JHEM

John Hancock Multifactor Emerging Markets ETF
*Unless otherwise stated, data provided by FactSet.

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 5.18 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 39th 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.

PERFORMANCE [as of 10/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHEM 2.05% 1.41% 4.98% 21.76% 10.14% -- --
JHEM (NAV) 0.92% 2.48% 3.92% 20.62% 12.18% -- --
John Hancock Dimensional Emerging Markets Index 1.05% 2.94% 4.80% 22.23% -- -- --
MSCI Emerging Markets Investable Market Index 1.13% 2.73% 2.98% 18.07% 13.99% 9.75% 5.20%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHEM Summary Data

Manulife
John Hancock
09/27/18
Open-Ended Fund
0.49%
$726.49M
$315.58K
0.13%

JHEM Portfolio Data

$106.35B
13.89
1.79
1.83%
N/A
697

JHEM Index Data

John Hancock Dimensional Emerging Markets Index
Multi-Factor
Market Cap
MSCI Emerging Markets Investable Market Index

JHEM Portfolio Management

0.49%
-1.49%
-0.65%
-2.02%

JHEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHEM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

JHEM Factset Analytics Block Liquidity

As of 10/28/21
5
4
3
2
1

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 Tradability

10,732
$315.58K
4,189
$121.60K
0.13%
$0.04
-0.02%
1.67% / -1.73%
None
17.00%
100,000
0.04
0.11%
0.10%
0
$30.26
4

JHEM Sector/Industry Breakdown


JHEM
Segment Benchmark
27.41%
32.13%
24.24%
20.63%
10.56%
8.99%
9.12%
8.63%
6.71%
5.46%
6.57%
5.74%
4.94%
6.31%
3.47%
4.50%
3.19%
2.42%
2.62%
2.37%

JHEM Top 10 Holdings[View All]

3.89%
3.53%
2.93%
1.26%
1.06%
1.02%
1.02%
0.93%
0.89%
18.50%

JHEM Countries


JHEM
Segment Benchmark
24.02%
25.93%
16.48%
15.53%
16.14%
12.47%
13.30%
13.52%
5.55%
5.17%
4.28%
3.24%
3.24%
5.13%
2.98%
2.73%
2.48%
1.90%
2.31%
3.03%

JHEM Regions


JHEM
Segment Benchmark
79.47%
77.99%
8.56%
7.80%
6.59%
8.62%
4.32%
4.76%
1.06%
0.84%

JHEM Economic Development


JHEM
Segment Benchmark
54.94%
56.57%
45.06%
43.43%

JHEM Performance Statistics

0.96
0.96
0.93
0.99
0.16%
MSCI Emerging Markets Investable Market Index

JHEM MSCI ESG Ratings

5.18 / 10
38.60
28.96
2.78%
--
371.42

JHEM Benchmark Comparison Holdings

697
3168
654
66.50%

JHEM Benchmark Comparison Summary


JHEM
Segment Benchmark
697
3168
$106.35B
$126.32B
13.89
17.04
1.79
1.91
2.28%
2.00%
Low
Low

JHEM Benchmark Comparison Market Cap Size


JHEM
Segment Benchmark
76.22%
66.16%
23.57%
23.27%
0.21%
9.59%
0.00%
0.97%