CTEF vs. XJH
CTEF (Castellan Targeted Equity ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds. CTEF is actively managed, while XJH is passively managed. Over the past year, CTEF returned 81.04% vs 26.24% for XJH. A 0.73 correlation means they provide meaningful diversification when combined. CTEF charges 0.45%/yr vs 0.12%/yr for XJH.
Performance
CTEF vs. XJH - Performance Comparison
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Returns By Period
In the year-to-date period, CTEF achieves a 36.91% return, which is significantly higher than XJH's 14.60% return.
CTEF
- 1D
- -2.45%
- 1M
- 13.53%
- YTD
- 36.91%
- 6M
- 33.85%
- 1Y
- 81.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJH
- 1D
- -0.80%
- 1M
- 3.19%
- YTD
- 14.60%
- 6M
- 12.44%
- 1Y
- 26.24%
- 3Y*
- 15.83%
- 5Y*
- 7.93%
- 10Y*
- —
CTEF vs. XJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CTEF Castellan Targeted Equity ETF | 36.91% | 33.10% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 14.60% | 11.63% |
Correlation
The correlation between CTEF and XJH is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.73 |
The correlation between CTEF and XJH has been stable across timeframes, ranging from 0.73 to 0.73 - a consistent structural relationship.
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Return for Risk
CTEF vs. XJH — Risk / Return Rank
CTEF
XJH
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.
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.
| CTEF | XJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.27 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 2.74 | +2.69 |
| Martin ratioReturn relative to average drawdown | 25.12 | 10.10 | +15.02 |
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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.
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Drawdown Indicators
| CTEF | XJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.00% | -25.07% | +10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -9.61% | -5.39% |
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 | -2.45% | -0.80% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -6.77% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.61% | +0.63% |
Volatility
CTEF vs. XJH - Volatility Comparison
Castellan Targeted Equity ETF (CTEF) has a higher volatility of 9.15% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 4.85%. This indicates that CTEF'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
| CTEF | XJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 4.85% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 19.03% | 12.34% | +6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 16.64% | +6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 19.96% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 19.87% | +2.69% |
CTEF vs. XJH - Expense Ratio Comparison
CTEF has a 0.45% expense ratio, which is higher than XJH's 0.12% expense ratio.
Dividends
CTEF vs. XJH - Dividend Comparison
CTEF's dividend yield for the trailing twelve months is around 0.06%, less than XJH's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CTEF Castellan Targeted Equity ETF | 0.06% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.09% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% |
Frequently Asked Questions
CTEF and XJH have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTEF has higher volatility (9.15%) compared to XJH (4.85%). In terms of maximum drawdown, CTEF dropped -15.00% vs XJH's -25.07%.
On 1-year performance, CTEF leads with 81.04% vs 26.24% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CTEF has performed better with a 81.04% return vs 26.24%. 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 0.45% for CTEF.
XJH has the higher dividend yield at 1.09%, compared with 0.06% for CTEF.
They also come from different issuers: Castellan and iShares. Their fees differ too: 0.45% for CTEF and 0.12% for XJH.
CTEF currently has the higher Sharpe Ratio (3.60 vs 1.59), 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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