | -0.46% Aug 5, 2025 - Aug 22, 2025 |
| #12 | -3.39% Jan 27, 2026 - Feb 9, 2026 | -0.42% Aug 23, 2024 - Sep 4, 2024 |
| #13 | -3.17% May 22, 2024 - Jul 5, 2024 | -0.41% Dec 30, 2025 - Jan 9, 2026 |
| #14 | -2.23% Feb 9, 2024 - Feb 15, 2024 | -0.34% Dec 16, 2025 - Dec 26, 2025 |
| #15 | -2.09% Jan 15, 2026 - Jan 22, 2026 | -0.31% Aug 21, 2024 - Aug 23, 2024 |
Correlation
Correlation between SPWO and JHMB is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
0.89
-101
Dividend Comparison (2021 - 2026)
SPWO vs JHMB dividend yield comparison.
| Year | SPWO | JHMB |
|---|---|---|
| 2026 | 0.47% | 2.07% |
| 2025 | 1.29% | 4.48% |
| 2024 | 1.24% | 4.88% |
| 2023 | 0.00% | 4.04% |
| 2022 | 0.00% | 4.17% |
| 2021 | 0.00% | 0.98% |
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