JHMD, the John Hancock Multifactor Developed International ETF, is a $968 million ETF whose main story is dollar displacement. Over the past year it returned +14.0%, against +16.8% for broad US ETFs. Figures to October 2, 2026; past performance, not a recommendation.
FRI OCT 2 MARKET PRICE TOTAL RETURN
How closely it moves With the market 0.72
−1 opposite 0 unrelated +1 in step
JHMD moves closely with the market. When the market has moved 1%, JHMD has tended to move 0.71%.
With Dollar displacement 0.96
−1 opposite 0 unrelated +1 in step
JHMD moves closely with dollar displacement. When dollar displacement has moved 1%, JHMD has tended to move 0.99%.
Weekly returns over 157 weeks. The narrative is measured without JHMD in it, so it is not compared with itself.
ETFs it moves most and least like ← moves opposite moves in step →
Correlation of weekly returns over the last 3 years, among unlevered ETFs StoryVector covers.
Where it sits in Dollar displacement -100% 0% +100% +200% 0% 20% 40% 60% Volatility, last year → AADR: -4.4%, volatility 21.8% AAXJ: +29.3%, volatility 26.2% ACWI: +16.7%, volatility 14.3% ACWX: +18.8%, volatility 17.7% ADIV: +10.2%, volatility 14.1% ADVE: +24.4%, volatility 20.2% AFDM: +19.7%, volatility 14.9% AFEM: +32.8%, volatility 19.8% AFK: +13.1%, volatility 28.4% AGEM: +33.5%, volatility 25.4% AIVI: +21.6%, volatility 13.7% APIE: +11.1%, volatility 16.8% ARGT: +24.2%, volatility 34.0% ASEA: +25.8%, volatility 14.3% AVDE: +17.2%, volatility 15.5% AVDS: +18.8%, volatility 16.2% AVDV: +26.7%, volatility 17.2% AVEE: +11.7%, volatility 19.9% AVEM: +29.3%, volatility 24.7% AVES: +18.8%, volatility 20.7% AVIV: +20.8%, volatility 14.9% AVNM: +21.2%, volatility 16.8% AVNV: +21.9%, volatility 16.4% AVXC: +42.2%, volatility 26.3% BBAX: +12.3%, volatility 15.6% BBCA: +17.8%, volatility 14.2% BBEM: +27.1%, volatility 24.8% BBEU: +10.0%, volatility 16.0% BBIN: +14.5%, volatility 16.2% BBJP: +26.7%, volatility 21.1% BCIL: +1.4%, volatility 19.8% BEMB: +0.2%, volatility 4.5% BIDD: +15.7%, volatility 17.3% BINV: +13.2%, volatility 13.9% BKCI: +0.4%, volatility 14.3% BKEM: +27.1%, volatility 24.6% BKF: -14.4%, volatility 15.8% BKIE: +14.4%, volatility 15.5% BNDX: -0.8%, volatility 3.8% BRAZ: +27.5%, volatility 24.8% BRF: +11.0%, volatility 29.5% BUFI: +8.6%, volatility 9.1% BUFY: +8.7%, volatility 7.0% CAS: +7.6%, volatility 25.6% CEW: +6.3%, volatility 6.6% CGGE: +13.4%, volatility 15.4% CGGO: +16.6%, volatility 20.9% CGIB: -0.2%, volatility 4.0% CGIC: +17.8%, volatility 17.1% CGIE: +8.9%, volatility 17.3% CGNG: +18.9%, volatility 22.3% CGXU: +22.0%, volatility 23.6% CHIQ: -35.9%, volatility 22.4% CNQQ: -18.3%, volatility 26.5% COLO: +51.8%, volatility 24.3% CORO: +23.3%, volatility 18.0% CTWO: +3.5%, volatility 28.2% CWI: +18.6%, volatility 17.6% CXSE: -22.5%, volatility 21.3% DAX: -1.5%, volatility 17.9% DBAW: +23.3%, volatility 15.2% DBEF: +20.4%, volatility 13.2% DBEM: +29.5%, volatility 23.2% DBEU: +15.4%, volatility 13.2% DBEZ: +15.8%, volatility 15.2% DBJP: +42.5%, volatility 20.2% DDWM: +12.1%, volatility 13.1% DEEF: +15.3%, volatility 14.4% DEHP: +36.9%, volatility 27.9% DEM: +26.2%, volatility 15.3% DEW: +18.5%, volatility 9.6% DEXC: +45.6%, volatility 27.3% DFAE: +27.4%, volatility 24.0% DFAI: +16.4%, volatility 14.9% DFAX: +21.2%, volatility 16.9% DFE: +9.3%, volatility 15.2% DFEM: +26.9%, volatility 23.3% DFEV: +37.3%, volatility 22.3% DFGP: -1.5%, volatility 4.3% DFGX: -0.9%, volatility 4.3% DFIC: +17.4%, volatility 14.6% DFIS: +16.7%, volatility 15.5% DFIV: +23.9%, volatility 14.0% DFJ: +27.9%, volatility 17.9% DGIN: -12.9%, volatility 19.6% DGRE: +44.2%, volatility 25.4% DGS: +15.5%, volatility 18.0% DIEM: +37.6%, volatility 23.6% DIHP: +12.9%, volatility 14.6% DIM: +14.3%, volatility 13.6% DINT: +0.3%, volatility 18.8% DISV: +23.4%, volatility 15.0% DIVD: +17.7%, volatility 11.0% DIVI: +17.5%, volatility 15.5% DLS: +13.4%, volatility 14.1% DOL: +21.9%, volatility 16.1% DSTX: +13.4%, volatility 16.6% DTAN: +8.5%, volatility 15.3% DTH: +17.2%, volatility 13.0% DUKX: +13.3%, volatility 15.8% DVYA: +22.7%, volatility 13.5% DVYE: +21.4%, volatility 15.1% DWM: +13.6%, volatility 14.6% DWMF: +7.4%, volatility 12.5% DWX: +11.1%, volatility 11.1% DXJ: +44.5%, volatility 18.6% EAFG: +13.0%, volatility 19.8% EAPR: +16.3%, volatility 10.3% EBND: +2.3%, volatility 7.3% EBUF: +13.1%, volatility 8.3% ECH: +16.7%, volatility 25.7% ECON: +35.8%, volatility 26.4% ECOW: +13.9%, volatility 14.8% EDEN: +0.6%, volatility 19.7% EDGI: +14.6%, volatility 17.3% EDIV: +7.4%, volatility 12.9% EDOG: +8.4%, volatility 16.1% EELV: +9.2%, volatility 10.9% EEM: +27.6%, volatility 25.5% EEMA: +27.7%, volatility 24.4% EEMO: +31.0%, volatility 37.7% EEMS: +15.8%, volatility 20.9% EEMV: +19.8%, volatility 17.4% EFA: +14.0%, volatility 16.0% EFAD: +3.8%, volatility 13.7% EFAS: +20.0%, volatility 11.1% EFAV: +10.7%, volatility 10.8% EFFE: +19.2%, volatility 25.1% EFG: +7.1%, volatility 18.9% EFNL: +26.2%, volatility 20.1% EFV: +21.1%, volatility 14.5% EIDO: -31.2%, volatility 26.4% EIRL: +20.8%, volatility 18.2% EIS: +24.6%, volatility 23.2% EJAN: +12.0%, volatility 8.8% EJUL: +8.3%, volatility 9.8% ELD: +2.7%, volatility 8.8% EMB: -0.2%, volatility 5.9% EMBD: +0.3%, volatility 5.7% EMBX: +4.0%, volatility 6.0% EMC: +20.3%, volatility 25.5% EMCB: +0.7%, volatility 3.9% EMCS: +37.3%, volatility 28.3% EMDM: +52.7%, volatility 28.9% EMDV: +4.1%, volatility 11.8% EMEQ: +85.5%, volatility 42.0% EMES: +27.0%, volatility 26.0% EMGF: +29.5%, volatility 25.1% EMHC: 0.0%, volatility 5.6% EMIF: +7.3%, volatility 16.0% EMM: +44.2%, volatility 27.8% EMMF: +26.1%, volatility 21.7% EMOP: +30.6%, volatility 24.2% EMQQ: -32.6%, volatility 21.2% EMXC: +51.9%, volatility 29.0% ENOR: +30.2%, volatility 17.8% ENZL: -1.5%, volatility 16.6% EOCT: +14.2%, volatility 8.6% EPEM: +38.5%, volatility 23.0% EPHE: -7.9%, volatility 19.7% EPI: -8.6%, volatility 15.5% EPIN: +28.8%, volatility 19.5% EPOL: +36.6%, volatility 22.8% EPP: +9.0%, volatility 15.7% EPU: +49.0%, volatility 32.5% EQLT: +30.7%, volatility 24.0% EUDG: +6.7%, volatility 15.4% EUDV: -0.8%, volatility 14.2% EUFN: +18.7%, volatility 20.8% EVLU: +41.5%, volatility 21.4% EWA: +7.5%, volatility 18.2% EWC: +17.7%, volatility 14.6% EWD: +8.2%, volatility 20.2% EWG: -0.8%, volatility 17.8% EWH: +4.8%, volatility 17.0% EWI: +13.3%, volatility 18.6% EWJ: +28.8%, volatility 21.4% EWJV: +32.6%, volatility 19.7% EWK: +8.8%, volatility 15.7% EWL: +7.2%, volatility 15.9% EWM: +6.8%, volatility 14.3% EWN: +19.6%, volatility 22.6% EWO: +35.7%, volatility 20.2% EWP: +21.7%, volatility 19.3% EWQ: -2.9%, volatility 17.3% EWS: +18.9%, volatility 15.7% EWT: +90.1%, volatility 32.0% EWU: +13.0%, volatility 15.1% EWUS: +7.7%, volatility 18.3% EWW: +9.9%, volatility 22.2% EWX: +8.8%, volatility 17.9% EWY: +134.9%, volatility 57.2% EWZ: +32.1%, volatility 25.6% EWZS: +4.5%, volatility 31.5% EXUS: +8.4%, volatility 19.9% EYLD: +35.8%, volatility 20.4% EZA: +6.0%, volatility 33.5% EZU: +9.3%, volatility 17.8% FDD: +23.7%, volatility 15.8% FDEM: +21.5%, volatility 21.8% FDEV: +12.7%, volatility 12.3% FDNI: -34.8%, volatility 24.8% FDT: +29.1%, volatility 21.6% FEGE: +14.2%, volatility 13.2% FEM: +23.7%, volatility 20.7% FEMB: +2.8%, volatility 8.4% FEMR: +35.3%, volatility 26.3% FEMS: +6.1%, volatility 18.0% FENI: +16.3%, volatility 16.5% FEOE: +17.5%, volatility 15.6% FEP: +12.0%, volatility 17.0% FEUZ: +10.7%, volatility 17.4% FEZ: +8.7%, volatility 18.4% FFDI: +8.1%, volatility 18.8% FFEM: +34.4%, volatility 27.2% FFGX: +15.3%, volatility 21.0% FGD: +21.0%, volatility 12.5% FGM: -1.5%, volatility 21.1% FICS: +6.0%, volatility 13.4% FID: +17.6%, volatility 10.2% FIDI: +17.3%, volatility 11.6% FINT: +20.2%, volatility 15.8% FIVA: +23.7%, volatility 16.2% FJP: +26.6%, volatility 22.2% FKU: +15.6%, volatility 17.9% FLAU: +7.4%, volatility 17.9% FLAX: +29.2%, volatility 24.6% FLBR: +37.0%, volatility 25.8% FLCA: +17.6%, volatility 14.7% FLEE: +10.0%, volatility 16.2% FLEU: +8.8%, volatility 17.7% FLGB: +12.9%, volatility 14.9% FLGR: -0.9%, volatility 17.7% FLIA: +0.6%, volatility 3.3% FLIN: -10.3%, volatility 15.7% FLJH: +35.0%, volatility 19.4% FLJP: +27.5%, volatility 20.4% FLKR: +134.2%, volatility 56.0% FLLA: +26.8%, volatility 21.9% FLMX: +10.0%, volatility 21.9% FLN: +27.2%, volatility 22.1% FLSA: -6.9%, volatility 14.9% FLSW: +7.4%, volatility 15.8% FMQQ: -20.3%, volatility 20.1% FNDE: +20.2%, volatility 16.2% FNDF: +28.7%, volatility 16.4% FPA: +39.2%, volatility 32.1% FPXE: +1.7%, volatility 21.0% FPXI: +13.3%, volatility 31.4% FRDM: +61.3%, volatility 31.9% FSZ: +5.0%, volatility 14.3% FTHF: +73.1%, volatility 35.7% FXI: -19.0%, volatility 19.8% FXY: -7.0%, volatility 8.5% GAEM: +2.8%, volatility 5.1% GCOW: +17.4%, volatility 11.0% GEM: +27.9%, volatility 24.7% GEME: +37.1%, volatility 24.6% GIND: -9.4%, volatility 17.2% GLCR: -8.4%, volatility 16.7% GLIN: -3.9%, volatility 18.6% GMF: +13.2%, volatility 19.0% GMOI: +27.9%, volatility 13.3% GREK: +30.0%, volatility 24.8% GRIN: +20.1%, volatility 25.2% GSEE: +26.4%, volatility 24.7% GSEU: +9.3%, volatility 15.5% GSID: +14.3%, volatility 16.0% GSIE: +13.9%, volatility 14.7% GSJY: +28.4%, volatility 21.2% GVAL: +33.2%, volatility 16.5% GWX: +16.5%, volatility 17.5% GXC: -18.4%, volatility 18.4% GXUS: +19.6%, volatility 17.4% HAUZ: -7.8%, volatility 14.2% HAWX: +23.1%, volatility 15.4% HDEF: +12.9%, volatility 11.7% HDMV: +8.7%, volatility 11.9% HEDJ: +10.8%, volatility 15.9% HEEM: +29.3%, volatility 23.4% HEFA: +21.4%, volatility 13.2% HEWJ: +42.1%, volatility 20.3% HEZU: +15.9%, volatility 15.8% HFXI: +23.8%, volatility 17.1% IAGG: -0.2%, volatility 3.1% IAPR: +11.0%, volatility 7.4% IAUG: +8.1%, volatility 6.6% IBUF: +10.0%, volatility 6.6% ICOW: +19.2%, volatility 14.9% ICPY: +27.3%, volatility 13.8% IDEC: +10.7%, volatility 9.5% IDEV: +14.6%, volatility 15.4% IDHQ: +29.5%, volatility 20.9% IDLV: +7.3%, volatility 10.2% IDMO: +18.3%, volatility 19.8% IDOG: +20.7%, volatility 13.3% IDV: +21.1%, volatility 13.2% IDVZ: +9.5%, volatility 12.2% IDX: -32.3%, volatility 28.7% IEFA: +14.1%, volatility 15.9% IEMG: +26.5%, volatility 24.7% IEUR: +9.8%, volatility 15.8% IEUS: +6.1%, volatility 16.5% IEV: +9.6%, volatility 16.1% IFEB: +6.3%, volatility 8.3% IFGL: -7.3%, volatility 14.0% IFLO: +30.1%, volatility 14.9% IFV: +2.9%, volatility 18.8% IGRO: +13.5%, volatility 12.9% IHDG: +13.4%, volatility 14.3% IJAN: +8.7%, volatility 7.8% IJUL: +9.8%, volatility 8.1% IJUN: +9.2%, volatility 8.3% ILF: +28.2%, volatility 22.9% ILOW: +8.3%, volatility 14.0% IMAR: +4.9%, volatility 8.8% IMAY: +9.2%, volatility 7.9% IMFL: +24.1%, volatility 17.3% IMOM: +13.6%, volatility 22.9% IMTM: +16.1%, volatility 19.4% INCO: -12.3%, volatility 17.3% INDA: -11.1%, volatility 15.4% INDE: -1.6%, volatility 17.8% INDH: -8.5%, volatility 13.5% INDY: -13.1%, volatility 15.0% INEQ: +16.6%, volatility 14.0% INOV: +10.1%, volatility 10.1% INQQ: -16.2%, volatility 19.1% INTF: +18.2%, volatility 15.2% INTL: +13.0%, volatility 17.6% IOCT: +10.0%, volatility 8.2% IOO: +20.5%, volatility 14.8% IOPP: -7.7%, volatility 17.4% IPAC: +21.8%, volatility 17.9% IPKW: +15.2%, volatility 15.1% IPOS: +19.2%, volatility 34.7% IQDF: +24.9%, volatility 16.3% IQDG: +7.6%, volatility 16.6% IQDY: +28.1%, volatility 18.1% IQLT: +13.9%, volatility 15.2% IQSI: +14.0%, volatility 16.0% ISCF: +12.3%, volatility 15.4% ISEP: +9.3%, volatility 7.9% ISRA: +24.0%, volatility 21.5% ITEQ: +7.8%, volatility 25.1% IVAL: +22.3%, volatility 15.3% IVLU: +23.8%, volatility 15.9% IXUS: +18.3%, volatility 17.5% IZRL: +1.6%, volatility 22.4% JADE: +33.3%, volatility 24.2% JAPN: -6.9%, volatility 20.5% JDIV: +7.9%, volatility 12.6% JDVI: +20.3%, volatility 18.0% JEMA: +34.2%, volatility 25.8% JETS: +14.6%, volatility 32.6% JGLO: +8.3%, volatility 12.8% JHEM: +27.9%, volatility 23.6% JHID: +21.8%, volatility 13.1% JIG: +14.5%, volatility 