JHEMJohn Hancock Multifactor Emerging Markets ETF
JHEM Fund Description
JHEM tracks a multi-factor weighted index of large- and midcap stocks from emerging markets.
JHEM Factset Analytics Insight
JHEM is John Hancock’s emerging-markets-focused take on multi-factor investment. Constituents are both selected and weighted on an adjusted-market-cap basis. Starting with the market cap of each eligible security, the funds index makes adjustments to emphasize smaller size, lower valuation, and higher profitability. The end result tilts the portfolios to smaller companies with lower relative price and higher profitability. The fund selects stocks in the top 80% of cumulative adjusted value within each country, or in the top 85% of cumulative adjusted value for all countries. JHEM’s index is rebalanced and reconstituted semi-annually with issuers capped at 4% each.
JHEM MSCI ESG Analytics Insight
John Hancock Multifactor Emerging Markets ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.14 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. John Hancock Multifactor Emerging Markets ETF ranks in the 29th percentile within its peer group and in the 37th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JHEM MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
JHEM Summary Data
JHEM Portfolio Data
JHEM Index Data
JHEM Portfolio Management
JHEM Tax Exposures
JHEM Fund Structure
JHEM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of JHEM. JHEM is rated a 4 out of 5.
JHEM Sector/Industry Breakdown
JHEM Economic Development
JHEM Performance Statistics
JHEM MSCI ESG Ratings
JHEM Benchmark Comparison Summary
JHEM Benchmark Comparison Market Cap Size