CGMM vs. XJH
CGMM (Capital Group U.S. Small and Mid Cap ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds. CGMM is actively managed, while XJH is passively managed. Over the past year, CGMM returned 20.81% vs 25.39% for XJH. Their correlation of 0.93 means they have usually moved in the same direction. CGMM charges 0.51%/yr vs 0.12%/yr for XJH.
Performance
CGMM vs. XJH - Performance Comparison
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Returns By Period
In the year-to-date period, CGMM achieves a 12.62% return, which is significantly lower than XJH's 15.96% return.
CGMM
- 1D
- 1.60%
- 1M
- -0.86%
- 6M
- 7.51%
- YTD
- 12.62%
- 1Y
- 20.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.33%
XJH
- 1D
- 0.96%
- 1M
- 0.04%
- 6M
- 10.53%
- YTD
- 15.96%
- 1Y
- 25.39%
- 3Y*
- 13.78%
- 5Y*
- 8.31%
- 10Y*
- —
- ALL TIME*
- 14.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $22.62M | $22.77M | $28.59M | |
| $608.00K | $950.64K | $1.17M |
CGMM vs. XJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CGMM Capital Group U.S. Small and Mid Cap ETF | 12.62% | 12.15% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 15.96% | 5.59% |
Correlation
The correlation between CGMM and XJH is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.93 |
The correlation between CGMM and XJH has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
CGMM vs. XJH - Sectors Allocation Comparison
Sectors
CGMM
XJH
Industrials
Technology
Financial Services
Consumer Cyclical
Healthcare
Consumer Defensive
Utilities
Basic Materials
Energy
Real Estate
Communication Services
Industrials
CGMM
XJH
Technology
CGMM
XJH
Financial Services
CGMM
XJH
Consumer Cyclical
CGMM
XJH
Healthcare
CGMM
XJH
Consumer Defensive
CGMM
XJH
Utilities
CGMM
XJH
Basic Materials
CGMM
XJH
Energy
CGMM
XJH
Real Estate
CGMM
XJH
Communication Services
CGMM
XJH
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Return for Risk
CGMM vs. XJH — Risk / Return Rank
CGMM
XJH
CGMM vs. XJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Small and Mid Cap ETF (CGMM) and iShares ESG Screened S&P Mid-Cap ETF (XJH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| CGMM | XJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.65 | -0.58 |
| Martin ratioReturn relative to average drawdown | 7.78 | 9.83 | -2.05 |
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Drawdowns
CGMM vs. XJH - Drawdown Comparison
The maximum CGMM drawdown since its inception was -21.04%, smaller than the maximum XJH drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for CGMM and XJH.
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Drawdown Indicators
| CGMM | XJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.04% | -25.07% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -9.61% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.07% | — |
Current DrawdownCurrent decline from peak | -1.61% | -1.17% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -6.67% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.59% | +0.09% |
Volatility
CGMM vs. XJH - Volatility Comparison
Capital Group U.S. Small and Mid Cap ETF (CGMM) has a higher volatility of 3.95% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 3.66%. This indicates that CGMM's price experiences larger fluctuations and is considered to be riskier than XJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGMM | XJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.66% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 12.08% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 16.28% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 19.86% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 19.74% | +0.03% |
CGMM vs. XJH - Expense Ratio Comparison
CGMM has a 0.51% expense ratio, which is higher than XJH's 0.12% expense ratio.
Dividends
CGMM vs. XJH - Dividend Comparison
CGMM's dividend yield for the trailing twelve months is around 0.38%, less than XJH's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CGMM Capital Group U.S. Small and Mid Cap ETF | 0.38% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.08% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% |
Frequently Asked Questions
With a correlation of 0.93, CGMM and XJH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CGMM has higher volatility (3.95%) compared to XJH (3.66%). In terms of maximum drawdown, CGMM dropped -21.04% vs XJH's -25.07%.
On 1-year performance, XJH leads with 25.39% vs 20.81% for CGMM. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XJH has performed better with a 25.39% return vs 20.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XJH is cheaper with a 0.12% expense ratio, compared with 0.51% for CGMM.
XJH has the higher dividend yield at 1.08%, compared with 0.38% for CGMM.
They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.51% for CGMM and 0.12% for XJH.
XJH currently has the higher Sharpe Ratio (1.57 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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