22.1% JIRE: +13.8%, volatility 16.3% JIVE: +29.0%, volatility 15.5% JPAN: +27.5%, volatility 21.6% JPEM: +12.3%, volatility 14.0% JPIB: -0.6%, volatility 3.7% JPIN: +15.2%, volatility 14.5% JPMB: -0.8%, volatility 5.6% JPXN: +26.9%, volatility 20.1% JPY: +28.0%, volatility 20.3% KCAI: +17.2%, volatility 12.7% KEMQ: -3.6%, volatility 27.7% KEMX: +54.1%, volatility 28.1% KSA: -8.0%, volatility 14.9% KWEB: -41.1%, volatility 27.2% KWT: -2.1%, volatility 13.4% LCTD: +11.1%, volatility 15.2% LVHI: +25.3%, volatility 9.6% MCHI: -22.1%, volatility 19.7% MEM: +24.8%, volatility 25.9% MEMS: +16.3%, volatility 23.4% MEMX: +45.1%, volatility 27.7% MFDX: +14.8%, volatility 14.5% MFEM: +32.6%, volatility 23.6% MFSI: +10.7%, volatility 15.4% MJSC: +29.8%, volatility 20.8% MKOR: +114.7%, volatility 47.8% MOTI: -6.2%, volatility 15.0% MTRA: +1.2%, volatility 19.3% NBJP: +25.7%, volatility 22.7% NDIA: -8.9%, volatility 16.7% NFTY: -10.1%, volatility 15.1% NORW: +27.2%, volatility 17.4% NSI: +20.4%, volatility 21.9% NTSE: +29.8%, volatility 26.1% NTSI: +9.5%, volatility 15.9% OAEM: +45.2%, volatility 28.5% OAIM: +20.1%, volatility 18.9% OEFA: +4.2%, volatility 16.6% OPPE: +20.0%, volatility 14.5% OPPJ: +46.9%, volatility 21.9% OSEA: -1.7%, volatility 15.6% OTGL: +17.1%, volatility 18.9% OVF: +18.7%, volatility 18.9% PATN: +41.5%, volatility 26.1% PCY: -3.0%, volatility 7.7% PEMX: +47.6%, volatility 28.4% PID: +3.2%, volatility 10.1% PIE: +45.2%, volatility 28.1% PIEQ: +12.7%, volatility 17.6% PIZ: +10.7%, volatility 24.3% PJIO: -1.4%, volatility 27.9% PTEU: +8.6%, volatility 17.2% PTIN: +22.2%, volatility 18.2% PXF: +28.4%, volatility 16.9% PXH: +18.6%, volatility 16.4% QAT: -11.6%, volatility 13.2% QEFA: +13.4%, volatility 13.0% QEMM: +27.8%, volatility 19.9% QINT: +15.9%, volatility 15.8% QLTI: +2.6%, volatility 15.9% QLVD: +9.5%, volatility 10.8% QLVE: +20.8%, volatility 20.3% QUIZ: +13.0%, volatility 18.9% REMG: +29.9%, volatility 25.5% RGEF: +20.8%, volatility 15.9% RINT: +14.2%, volatility 15.6% RNEM: +3.9%, volatility 12.8% ROAM: +30.5%, volatility 18.1% RODM: +18.0%, volatility 11.1% RWX: -5.9%, volatility 13.6% SCHC: +13.3%, volatility 17.0% SCHE: +11.7%, volatility 18.2% SCHF: +21.3%, volatility 17.8% SCHY: +15.9%, volatility 12.1% SCJ: +24.4%, volatility 17.5% SCZ: +13.4%, volatility 15.4% SDEM: +23.9%, volatility 14.1% SEEM: +32.0%, volatility 24.6% SEIE: +18.8%, volatility 15.2% SMIN: -3.6%, volatility 18.8% SPDW: +20.8%, volatility 17.5% SPEM: +12.9%, volatility 18.0% SPEU: +9.7%, volatility 15.9% SPWO: +27.6%, volatility 24.1% SSXU: +6.8%, volatility 15.2% STXE: +53.9%, volatility 31.6% TDEC: +17.3%, volatility 11.2% TDI: +27.4%, volatility 19.7% TEMX: +32.5%, volatility 27.9% THD: +24.8%, volatility 22.5% TIER: +17.8%, volatility 17.5% TIIV: +16.7%, volatility 14.6% TJUN: +5.6%, volatility 11.9% TLCI: -1.2%, volatility 13.7% TLTD: +16.8%, volatility 15.2% TLTE: +26.0%, volatility 23.4% TMAR: +20.7%, volatility 12.7% TOUS: +15.0%, volatility 16.4% TPIF: +14.1%, volatility 14.8% TSEP: +15.7%, volatility 10.5% TUR: +1.7%, volatility 25.5% TXUE: +14.6%, volatility 14.3% TXUG: +7.5%, volatility 19.2% UAE: +6.9%, volatility 23.3% UEVM: +8.2%, volatility 15.8% UIVM: +25.4%, volatility 15.9% URTH: +15.3%, volatility 13.2% USDU: +6.2%, volatility 5.3% VEA: +20.7%, volatility 17.7% VEMY: +6.0%, volatility 6.1% VEU: +18.7%, volatility 17.4% VEXC: +28.8%, volatility 19.5% VGK: +10.0%, volatility 15.9% VIDI: +28.5%, volatility 16.4% VIGI: +7.2%, volatility 13.2% VNAM: +5.4%, volatility 26.5% VNIE: -1.6%, volatility 17.4% VNM: -4.4%, volatility 25.8% VNQI: -7.7%, volatility 14.0% VPL: +37.2%, volatility 24.8% VSS: +12.2%, volatility 16.7% VT: +16.6%, volatility 14.2% VWO: +11.4%, volatility 17.8% VWOB: -0.5%, volatility 5.5% VXUS: +18.2%, volatility 17.3% VYMI: +23.1%, volatility 13.5% WCME: +11.2%, volatility 24.5% WCMI: +12.8%, volatility 20.6% WDIV: +16.6%, volatility 10.2% WLDR: +37.6%, volatility 18.4% WTV: +15.5%, volatility 11.6% WWJD: +10.8%, volatility 14.6% XC: -0.9%, volatility 15.4% XCEM: +48.2%, volatility 27.8% XCNY: +26.8%, volatility 19.8% XEMD: +3.2%, volatility 4.8% XIDV: +22.0%, volatility 12.6% XSOE: +25.7%, volatility 25.4% YDEC: +8.6%, volatility 7.3% YJUN: +7.2%, volatility 6.4% YMAR: +10.4%, volatility 7.0% YSEP: +10.6%, volatility 7.7% JHMD -100% 0% +100% +200% 0% 20% 40% 60% Volatility, last year → AADR: -4.4%, volatility 21.8% AAXJ: +29.3%, volatility 26.2% ACWI: +16.7%, volatility 14.3% ACWX: +18.8%, volatility 17.7% ADIV: +10.2%, volatility 14.1% ADVE: +24.4%, volatility 20.2% AFDM: +19.7%, volatility 14.9% AFEM: +32.8%, volatility 19.8% AFK: +13.1%, volatility 28.4% AGEM: +33.5%, volatility 25.4% AIVI: +21.6%, volatility 13.7% APIE: +11.1%, volatility 16.8% ARGT: +24.2%, volatility 34.0% ASEA: +25.8%, volatility 14.3% AVDE: +17.2%, volatility 15.5% AVDS: +18.8%, volatility 16.2% AVDV: +26.7%, volatility 17.2% AVEE: +11.7%, volatility 19.9% AVEM: +29.3%, volatility 24.7% AVES: +18.8%, volatility 20.7% AVIV: +20.8%, volatility 14.9% AVNM: +21.2%, volatility 16.8% AVNV: +21.9%, volatility 16.4% AVXC: +42.2%, volatility 26.3% BBAX: +12.3%, volatility 15.6% BBCA: +17.8%, volatility 14.2% BBEM: +27.1%, volatility 24.8% BBEU: +10.0%, volatility 16.0% BBIN: +14.5%, volatility 16.2% BBJP: +26.7%, volatility 21.1% BCIL: +1.4%, volatility 19.8% BEMB: +0.2%, volatility 4.5% BIDD: +15.7%, volatility 17.3% BINV: +13.2%, volatility 13.9% BKCI: +0.4%, volatility 14.3% BKEM: +27.1%, volatility 24.6% BKF: -14.4%, volatility 15.8% BKIE: +14.4%, volatility 15.5% BNDX: -0.8%, volatility 3.8% BRAZ: +27.5%, volatility 24.8% BRF: +11.0%, volatility 29.5% BUFI: +8.6%, volatility 9.1% BUFY: +8.7%, volatility 7.0% CAS: +7.6%, volatility 25.6% CEW: +6.3%, volatility 6.6% CGGE: +13.4%, volatility 15.4% CGGO: +16.6%, volatility 20.9% CGIB: -0.2%, volatility 4.0% CGIC: +17.8%, volatility 17.1% CGIE: +8.9%, volatility 17.3% CGNG: +18.9%, volatility 22.3% CGXU: +22.0%, volatility 23.6% CHIQ: -35.9%, volatility 22.4% CNQQ: -18.3%, volatility 26.5% COLO: +51.8%, volatility 24.3% CORO: +23.3%, volatility 18.0% CTWO: +3.5%, volatility 28.2% CWI: +18.6%, volatility 17.6% CXSE: -22.5%, volatility 21.3% DAX: -1.5%, volatility 17.9% DBAW: +23.3%, volatility 15.2% DBEF: +20.4%, volatility 13.2% DBEM: +29.5%, volatility 23.2% DBEU: +15.4%, volatility 13.2% DBEZ: +15.8%, volatility 15.2% DBJP: +42.5%, volatility 20.2% DDWM: +12.1%, volatility 13.1% DEEF: +15.3%, volatility 14.4% DEHP: +36.9%, volatility 27.9% DEM: +26.2%, volatility 15.3% DEW: +18.5%, volatility 9.6% DEXC: +45.6%, volatility 27.3% DFAE: +27.4%, volatility 24.0% DFAI: +16.4%, volatility 14.9% DFAX: +21.2%, volatility 16.9% DFE: +9.3%, volatility 15.2% DFEM: +26.9%, volatility 23.3% DFEV: +37.3%, volatility 22.3% DFGP: -1.5%, volatility 4.3% DFGX: -0.9%, volatility 4.3% DFIC: +17.4%, volatility 14.6% DFIS: +16.7%, volatility 15.5% DFIV: +23.9%, volatility 14.0% DFJ: +27.9%, volatility 17.9% DGIN: -12.9%, volatility 19.6% DGRE: +44.2%, volatility 25.4% DGS: +15.5%, volatility 18.0% DIEM: +37.6%, volatility 23.6% DIHP: +12.9%, volatility 14.6% DIM: +14.3%, volatility 13.6% DINT: +0.3%, volatility 18.8% DISV: +23.4%, volatility 15.0% DIVD: +17.7%, volatility 11.0% DIVI: +17.5%, volatility 15.5% DLS: +13.4%, volatility 14.1% DOL: +21.9%, volatility 16.1% DSTX: +13.4%, volatility 16.6% DTAN: +8.5%, volatility 15.3% DTH: +17.2%, volatility 13.0% DUKX: +13.3%, volatility 15.8% DVYA: +22.7%, volatility 13.5% DVYE: +21.4%, volatility 15.1% DWM: +13.6%, volatility 14.6% DWMF: +7.4%, volatility 12.5% DWX: +11.1%, volatility 11.1% DXJ: +44.5%, volatility 18.6% EAFG: +13.0%, volatility 19.8% EAPR: +16.3%, volatility 10.3% EBND: +2.3%, volatility 7.3% EBUF: +13.1%, volatility 8.3% ECH: +16.7%, volatility 25.7% ECON: +35.8%, volatility 26.4% ECOW: +13.9%, volatility 14.8% EDEN: +0.6%, volatility 19.7% EDGI: +14.6%, volatility 17.3% EDIV: +7.4%, volatility 12.9% EDOG: +8.4%, volatility 16.1% EELV: +9.2%, volatility 10.9% EEM: +27.6%, volatility 25.5% EEMA: +27.7%, volatility 24.4% EEMO: +31.0%, volatility 37.7% EEMS: +15.8%, volatility 20.9% EEMV: +19.8%, volatility 17.4% EFA: +14.0%, volatility 16.0% EFAD: +3.8%, volatility 13.7% EFAS: +20.0%, volatility 11.1% EFAV: +10.7%, volatility 10.8% EFFE: +19.2%, volatility 25.1% EFG: +7.1%, volatility 18.9% EFNL: +26.2%, volatility 20.1% EFV: +21.1%, volatility 14.5% EIDO: -31.2%, volatility 26.4% EIRL: +20.8%, volatility 18.2% EIS: +24.6%, volatility 23.2% EJAN: +12.0%, volatility 8.8% EJUL: +8.3%, volatility 9.8% ELD: +2.7%, volatility 8.8% EMB: -0.2%, volatility 5.9% EMBD: +0.3%, volatility 5.7% EMBX: +4.0%, volatility 6.0% EMC: +20.3%, volatility 25.5% EMCB: +0.7%, volatility 3.9% EMCS: +37.3%, volatility 28.3% EMDM: +52.7%, volatility 28.9% EMDV: +4.1%, volatility 11.8% EMEQ: +85.5%, volatility 42.0% EMES: +27.0%, volatility 26.0% EMGF: +29.5%, volatility 25.1% EMHC: 0.0%, volatility 5.6% EMIF: +7.3%, volatility 16.0% EMM: +44.2%, volatility 27.8% EMMF: +26.1%, volatility 21.7% EMOP: +30.6%, volatility 24.2% EMQQ: -32.6%, volatility 21.2% EMXC: +51.9%, volatility 29.0% ENOR: +30.2%, volatility 17.8% ENZL: -1.5%, volatility 16.6% EOCT: +14.2%, volatility 8.6% EPEM: +38.5%, volatility 23.0% EPHE: -7.9%, volatility 19.7% EPI: -8.6%, volatility 15.5% EPIN: +28.8%, volatility 19.5% EPOL: +36.6%, volatility 22.8% EPP: +9.0%, volatility 15.7% EPU: +49.0%, volatility 32.5% EQLT: +30.7%, volatility 24.0% EUDG: +6.7%, volatility 15.4% EUDV: -0.8%, volatility 14.2% EUFN: +18.7%, volatility 20.8% EVLU: +41.5%, volatility 21.4% EWA: +7.5%, volatility 18.2% EWC: +17.7%, volatility 14.6% EWD: +8.2%, volatility 20.2% EWG: -0.8%, volatility 17.8% EWH: +4.8%, volatility 17.0% EWI: +13.3%, volatility 18.6% EWJ: +28.8%, volatility 21.4% EWJV: +32.6%, volatility 19.7% EWK: +8.8%, volatility 15.7% EWL: +7.2%, volatility 15.9% EWM: +6.8%, volatility 14.3% EWN: +19.6%, volatility 22.6% EWO: +35.7%, volatility 20.2% EWP: +21.7%, volatility 19.3% EWQ: -2.9%, volatility 17.3% EWS: +18.9%, volatility 15.7% EWT: +90.1%, volatility 32.0% EWU: +13.0%, volatility 15.1% EWUS: +7.7%, volatility 18.3% EWW: +9.9%, volatility 22.2% EWX: +8.8%, volatility 17.9% EWY: +134.9%, volatility 57.2% EWZ: +32.1%, volatility 25.6% EWZS: +4.5%, volatility 31.5% EXUS: +8.4%, volatility 19.9% EYLD: +35.8%, volatility 20.4% EZA: +6.0%, volatility 33.5% EZU: +9.3%, volatility 17.8% FDD: +23.7%, volatility 15.8% FDEM: +21.5%, volatility 21.8% FDEV: +12.7%, volatility 12.3% FDNI: -34.8%, volatility 24.8% FDT: +29.1%, volatility 21.6% FEGE: +14.2%, volatility 13.2% FEM: +23.7%, volatility 20.7% FEMB: +2.8%, volatility 8.4% FEMR: +35.3%, volatility 26.3% FEMS: +6.1%, volatility 18.0% FENI: +16.3%, volatility 16.5% FEOE: +17.5%, volatility 15.6% FEP: +12.0%, volatility 17.0% FEUZ: +10.7%, volatility 17.4% FEZ: +8.7%, volatility 18.4% FFDI: +8.1%, volatility 18.8% FFEM: +34.4%, volatility 27.2% FFGX: +15.3%, volatility 21.0% FGD: +21.0%, volatility 12.5% FGM: -1.5%, volatility 21.1% FICS: +6.0%, volatility 13.4% FID: +17.6%, volatility 10.2% FIDI: +17.3%, volatility 11.6% FINT: +20.2%, volatility 15.8% FIVA: +23.7%, volatility 16.2% FJP: +26.6%, volatility 22.2% FKU: +15.6%, volatility 17.9% FLAU: +7.4%, volatility 17.9% FLAX: +29.2%, volatility 24.6% FLBR: +37.0%, volatility 25.8% FLCA: +17.6%, volatility 14.7% FLEE: +10.0%, volatility 16.2% FLEU: +8.8%, volatility 17.7% FLGB: +12.9%, volatility 14.9% FLGR: -0.9%, volatility 17.7% FLIA: +0.6%, volatility 3.3% FLIN: -10.3%, volatility 15.7% FLJH: +35.0%, volatility 19.4% FLJP: +27.5%, volatility 20.4% FLKR: +134.2%, volatility 56.0% FLLA: +26.8%, volatility 21.9% FLMX: +10.0%, volatility 21.9% FLN: +27.2%, volatility 22.1% FLSA: -6.9%, volatility 14.9% FLSW: +7.4%, volatility 15.8% FMQQ: -20.3%, volatility 20.1% FNDE: +20.2%, volatility 16.2% FNDF: +28.7%, volatility 16.4% FPA: +39.2%, volatility 32.1% FPXE: +1.7%, volatility 