See what your fund actually adds

John Hancock Hedged Equity ETF JHDG

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JHDG compared with its replication portfolio
MeasureJHDGReplication
Annualized growth24.7%8.5%
Annualized volatility8.0%6.5%
Sharpe ratio2.791.29
Maximum drawdown2.7%2.6%
Replication fit (R²)0.73 · Tracking error 4.2%

Replication portfolio

The published portfolio below is the investable basket used to model JHDG’s historical return behavior.

JHDG replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures46.6%
XLYSector · Cons Discr16.9%
XLISector · Industrials16.0%
USMVFactor · Min Vol13.5%
PFFFI · Preferred7.1%