JHSC
John Hancock Multifactor Small Cap ETF
SMB
Adj. R2
0.964
Rel. Sharpe
0.661
Mkt beta
0.99
AUM
US$703M
MER
0.46%
Valuation
110
ETF comparison
Verified factor-similar pair
JHSC vs JPSE
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
89
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- JPSE has the higher backtested relative Sharpe (1.051 vs 0.661).
- JPSE has the lower published fee (0.29% vs 0.46%).
- JHSC is cheaper on dividend valuation (110 vs 117, where 100 is each fund's historical median).
- JPSE has the stronger regression fit (adjusted R-squared 0.973 vs 0.964).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
SMB
Adj. R2
0.973
Rel. Sharpe
1.051
Mkt beta
0.95
AUM
US$557M
MER
0.29%
Valuation
117
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.21
HML
diff +0.02
RMW
diff -0.07
CMA
diff -0.07
UMD
diff -0.01
Why This Pair Matches
Exposure level
88
Exposure shape
100
Mkt beta diff
0.04
Rel. Sharpe diff
0.390
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
Monthly updates
Get the next US ETF leaders update
Get one monthly email when the US leaders table refreshes, plus methodology and comparison-page updates.
Monthly leaders refresh
Download-access updates
Low-volume research notes
One monthly email when the data drop lands. This browser will remember you after signup.