21.0% FPXI: +13.3%, volatility 31.4% FRDM: +61.3%, volatility 31.9% FSZ: +5.0%, volatility 14.3% FTHF: +73.1%, volatility 35.7% FXI: -19.0%, volatility 19.8% FXY: -7.0%, volatility 8.5% GAEM: +2.8%, volatility 5.1% GCOW: +17.4%, volatility 11.0% GEM: +27.9%, volatility 24.7% GEME: +37.1%, volatility 24.6% GIND: -9.4%, volatility 17.2% GLCR: -8.4%, volatility 16.7% GLIN: -3.9%, volatility 18.6% GMF: +13.2%, volatility 19.0% GMOI: +27.9%, volatility 13.3% GREK: +30.0%, volatility 24.8% GRIN: +20.1%, volatility 25.2% GSEE: +26.4%, volatility 24.7% GSEU: +9.3%, volatility 15.5% GSID: +14.3%, volatility 16.0% GSIE: +13.9%, volatility 14.7% GSJY: +28.4%, volatility 21.2% GVAL: +33.2%, volatility 16.5% GWX: +16.5%, volatility 17.5% GXC: -18.4%, volatility 18.4% GXUS: +19.6%, volatility 17.4% HAUZ: -7.8%, volatility 14.2% HAWX: +23.1%, volatility 15.4% HDEF: +12.9%, volatility 11.7% HDMV: +8.7%, volatility 11.9% HEDJ: +10.8%, volatility 15.9% HEEM: +29.3%, volatility 23.4% HEFA: +21.4%, volatility 13.2% HEWJ: +42.1%, volatility 20.3% HEZU: +15.9%, volatility 15.8% HFXI: +23.8%, volatility 17.1% IAGG: -0.2%, volatility 3.1% IAPR: +11.0%, volatility 7.4% IAUG: +8.1%, volatility 6.6% IBUF: +10.0%, volatility 6.6% ICOW: +19.2%, volatility 14.9% ICPY: +27.3%, volatility 13.8% IDEC: +10.7%, volatility 9.5% IDEV: +14.6%, volatility 15.4% IDHQ: +29.5%, volatility 20.9% IDLV: +7.3%, volatility 10.2% IDMO: +18.3%, volatility 19.8% IDOG: +20.7%, volatility 13.3% IDV: +21.1%, volatility 13.2% IDVZ: +9.5%, volatility 12.2% IDX: -32.3%, volatility 28.7% IEFA: +14.1%, volatility 15.9% IEMG: +26.5%, volatility 24.7% IEUR: +9.8%, volatility 15.8% IEUS: +6.1%, volatility 16.5% IEV: +9.6%, volatility 16.1% IFEB: +6.3%, volatility 8.3% IFGL: -7.3%, volatility 14.0% IFLO: +30.1%, volatility 14.9% IFV: +2.9%, volatility 18.8% IGRO: +13.5%, volatility 12.9% IHDG: +13.4%, volatility 14.3% IJAN: +8.7%, volatility 7.8% IJUL: +9.8%, volatility 8.1% IJUN: +9.2%, volatility 8.3% ILF: +28.2%, volatility 22.9% ILOW: +8.3%, volatility 14.0% IMAR: +4.9%, volatility 8.8% IMAY: +9.2%, volatility 7.9% IMFL: +24.1%, volatility 17.3% IMOM: +13.6%, volatility 22.9% IMTM: +16.1%, volatility 19.4% INCO: -12.3%, volatility 17.3% INDA: -11.1%, volatility 15.4% INDE: -1.6%, volatility 17.8% INDH: -8.5%, volatility 13.5% INDY: -13.1%, volatility 15.0% INEQ: +16.6%, volatility 14.0% INOV: +10.1%, volatility 10.1% INQQ: -16.2%, volatility 19.1% INTF: +18.2%, volatility 15.2% INTL: +13.0%, volatility 17.6% IOCT: +10.0%, volatility 8.2% IOO: +20.5%, volatility 14.8% IOPP: -7.7%, volatility 17.4% IPAC: +21.8%, volatility 17.9% IPKW: +15.2%, volatility 15.1% IPOS: +19.2%, volatility 34.7% IQDF: +24.9%, volatility 16.3% IQDG: +7.6%, volatility 16.6% IQDY: +28.1%, volatility 18.1% IQLT: +13.9%, volatility 15.2% IQSI: +14.0%, volatility 16.0% ISCF: +12.3%, volatility 15.4% ISEP: +9.3%, volatility 7.9% ISRA: +24.0%, volatility 21.5% ITEQ: +7.8%, volatility 25.1% IVAL: +22.3%, volatility 15.3% IVLU: +23.8%, volatility 15.9% IXUS: +18.3%, volatility 17.5% IZRL: +1.6%, volatility 22.4% JADE: +33.3%, volatility 24.2% JAPN: -6.9%, volatility 20.5% JDIV: +7.9%, volatility 12.6% JDVI: +20.3%, volatility 18.0% JEMA: +34.2%, volatility 25.8% JETS: +14.6%, volatility 32.6% JGLO: +8.3%, volatility 12.8% JHEM: +27.9%, volatility 23.6% JHID: +21.8%, volatility 13.1% JIG: +14.5%, volatility 22.1% JIRE: +13.8%, volatility 16.3% JIVE: +29.0%, volatility 15.5% JPAN: +27.5%, volatility 21.6% JPEM: +12.3%, volatility 14.0% JPIB: -0.6%, volatility 3.7% JPIN: +15.2%, volatility 14.5% JPMB: -0.8%, volatility 5.6% JPXN: +26.9%, volatility 20.1% JPY: +28.0%, volatility 20.3% KCAI: +17.2%, volatility 12.7% KEMQ: -3.6%, volatility 27.7% KEMX: +54.1%, volatility 28.1% KSA: -8.0%, volatility 14.9% KWEB: -41.1%, volatility 27.2% KWT: -2.1%, volatility 13.4% LCTD: +11.1%, volatility 15.2% LVHI: +25.3%, volatility 9.6% MCHI: -22.1%, volatility 19.7% MEM: +24.8%, volatility 25.9% MEMS: +16.3%, volatility 