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Issuer
iShares
Inception Date
Sep 22, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P MidCap 400 Sustainability Screened Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$414M

Share Price Chart


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Performance

XJH Performance Chart

iShares ESG Screened S&P Mid-Cap ETF (XJH) is up 15.5% since the beginning of the year. XJH is currently trading at $51 per share. Investors who bought $1,000 worth of XJH shares 5 years ago would now be looking at an investment worth $1,492.


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S&P 500 Index

Returns By Period

iShares ESG Screened S&P Mid-Cap ETF (XJH) has returned 15.53% so far this year and 28.80% over the past 12 months.


iShares ESG Screened S&P Mid-Cap ETF

1D
0.39%
1M
4.02%
YTD
15.53%
6M
13.02%
1Y
28.80%
3Y*
16.14%
5Y*
8.33%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2020, XJH's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Jun 2022 at -9.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, XJH closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Apr 3, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.81%4.21%-5.86%7.92%3.02%2.04%15.53%
20253.86%-4.40%-5.71%-2.38%5.61%3.33%1.64%3.63%0.61%-0.64%2.51%0.43%8.12%
2024-1.58%5.34%5.27%-6.57%4.90%-1.48%6.00%-0.33%1.50%-1.27%8.89%-7.57%12.27%
20239.43%-1.44%-3.58%-0.97%-3.12%9.53%3.89%-2.84%-5.40%-6.04%8.99%9.25%16.74%
2022-7.31%0.82%0.96%-7.67%0.43%-9.59%11.01%-3.46%-8.86%10.45%6.31%-5.60%-14.36%
20211.35%6.98%4.51%4.58%-0.16%-1.13%0.31%1.75%-4.20%5.70%-2.72%4.95%23.43%

Benchmark Metrics

iShares ESG Screened S&P Mid-Cap ETF has an annualized alpha of -0.39%, beta of 1.03, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since September 24, 2020.

  • With beta of 1.03 and R2 of 0.75, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.39%
Beta
1.03
0.75
Upside Capture
98.09%
Downside Capture
100.19%

Expense Ratio

XJH has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

XJH ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XJH Risk / Return Rank: 5656
Overall Rank
XJH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 5454
Sortino Ratio Rank
XJH Omega Ratio Rank: 4848
Omega Ratio Rank
XJH Calmar Ratio Rank: 6262
Calmar Ratio Rank
XJH Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XJHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

3.01

2.78

+0.23

Martin ratioReturn relative to average drawdown

11.09

12.44

-1.35

Dividends

Dividend History

iShares ESG Screened S&P Mid-Cap ETF provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.60202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.56$0.56$0.52$0.52$0.48$0.41$0.11

Dividend yield

1.08%1.24%1.24%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.12$0.22
2025$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.21$0.56
2024$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.19$0.52
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$0.52
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$0.48
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$0.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-25.07%Jun 2022
7mo 1d1y 8mo
2y 3moNov 2021 - Feb 2024
2025 selloff2025
-24.56%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
2026 pullback2026
-9.61%Mar 2026
1mo 5d18d
1mo 23dFeb 2026 - Apr 2026
2024 pullback2024
-8.10%Aug 2024
21d1mo 13d
2mo 4dJul 2024 - Sep 2024
2024 pullback2024
-7.62%Apr 2024
17d2mo 28d
3mo 15dApr 2024 - Jul 2024

Drawdown Indicators


XJHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-56.78%

+31.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.10%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-18.90%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-25.43%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.77%

-10.71%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.03%

+0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XJH

Add iShares ESG Screened S&P Mid-Cap ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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