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 mid-cap 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.

PERFORMANCE [as of 08/17/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHEM 6.06% -1.07% -13.06% -13.08% 4.32% -- --
JHEM (NAV) 6.90% -0.42% -13.37% -13.49% 4.49% -- --
MSCI Emerging Markets Investable Market Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHEM Summary Data

John Hancock
09/27/18
Open-Ended Fund
0.49%
$685.05M
$1.76M
0.17%

JHEM Portfolio Data

$84.17B
10.69
1.53
2.91%
N/A
828

JHEM Index Data

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

JHEM Portfolio Management

0.49%
-0.85%
-0.14%
-1.72%

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 08/18/22
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

73,014
$1.76M
7,740
$190.30K
0.17%
$0.04
0.16%
3.95% / -1.58%
None
14.00%
100,000
0.08
0.11%
0.13%
0
$25.00
4

JHEM Sector/Industry Breakdown


JHEM
Segment Benchmark
25.93%
--
14.26%
--
7.90%
--
6.60%
--
6.41%
--
5.55%
--
5.09%
--
4.75%
--
4.54%
--
3.68%
--

JHEM Top 10 Holdings[View All]

3.67%
3.35%
2.74%
1.53%
1.19%
1.08%
0.98%
0.91%
0.85%
17.60%

JHEM Countries


JHEM
Segment Benchmark
22.29%
23.84%
18.29%
13.78%
16.39%
16.43%
13.01%
13.13%
6.19%
5.67%
4.67%
3.73%
3.59%
4.25%
2.83%
4.15%
2.78%
2.15%
2.33%
2.00%

JHEM Regions


JHEM
Segment Benchmark
80.40%
78.02%
9.53%
8.66%
8.26%
11.16%
1.31%
1.73%
0.50%
0.44%

JHEM Economic Development


JHEM
Segment Benchmark
52.27%
54.35%
47.73%
45.65%

JHEM Performance Statistics

0.97
0.92
0.87
0.93
0.19%
MSCI Emerging Markets Investable Market Index

JHEM Benchmark Comparison Holdings

828
3150
773
69.32%

JHEM Benchmark Comparison Summary


JHEM
Segment Benchmark
828
3150
$84.17B
$101.44B
10.69
12.73
1.53
1.65
3.18%
2.70%
Low
Low

JHEM Benchmark Comparison Market Cap Size


JHEM
Segment Benchmark
68.84%
61.83%
30.74%
25.85%
0.42%
11.06%
0.00%
1.25%