Summary
JHEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 29.07% Volatility 18.89% Sharpe 1.44
Official loaded data — not a live quote.

JOHN HANCOCK MULTIFACTOR EMERGING MARKETS ETF

Symbol: JHEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 27/09/2018

Latest date: 20/07/2026

Current price: $37.66

Expense ratio: 0.49%

Assets under management
$1.0B
-1.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-9.43%

Ann. -57.94% (Sharpe / Sortino numerator)

Volatility

32.07%

Sharpe ratio

-1.920

VaR 95%

-3.15%

CVaR 95%: -3.93%
Max drawdown: -6.75%
Sortino ratio: -2.771
Calmar ratio: -8.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.48%

Ann. 6.95% (Sharpe / Sortino numerator)

Volatility

23.69%

Sharpe ratio

0.140

VaR 95%

-2.73%

CVaR 95%: -3.37%
Max drawdown: -12.34%
Sortino ratio: 0.185
Calmar ratio: 0.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.84%

Ann. 17.81% (Sharpe / Sortino numerator)

Volatility

19.96%

Sharpe ratio

0.710

VaR 95%

-2.09%

CVaR 95%: -3.05%
Max drawdown: -12.34%
Sortino ratio: 0.912
Calmar ratio: 1.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.07%

Ann. 30.77% (Sharpe / Sortino numerator)

Volatility

18.89%

Sharpe ratio

1.437

VaR 95%

-1.87%

CVaR 95%: -2.92%
Max drawdown: -12.34%
Sortino ratio: 1.805
Calmar ratio: 2.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

45.94%

Ann. 17.73% (Sharpe / Sortino numerator)

Volatility

17.18%

Sharpe ratio

0.821

VaR 95%

-1.74%

CVaR 95%: -2.55%
Max drawdown: -18.18%
Sortino ratio: 1.095
Calmar ratio: 0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

62.10%

Ann. 15.33% (Sharpe / Sortino numerator)

Volatility

16.13%

Sharpe ratio

0.726

VaR 95%

-1.58%

CVaR 95%: -2.34%
Max drawdown: -18.18%
Sortino ratio: 1.015
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.112%

Best day

5.191%

08/04/2026
Worst day

-6.151%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $38.06 $38.25 $37.63 $37.66 217,100
17/07/2026 $37.35 $38.27 $37.31 $38.05 181,500
16/07/2026 $38.49 $38.62 $38.26 $38.33 20,000
15/07/2026 $39.03 $39.24 $38.54 $38.94 161,800
14/07/2026 $38.86 $39.02 $38.83 $38.98 7,400
13/07/2026 $38.64 $38.71 $38.27 $38.30 22,600
10/07/2026 $39.37 $39.67 $39.33 $39.61 15,100
09/07/2026 $39.52 $39.55 $39.44 $39.44 8,300
08/07/2026 $38.87 $39.21 $38.62 $39.21 16,400
07/07/2026 $38.94 $39.13 $38.60 $38.80 28,200