23.4% MEMX: +45.1%, volatility 27.7% MFDX: +14.8%, volatility 14.5% MFEM: +32.6%, volatility 23.6% MFSI: +10.7%, volatility 15.4% MJSC: +29.8%, volatility 20.8% MKOR: +114.7%, volatility 47.8% MOTI: -6.2%, volatility 15.0% MTRA: +1.2%, volatility 19.3% NBJP: +25.7%, volatility 22.7% NDIA: -8.9%, volatility 16.7% NFTY: -10.1%, volatility 15.1% NORW: +27.2%, volatility 17.4% NSI: +20.4%, volatility 21.9% NTSE: +29.8%, volatility 26.1% NTSI: +9.5%, volatility 15.9% OAEM: +45.2%, volatility 28.5% OAIM: +20.1%, volatility 18.9% OEFA: +4.2%, volatility 16.6% OPPE: +20.0%, volatility 14.5% OPPJ: +46.9%, volatility 21.9% OSEA: -1.7%, volatility 15.6% OTGL: +17.1%, volatility 18.9% OVF: +18.7%, volatility 18.9% PATN: +41.5%, volatility 26.1% PCY: -3.0%, volatility 7.7% PEMX: +47.6%, volatility 28.4% PID: +3.2%, volatility 10.1% PIE: +45.2%, volatility 28.1% PIEQ: +12.7%, volatility 17.6% PIZ: +10.7%, volatility 24.3% PJIO: -1.4%, volatility 27.9% PTEU: +8.6%, volatility 17.2% PTIN: +22.2%, volatility 18.2% PXF: +28.4%, volatility 16.9% PXH: +18.6%, volatility 16.4% QAT: -11.6%, volatility 13.2% QEFA: +13.4%, volatility 13.0% QEMM: +27.8%, volatility 19.9% QINT: +15.9%, volatility 15.8% QLTI: +2.6%, volatility 15.9% QLVD: +9.5%, volatility 10.8% QLVE: +20.8%, volatility 20.3% QUIZ: +13.0%, volatility 18.9% REMG: +29.9%, volatility 25.5% RGEF: +20.8%, volatility 15.9% RINT: +14.2%, volatility 15.6% RNEM: +3.9%, volatility 12.8% ROAM: +30.5%, volatility 18.1% RODM: +18.0%, volatility 11.1% RWX: -5.9%, volatility 13.6% SCHC: +13.3%, volatility 17.0% SCHE: +11.7%, volatility 18.2% SCHF: +21.3%, volatility 17.8% SCHY: +15.9%, volatility 12.1% SCJ: +24.4%, volatility 17.5% SCZ: +13.4%, volatility 15.4% SDEM: +23.9%, volatility 14.1% SEEM: +32.0%, volatility 24.6% SEIE: +18.8%, volatility 15.2% SMIN: -3.6%, volatility 18.8% SPDW: +20.8%, volatility 17.5% SPEM: +12.9%, volatility 18.0% SPEU: +9.7%, volatility 15.9% SPWO: +27.6%, volatility 24.1% SSXU: +6.8%, volatility 15.2% STXE: +53.9%, volatility 31.6% TDEC: +17.3%, volatility 11.2% TDI: +27.4%, volatility 19.7% TEMX: +32.5%, volatility 27.9% THD: +24.8%, volatility 22.5% TIER: +17.8%, volatility 17.5% TIIV: +16.7%, volatility 14.6% TJUN: +5.6%, volatility 11.9% TLCI: -1.2%, volatility 13.7% TLTD: +16.8%, volatility 15.2% TLTE: +26.0%, volatility 23.4% TMAR: +20.7%, volatility 12.7% TOUS: +15.0%, volatility 16.4% TPIF: +14.1%, volatility 14.8% TSEP: +15.7%, volatility 10.5% TUR: +1.7%, volatility 25.5% TXUE: +14.6%, volatility 14.3% TXUG: +7.5%, volatility 19.2% UAE: +6.9%, volatility 23.3% UEVM: +8.2%, volatility 15.8% UIVM: +25.4%, volatility 15.9% URTH: +15.3%, volatility 13.2% USDU: +6.2%, volatility 5.3% VEA: +20.7%, volatility 17.7% VEMY: +6.0%, volatility 6.1% VEU: +18.7%, volatility 17.4% VEXC: +28.8%, volatility 19.5% VGK: +10.0%, volatility 15.9% VIDI: +28.5%, volatility 16.4% VIGI: +7.2%, volatility 13.2% VNAM: +5.4%, volatility 26.5% VNIE: -1.6%, volatility 17.4% VNM: -4.4%, volatility 25.8% VNQI: -7.7%, volatility 14.0% VPL: +37.2%, volatility 24.8% VSS: +12.2%, volatility 16.7% VT: +16.6%, volatility 14.2% VWO: +11.4%, volatility 17.8% VWOB: -0.5%, volatility 5.5% VXUS: +18.2%, volatility 17.3% VYMI: +23.1%, volatility 13.5% WCME: +11.2%, volatility 24.5% WCMI: +12.8%, volatility 20.6% WDIV: +16.6%, volatility 10.2% WLDR: +37.6%, volatility 18.4% WTV: +15.5%, volatility 11.6% WWJD: +10.8%, volatility 14.6% XC: -0.9%, volatility 15.4% XCEM: +48.2%, volatility 27.8% XCNY: +26.8%, volatility 19.8% XEMD: +3.2%, volatility 4.8% XIDV: +22.0%, volatility 12.6% XSOE: +25.7%, volatility 25.4% YDEC: +8.6%, volatility 7.3% YJUN: +7.2%, volatility 6.4% YMAR: +10.4%, volatility 7.0% YSEP: +10.6%, volatility 7.7% JHMD
Each dot is one of 502 unlevered ETFs whose main narrative is dollar displacement, placed by its return (up) and how much it swung (right) over the last year.
Risk 15.4% Volatility, last year
−11.2% Largest fall, last year
−5.0% Below its high now