JHME

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

JHME Fund Description

JHME tracks an index of large- and midcap US equities from the energy sector. The index selects stocks by market caps and weights them by multiple factors: size, value, profitability and momentum.

JHME Factset Analytics Insight

JHME offers multi-factor exposure to the US energy sector. The fund’s factors size, value (also called relative price) and profitability are not used in selection, and serve to modify rather than completely replace market-cap weighting. The size factor breaks the eligible universe into three buckets, with the smallest funds (ranked 201 to 1000 by size) receiving the largest overweight, expect a bias to midcaps rather than small-caps. The value factor relies on price/book as a signal and groups stocks accordingly into five buckets. Stocks with the lowest valuation receive the greatest overweight. The profitability factor (operating profit to book value) is treated in the same manner as the value factor. The momentum factor, based on 11-month returns, serves as a kind of spoiler, wherein smaller low-momentum stocks are barred from receiving an overweight they might otherwise earn. The fund is reconstituted and rebalanced semi-annually.

JHME MSCI ESG Analytics Insight

John Hancock Multifactor Energy ETF has an MSCI ESG Fund Rating of A based on a score of 6.98 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 Energy ETF ranks in the 67th percentile within its peer group and in the 40th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHME 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 10/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHME 23.58% 22.30% 63.12% 115.48% -5.18% -0.69% --
JHME (NAV) 21.00% 24.87% 64.65% 109.90% -4.04% -0.51% --
John Hancock Dimensional Energy Index 21.05% 25.02% 65.18% 110.89% -3.76% -0.12% 0.60%
Thomson Reuters US Energy - Fossil Fuels -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHME Summary Data

Manulife
John Hancock
03/28/16
Open-Ended Fund
0.40%
$21.43M
$84.62K
0.25%

JHME Portfolio Data

$48.57B
-61.25
1.81
2.00%
N/A
31

JHME Index Data

Multi-Factor
Market Cap
Thomson Reuters US Energy - Fossil Fuels

JHME Portfolio Management

0.40%
-0.51%
-0.04%
-1.03%

JHME Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHME Fund Structure

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

JHME Factset Analytics Block Liquidity

As of 10/25/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JHME. JHME is rated a 4 out of 5.

JHME Tradability

4,036
$84.62K
2,204
$40.11K
0.25%
$0.05
-0.03%
0.48% / -0.42%
None
96.00%
10,000
0.22
0.19%
0.00%
0
$23.79
4

JHME Sector/Industry Breakdown


JHME
Segment Benchmark
38.05%
23.91%
26.41%
46.72%
18.58%
11.08%
12.62%
7.83%
0.24%
--

JHME Countries


JHME
Segment Benchmark
100.00%
100.00%

JHME Regions


JHME
Segment Benchmark
100.00%
100.00%

JHME Economic Development


JHME
Segment Benchmark
100.00%
100.00%

JHME Performance Statistics

0.98
1.09
1.10
1.07
0.39%
Thomson Reuters US Energy - Fossil Fuels

JHME MSCI ESG Ratings

6.98 / 10
40.45
67.04
--
--
589.93

JHME Benchmark Comparison Holdings

31
117
29
58.62%

JHME Benchmark Comparison Summary


JHME
Segment Benchmark
31
117
$48.57B
$94.57B
-61.25
-52.05
1.81
1.69
3.34%
3.87%
High
High

JHME Benchmark Comparison Market Cap Size


JHME
Segment Benchmark
84.82%
83.57%
15.18%
11.08%
0.00%
4.96%
0.00%
0.39%