Seeking AlphaT3·59mo ago
JHMD John Hancock Multifactor Developed International ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
JHMD
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Key stats
About
John Hancock Multifactor Developed International ETF (JHMD) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2016-12-15
- Has Options
- No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
International Equity
Developed ex-US#61 of 189 by assets
John Hancock
Developed ex-US
Index-tracking
- Expense ratio
- 0.39% prospectus, filed Aug 26, 2025
- Assets
- $994M shares × price, Oct 20, 2026
- Trailing yield
- 3.07% paid semi-annual
- Average daily volume
- $5.0M 30 sessions
- Holdings
- 581 top 10 are 11.7%
- Listed
- Dec 15, 2016 NYSE Arca
- Tracking difference
- -0.91 pts vs index, after fees, FY 2026
Cost66
Liquidity57
Scale74
Diversification100
Moves with. US large-cap stocks (57% of its variance, beta 0.94); Developed markets ex-US over US (35% of its variance, beta 0.91). These factors explain 94% of its daily moves over the last year.
Stated objective. To seek to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Developed International Index (the Index). (from the fund's prospectus)
All 581 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$22M latest reported month
- Latest 3 months
- −$291M −30.6% of assets
- Latest 12 months
- +$109M +11.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$22M |
| May 2026 | +$4.6M |
| Apr 2026 | −$318M |
| Mar 2026 | +$73M |
| Feb 2026 | +$22M |
| Jan 2026 | +$80M |
| Dec 2025 | +$123M |
| Nov 2025 | +$28M |
| Oct 2025 | +$12M |
| Sep 2025 | +$24M |
| Aug 2025 | +$27M |
| Jul 2025 | +$11M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 83 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BBINJPMorgan BetaBuilders International Equity ETF | 69% | 0.07% | $6.5B | +9.6% | compare |
| DBEFXtrackers MSCI EAFE Hedged Equity ETF | 69% | 0.35% | $9.3B | +15.5% | compare |
| EFAiShares MSCI EAFE ETF | 68% | 0.32% | $76.9B | +9.7% | compare |
| GSIDGoldman Sachs MarketBeta International Equity ETF | 68% | 0.20% | $977M | +10.9% | compare |
| HFXINYLIM FTSE International Equity Currency Neutral ETF | 65% | 0.20% | $2.3B | +15.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 1.3% of weight in 7 days; 2.6% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.10%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Compass Group PLC | — | 0.15% | — |
| Exit | Compass Group PLC | 0.13% | — | — |
| Increase | Sumitomo Electric Industries Ltd. | 0.16% | 0.21% | +313.7% |
| Increase | Furukawa Electric Co. Ltd. | 0.08% | 0.11% | +890.7% |
| Exit | Carnival plc | 0.04% | — | — |
| Decrease | Mitsui Kinzoku Company Limited | 0.07% | 0.09% | −10.7% |
| Decrease | Shimano Inc. | 0.03% | 0.03% | −10.2% |
| Decrease | Smc Corporation | 0.04% | 0.03% | −14.6% |
| Increase | L'Air Liquide SA | 0.22% | 0.22% | +11.2% |
| Decrease | Lotus Bakeries NV | 0.04% | 0.04% | −10.2% |
1 new, 2 exited, 3 increased and 4 decreased between the fund's two latest holdings reports; turnover 8.2%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 4 active of 16 with agreements; top 3 did 99%
- Created · redeemed
- $499M · $110M over the fiscal year
- Redemptions in kind
- 99% creations 97% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 2.95% of assets on loan on average; earned 1.1 bp
- Return vs index
- -0.91 pts after fees; -0.43 before; daily s.d. 2.55
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-06-30
Holdings
581
AUM
$952.4M
Provider
Nport
Inception
2016-12-15
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.39%
Dividend Yield
3.06%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-26 | 2026-06-30 | $0.7711 | CD |
| 2025-12-29 | 2025-12-31 | $0.5895 | CD |
| 2025-06-26 | 2025-06-30 | $0.7364 | CD |
| 2024-12-27 | 2024-12-31 | $0.4080 | CD |
| 2024-06-26 | 2024-06-28 | $0.7311 | CD |
