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iShares ESG Screened S&P Mid-Cap ETF (XJH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateSep 22, 2020
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedS&P MidCap 400 Sustainability Screened Index
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The iShares ESG Screened S&P Mid-Cap ETF features an expense ratio of 0.12%, falling within the medium range.


0.50%1.00%1.50%2.00%0.12%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with XJH

iShares ESG Screened S&P Mid-Cap ETF

Popular comparisons: XJH vs. IJH, XJH vs. VOO, XJH vs. XJR, XJH vs. MDY, XJH vs. XMMO, XJH vs. VOE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares ESG Screened S&P Mid-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
74.51%
61.84%
XJH (iShares ESG Screened S&P Mid-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares ESG Screened S&P Mid-Cap ETF had a return of 9.13% year-to-date (YTD) and 25.08% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.13%10.16%
1 month5.95%3.47%
6 months21.91%22.20%
1 year25.08%30.45%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.58%5.34%
2023-2.84%-5.40%-6.04%8.99%9.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
XJH
iShares ESG Screened S&P Mid-Cap ETF
1.61
^GSPC
S&P 500
2.79

Sharpe Ratio

The current iShares ESG Screened S&P Mid-Cap ETF Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.61
2.79
XJH (iShares ESG Screened S&P Mid-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares ESG Screened S&P Mid-Cap ETF granted a 1.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.49 per share.


PeriodTTM2023202220212020
Dividend$0.49$0.52$0.48$0.41$0.11

Dividend yield

1.20%1.38%1.45%1.04%0.36%

Monthly Dividends

The table displays the monthly dividend distributions for iShares ESG Screened S&P Mid-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.12$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.17
2022$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.16
2021$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.14
2020$0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
XJH (iShares ESG Screened S&P Mid-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares ESG Screened S&P Mid-Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares ESG Screened S&P Mid-Cap ETF was 25.07%, occurring on Jun 16, 2022. Recovery took 418 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.07%Nov 17, 2021146Jun 16, 2022418Feb 15, 2024564
-7.29%May 10, 202149Jul 19, 202133Sep 2, 202182
-6.13%Mar 16, 20217Mar 24, 202112Apr 12, 202119
-5.93%Oct 26, 20205Oct 30, 20204Nov 5, 20209
-5.17%Jan 21, 20217Jan 29, 20215Feb 5, 202112

Volatility

Volatility Chart

The current iShares ESG Screened S&P Mid-Cap ETF volatility is 3.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.59%
2.80%
XJH (iShares ESG Screened S&P Mid-Cap ETF)
Benchmark (^GSPC)