JHME

John Hancock Multifactor Energy ETF
C

74
*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 selects stocks by market cap, pulling energy names from the largest 1,000 US stocks—effectively lopping off small-caps. 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 5 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.JHME charges a reasonable fee for alternative-weighted sector exposure.

JHME MSCI ESG Analytics Insight

John Hancock Multifactor Energy ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.35 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 25th percentile within its peer group and in the 31st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHME CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/11/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHME 5.34% -6.21% 10.79% -22.19% -0.04% -- --
JHME (NAV) 5.13% -6.08% 10.53% -20.36% -0.27% -- --
John Hancock Dimensional Energy Index 5.16% -6.01% 10.74% -20.03% 0.21% -8.83% --
Thomson Reuters US Energy - Fossil Fuels -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHME Top 10 Countries

JHME Top 10 Sectors

JHME Top 10 Holdings [View All]

JHME Summary Data

John Hancock
03/28/16
Open-Ended Fund
0.40%
$23.02M
$127.28K
0.20%

JHME Portfolio Data

$53.30B
20.67
1.40
2.31%
N/A
46

JHME Index Data

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

JHME Portfolio Management

0.40%
-0.48%
-0.32%
-0.77%

JHME Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHME Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

JHME Factset Analytics Block Liquidity

As of 07/12/19
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 5 out of 5.

JHME Tradability

5,209
$127.28K
2,456
$59.63K
0.20%
$0.05
-0.01%
2.16% / -1.22%
None
100.00%
10,000
0.25
0.14%
0.00%
--
$25.00
5

JHME Sector/Industry Breakdown


JHME
Segment Benchmark
45.57%
25.92%
26.42%
51.73%
15.65%
10.55%
8.79%
9.47%
1.57%
0.67%
0.98%
--
0.93%
--
0.10%
--

JHME Countries


JHME
Segment Benchmark
99.90%
100.00%
0.10%
--

JHME Regions


JHME
Segment Benchmark
99.90%
100.00%
0.10%
--

JHME Economic Development


JHME
Segment Benchmark
99.90%
100.00%
0.10%
--

JHME Performance Statistics

0.97
1.11
1.09
1.07
0.31%
Thomson Reuters US Energy - Fossil Fuels

JHME MSCI ESG Ratings

BBB
4.35 / 10
31.18
24.77
--
0.18%
532.05

JHME BENCHMARK COMPARISON HOLDINGS

46
140
41
58.88%

JHME BENCHMARK COMPARISON SUMMARY


JHME
Segment Benchmark
46
140
$53.30B
$127.85B
20.67
18.59
1.40
1.48
3.03%
3.53%
Medium
High

JHME BENCHMARK COMPARISON MARKET CAP SIZE


JHME
Segment Benchmark
66.01%
82.32%
33.88%
11.29%
0.00%
5.74%
0.00%
0.65%