CTEF vs. XJH

Last updated Apr 1, 2026

Compare and contrast key facts about Castellan Targeted Equity ETF (CTEF) and iShares ESG Screened S&P Mid-Cap ETF (XJH).

CTEF and XJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CTEF is an actively managed fund by Castellan. It was launched on Jun 18, 2025. XJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Sustainability Screened Index. It was launched on Sep 22, 2020.

Performance

CTEF vs. XJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and iShares ESG Screened S&P Mid-Cap ETF (XJH). The values are adjusted to include any dividend payments, if applicable.

CTEF vs. XJH - Yearly Performance Comparison

	2026 (YTD)	2025
CTEF Castellan Targeted Equity ETF	1.71%	33.22%
XJH iShares ESG Screened S&P Mid-Cap ETF	1.84%	11.13%

Returns By Period

In the year-to-date period, CTEF achieves a 1.71% return, which is significantly lower than XJH's 1.84% return.

CTEF

• 1D: 4.03%
• 1M: -9.59%
• YTD: 1.71%
• 6M: 4.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XJH

• 1D: 3.13%
• 1M: -5.86%
• YTD: 1.84%
• 6M: 4.18%
• 1Y: 17.61%
• 3Y*: 11.54%
• 5Y*: 5.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEF vs. XJH - Expense Ratio Comparison

CTEF has a 0.45% expense ratio, which is higher than XJH's 0.12% expense ratio.

CTEF

Castellan Targeted Equity ETF

XJH

iShares ESG Screened S&P Mid-Cap ETF

Return for Risk

CTEF vs. XJH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XJH

XJH Risk / Return Rank: 50
XJH Sharpe Ratio Rank: 47
XJH Sortino Ratio Rank: 50
XJH Omega Ratio Rank: 46
XJH Calmar Ratio Rank: 51
XJH Martin Ratio Rank: 55

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.

CTEF vs. XJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CTEF	XJH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.28	0.66	+1.62

Correlation

The correlation between CTEF and XJH is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CTEF vs. XJH - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.07%, less than XJH's 1.23% yield.

	TTM	2025	2024	2023	2022	2021	2020
CTEF Castellan Targeted Equity ETF	0.07%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%
XJH iShares ESG Screened S&P Mid-Cap ETF	1.23%	1.24%	1.24%	1.38%	1.45%	1.04%	0.36%

Drawdowns

CTEF vs. XJH - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum XJH drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for CTEF and XJH.

Drawdown Indicators

	CTEF	XJH	Difference
Max Drawdown Largest peak-to-trough decline	-15.00%	-25.07%	+10.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.02%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.07%	—
Current Drawdown Current decline from peak	-11.58%	-6.78%	-4.80%
Average Drawdown Average peak-to-trough decline	-1.77%	-6.99%	+5.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.35%	—

Volatility

Volatility by Period

	CTEF	XJH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.97%	21.38%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.97%	19.89%	+1.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.97%	19.99%	+0.98%