JHMC John Hancock Multifactor Consumer Discretionary ETF

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1 John Hancock Multifactor Consumer Discretionary ETF ETF.com segment: Equity: U.S. Consumer Cyclicals Competing ETFs: FXD, CNDF, XLY, VCR, IYC Related ETF Channels: North America, U.S., Smart-Beta ETFs, Multi-factor, Equity, Sectors, Consumer Discretionary, Consumer Cyclicals, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. 77 FUND DESCRIPTION tracks an index of US consumer discretionary stocks, weighted for exposure to 4 factors: small size, low relative price, high profitability and high momentum. FACTSET ANALYTICS INSIGHT is one of a suite of new funds from John Hancock, a long-established insurance company which is new to ETFs. The funds also represent a first foray into ETFs for sub-advisor DFA, one of the pioneers of factor-based investing, which has historically limited its products to certain institutions and advisors. reweights the universe of US consumer cyclical stocks, emphasizing exposure to four factors size, value, profitability and momentum that research has linked to higher returns. The fund isn't cheap, but its fee seems reasonable for what it does. Trading may be difficult until asset levels pick up. Look for full scoring in March MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of January 3, 2019 the John Hancock Multifactor Consumer Discretionary ETF MSCI ESG Fund Quality Score is 4.31 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 12nd percentile within its peer group and in the 14th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA John Hancock 09/28/15 Open-Ended Fund 0.50% $34.81M $439.55K 0.31% $97.02B % 127 Index Tracked John Hancock Dimensional Consumer Discretionary Index Index Weighting Methodology Index Selection Methodology Multi-Factor Market Cap Thomson Reuters US Cyclicals

2 1 Year Daily Price ($) Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 400k PERFORMANCE [as of 01/04/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -5.73% % 2.31% -6.46% 5.75% (NAV) -5.43% % 1.93% -6.32% 6.52% John Hancock Dimensional Consumer Discretionary Index Thomson Reuters US Cyclicals -5.09% % 2.33% -2.04% 10.18% 8.77% 17.42% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States % TOP 10 SECTORS Hotels & Entertainment S 20.03% Textiles & Apparel 5.75% Other Specialty Retailers 19.17% Homebuilding & Construc 2.81% Media & Publishing 18.45% Leisure Products 2.34% Diversified Retail 15.58% Household Goods 1.99% Automobiles & Auto Parts 10.16% Personal & Household Pro 1.83% TOP 10 HOLDINGS Amazon.com, Inc. 5.38% McDonald's Corporation Home Depot, Inc. 4.02% Lowe's Companies, Inc. 2.13% Comcast Corporation Clas 3.99% NIKE, Inc. Class B 2.10% Walt Disney Company 3.49% Dollar General Corporation 1.99% Starbucks Corporation O'Reilly Automotive, Inc. 1.79% Total Top 10 Weighting 29.35%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.50% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes No Policy ETN Counterparty Risk Fund Closure Risk Medium Portfolio Disclosure Daily

4 Daily Spread 2.0% FACTSET ANALYTICS BLOCK LIQUIDITY As of 01/07/19 1.5% 1.0% 0.5% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 4.0% 2.0% TRADABILITY Avg. Daily Share 14, % Average Daily $ $439.55K -2.0% Median Daily Share 1, % 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $57.21K 0.31% $0.09 Feb Apr Jun Jul Sep Nov Dec Median Premium / Discount (12 Mo) 0.04% Max. Premium / Discount (12 Mo) 2.38% / -2.00% Impediment to Creations None Market Hours Overlap % Creation Unit Size (Shares) 10,000 Creation Unit/Day (45 Day Average) 0.19 Creation Unit Cost (%) 0.18% Underlying / Unit 0.00% Open Interest on ETF Options Net Asset Value (Yesterday) $28.72 ETF.com Implied Liquidity 5

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Hotels & Entertainment Services Other Specialty Retailers Media & Publishing Diversified Retail Automobiles & Auto Parts Textiles & Apparel 20.03% 16.73% 19.17% 14.79% 18.45% 19.01% 15.58% 28.51% 10.16% 6.92% 5.75% 5.10% Amazon.com, Inc. Home Depot, Inc. Comcast Corporation Class A Walt Disney Company Starbucks Corporation McDonald's Corporation Lowe's Companies, Inc. NIKE, Inc. Class B Dollar General Corporation O'Reilly Automotive, Inc. Total Top 10 Weighting 5.38% 4.02% 3.99% 3.49% 2.13% 2.10% 1.99% 1.79% 29.35% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank % Thomson Reuters US Cyclicals 4.31 / Homebuilding & Construction Supplies Leisure Products Household Goods 2.81% 2.83% 2.34% 1.41% 1.99% 1.20% SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 9.24% 0.46% Personal & Household Products & Services 1.83% BENCHMARK COMPARISON HOLDINGS Number of Holdings 127 COUNTRIES United States % % Constituents Shared Holdings Shared Holdings Weight % REGIONS BENCHMARK COMPARISON SUMMARY North America % % Number of Holdings ECONOMIC DEVELOPMENT Weighted Average Market Cap $97.02B $231.62B Developed Countries % % Price / Earnings Ratio Price / Book Ratio Dividend Yield % 1.27% Concentration Low High

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