JHMU

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

JHMU Fund Description

JHMU tracks an index of large- and midcap US equities from the utilities sector. Stocks are selected by market cap and weighted based on multiple factors: size, value, profitability and momentum.

JHMU Factset Analytics Insight

JHMU offers multi-factor exposure to the US utilities sector. The fund selects stocks by market cap, pulling utilities names from the largest 1,000 US stocks, effectively lopping off small caps. JHMU’s factors size, value (also called relative price) and profitability 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. 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 wherein smaller low-momentum stocks are barred from receiving an overweight they might otherwise earn. The index is reconstituted and rebalanced on a semiannual basis.

JHMU MSCI ESG Analytics Insight

John Hancock Multifactor Utilities ETF has an MSCI ESG Fund Rating of A based on a score of 6.76 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 Utilities ETF ranks in the 60th percentile within its peer group and in the 21st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHMU 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 11/30/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMU 1.13% -0.75% 10.53% 8.99% 7.77% 8.85% --
JHMU (NAV) -1.92% -4.03% 6.87% 7.17% 6.02% 8.80% --
Thomson Reuters US Utilities -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMU Summary Data

Manulife
John Hancock
03/28/16
Open-Ended Fund
0.40%
$17.49M
$17.64K
0.19%

JHMU Portfolio Data

$38.94B
28.00
2.09
2.84%
N/A
36

JHMU Index Data

Multi-Factor
Market Cap
Thomson Reuters US Utilities

JHMU Portfolio Management

0.40%
-0.40%
-0.26%
-0.58%

JHMU Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMU Fund Structure

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

JHMU Factset Analytics Block Liquidity

As of 12/01/21
5
4
3
2
1

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

JHMU Tradability

580
$17.64K
139
0
0.19%
$0.06
0.01%
0.30% / -0.21%
None
100.00%
10,000
0.01
0.10%
0.01%
0
$32.63
4

JHMU Sector/Industry Breakdown


JHMU
Segment Benchmark
74.17%
78.02%
17.85%
12.53%
4.30%
4.94%
3.06%
4.29%

JHMU Countries


JHMU
Segment Benchmark
100.00%
99.78%
--
0.22%

JHMU Regions


JHMU
Segment Benchmark
100.00%
100.00%

JHMU Economic Development


JHMU
Segment Benchmark
100.00%
100.00%

JHMU Performance Statistics

0.97
0.98
0.96
0.98
0.17%
Thomson Reuters US Utilities

JHMU MSCI ESG Ratings

6.76 / 10
20.78
59.85
58.01%
--
2,438.76

JHMU Benchmark Comparison Holdings

36
67
35
71.47%

JHMU Benchmark Comparison Summary


JHMU
Segment Benchmark
36
67
$38.94B
$56.63B
28.00
29.00
2.09
2.26
3.16%
2.96%
Medium
High

JHMU Benchmark Comparison Market Cap Size


JHMU
Segment Benchmark
87.63%
84.49%
12.37%
14.54%
0.00%
0.98%
0.00%
0.00%