| 2023-12-26 | 2023-12-29 | $0.3137 | CD |
Asset Allocation
Top Holdings
top 50 of 581 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML Holding N.V. | 2.36% | Equity (common) | NL |
| — | Vinci SA | 1.70% | Equity (common) | FR |
| — | Banco Bilbao Vizcaya Argentaria S.A. | 1.12% | Equity (common) | ES |
| — | HSBC Holdings PLC | 1.06% | Equity (common) | GB |
| — | Engie | 1.04% | Equity (common) | FR |
| — | Bayer Aktiengesellschaft | 0.99% | Equity (common) | DE |
| — | BASF SE | 0.97% | Equity (common) | DE |
| — | Novartis AG | 0.91% | Equity (common) | CH |
| ROP | Roche Holding AG | 0.77% | Equity (common) | CH |
| — | SoftBank Group Corp. | 0.76% | Equity (common) | JP |
| AZN | AstraZeneca PLC | 0.76% | Equity (common) | GB |
| — | Compagnie de Saint-Gobain | 0.73% | Equity (common) | FR |
| — | Banco Santander SA | 0.72% | Equity (common) | ES |
| — | Standard Chartered PLC | 0.72% | Equity (common) | GB |
| — | Nestle S.A. | 0.72% | Equity (common) | CH |
| — | Orange | 0.71% | Equity (common) | FR |
| — | UniCredit S.p.A. | 0.68% | Equity (common) | IT |
| — | Mitsubishi Ufj Financial GroupInc. | 0.66% | Equity (common) | JP |
| — | Shell PLC | 0.66% | Equity (common) | GB |
| — | BP P.L.C. | 0.65% | Equity (common) | GB |
| — | Allianz SE | 0.60% | Equity (common) | DE |
| — | Tokyo Electron Limited | 0.60% | Equity (common) | JP |
| — | Societe Generale | 0.59% | Equity (common) | FR |
| — | Danone | 0.58% | Equity (common) | FR |
| — | Deutsche Telekom AG | 0.58% | Equity (common) | DE |
| — | BHP Group Limited | 0.58% | Equity (common) | AU |
| — | Prudential Public Limited Company | 0.56% | Equity (common) | HK |
| — | ASM International N.V. | 0.55% | Equity (common) | NL |
| — | CaixaBank S.A. | 0.54% | Equity (common) | ES |
| — | JH COLLATERAL | 0.54% | Short-term investment | US |
| — | Toyota Motor Corporation | 0.54% | Equity (common) | JP |
| — | DBS Group Holdings Ltd | 0.53% | Equity (common) | SG |
| — | Infineon Technologies AG | 0.53% | Equity (common) | DE |
| — | E.ON SE | 0.53% | Equity (common) | DE |
| — | Novo Nordisk A/S | 0.53% | Equity (common) | DK |
| TTE | TotalEnergies SE | 0.51% | Equity (common) | FR |
| — | Sumitomo Mitsui Financial Group Inc. | 0.50% | Equity (common) | JP |
| — | Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | 0.50% | Equity (common) | DE |
| — | Siemens Energy AG | 0.50% | Equity (common) | DE |
| — | Deutsche Post AG | 0.50% | Equity (common) | DE |
| UBS | UBS Group AG | 0.50% | Equity (common) | CH |
| — | Advantest Corporation | 0.50% | Equity (common) | JP |
| — | Holcim AG | 0.49% | Equity (common) | CH |
| — | Safran | 0.48% | Equity (common) | FR |
| — | British American Tobacco P.L.C. | 0.47% | Equity (common) | GB |
| — | LVMH Moet Hennessy Louis Vuitton | 0.46% | Equity (common) | FR |
| — | BNP Paribas | 0.45% | Equity (common) | FR |
| — | Heidelberg Materials AG | 0.45% | Equity (common) | DE |
| — | QBE Insurance Group Limited | 0.44% | Equity (common) | AU |
| — | Hitachi Ltd. | 0.44% | Equity (common) | JP |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.38% | -3.63% | 7.87% | 0.46% | 4.88% | 4.20% | 2.07% |
| Feb | 1.64% | -4.38% | -3.24% | 1.72% | 5.05% | 4.36% | 0.86% |
| Mar | 1.06% | 2.59% | 2.06% | 2.95% | -0.34% | -5.68% | 0.44% |
| Apr | 1.15% | -6.86% | 1.94% | -2.37% | 3.63% | 3.20% | 0.11% |
| May | 2.80% | 2.41% | -3.84% | 4.91% | 5.24% | 1.98% | 2.25% |
| Jun | -2.54% | -9.66% | 1.27% | -4.80% | -0.44% | -1.09% | -2.88% |
| Jul | 0.71% | 4.63% | 2.86% | 2.16% | -1.39% | 3.08% | 2.01% |
| Aug | 0.88% | -5.80% | -2.59% | 5.76% | 4.59% | 1.01% | 0.64% |
| Sep | -4.20% | -8.65% | -2.98% | 2.23% | 2.51% | -3.25% | -2.39% |
| Oct | 2.44% | 3.79% | -1.50% | -4.74% | 0.30% | 1.39%* | 0.28% |
| Nov | -5.12% | 12.16% | 7.24% | -0.50% | 1.39% | -- | 3.03% |
| Dec | 3.22% | -3.18% | 2.96% | -4.44% | 2.14% | -- | 0.14% |
