See what your fund actually adds
John Hancock Multifactor Emerging Markets ETF JHEM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JHEM | Replication |
|---|---|---|
| Annualized growth | 8.6% | 7.8% |
| Annualized volatility | 15.3% | 13.5% |
| Sharpe ratio | 0.62 | 0.62 |
| Maximum drawdown | 27.8% | 25.0% |
| Replication fit (R²) | 0.89 · Tracking error 5.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model JHEM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 50.1% |
| VWO | Emerging Markets | 47.5% |
| SLV | Alternatives · Silver | 2.3% |