| Total | 0.24% | -17.33% | 11.80% | 2.63% | 30.93% | 9.05% | 6.22% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $44.39
SMA 50: $45.37
SMA 200: $44.51
Current: $44.52
EMA 12: $44.35
EMA 26: $44.63
MACD: -0.2806 | Signal: 0.0749
BEARISH
ADX (14): 25.02
TREND
+DI: 27.99
−DI: 29.87
Momentum Oscillators
RSI (14): 48.03
NEUTRAL
Stoch %K: 59.97
Stoch %D: 54.96
Williams %R: -25.60
Volume & Volatility
BB Upper: $45.12
BB Lower: $43.66
NEUTRAL
OBV: 7,228,826
Vol SMA 20: 119,801
Vol ROC: -8.17%
ATR: $0.48
True Range: $0.38
HV 20: 10.5%
HV 30: 11.7%
HV 60: 11.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: JHMD
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Consolidation phase with a neutral RSI reading
- Positive trend indicators, including MACD and ADX
- Moderate volatility, indicating some market uncertainty
Primary Risks:
- Potential for price consolidation or sideways movement
- Risk of short-term pullback if sentiment turns bearish
Investment Thesis: JHMD is currently in a consolidation phase, with positive trend indicators and moderate volatility. The stock's beta and correlation suggest it generally follows the market. Recent news headlines are neutral, which aligns with the technical analysis.
Recent News Sentiment Impact: The recent news headlines have been neutral, which supports the overall neutral assessment.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Consolidation Medium-term (1-3 months): Uptrend Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Support: $45.91 (lower Bollinger Band) and $46.35 (SMA 20)
- Resistance: $46.78 (upper Bollinger Band)
Momentum Signals: RSI interpretation: Neutral (55.31) MACD signal: Bullish Bollinger Bands position: Squeeze
Volume Analysis: Volume trends: Range-bound Institutional interest signals: Moderate
News & Sentiment Analysis
Recent Headlines Summary:
- Weekly Market Pulse: Neutral
- Multifactor Developed International ETF (JHMD) Hits a 52-Week High: Neutral
- What The Latest Alternative Data Says About The Global Economic Recovery: Neutral
Sentiment Assessment: Neutral
Catalyst Identification: No specific catalysts identified
Market Narrative: The neutral news headlines align with the consolidation phase and moderate volatility.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk (beta 0.90)
Volatility Regime: Current vs historical volatility levels: Moderate
Options Market Signals: No options data available
Downside Protection: Support levels at $45.91 and $46.35, with a stop-loss level below these prices.
Market Context & Positioning
Sector Performance: Neutral relative strength vs sector/market
Institutional Activity: Moderate institutional interest signals
Correlation Analysis: Correlation with market: 0.75 (high)
Relative Valuation: Position within trading range, with potential for consolidation or sideways movement.
Key Levels & Action Items
Critical Price Levels:
- Support: $45.91 and $46.35
- Resistance: $46.78
Breakout/Breakdown Levels:
- Breakout above $46.78 (upper Bollinger Band)
- Breakdown below $45.91 (lower Bollinger Band)
Time-Sensitive Catalysts: No specific catalysts identified
Risk Management: Stop-loss level: Below support levels ($45.91 and $46.35), with a trailing stop to adjust for changing market conditions.
This analysis provides an in-depth look at JHMD's technical and fundamental performance, highlighting the key drivers, primary risks, and potential catalysts. The report also assesses the stock's risk profile, market positioning, and relative valuation within its sector.
Generated
News
All JHMD news →
Zacks Investment ResearchT3·61mo ago
Seeking AlphaT3·65mo ago
JHMD Options Activity & IV Rank
Loading options activity...
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.9127
Alpha: -2.54%
Correlation: 0.7498
R-Squared: 56.2%
Stock Volatility: 15.5%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
JHMD Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|