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CVLC vs. XJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CVLC vs. XJH

Last updated Aug 4, 2026
Documentation

CVLC (Calvert US Large-Cap Core Responsible Index ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both exchange-traded funds - CVLC is a Large Cap Blend Equities fund tracking the Calvert US Large-Cap Core Responsible Index - Benchmark TR Gross, while XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index. Both are passively managed. Over the past 3 years, CVLC returned 20.86%/yr vs 13.78%/yr for XJH. Their correlation of 0.81 means they have usually moved in the same direction. CVLC charges 0.15%/yr vs 0.12%/yr for XJH.

Performance

CVLC vs. XJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares ESG Screened S&P Mid-Cap ETF (XJH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVLC achieves a 13.62% return, which is significantly lower than XJH's 15.96% return.

CVLC

1D
1.46%
1M
1.48%
6M
11.48%
YTD
13.62%
1Y
25.31%
3Y*
20.86%
5Y*
—
10Y*
—
ALL TIME*
21.03%

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

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

CVLC

Calvert US Large-Cap Core Responsible Index ETF
$2.52M$3.35M$3.05M

XJH

iShares ESG Screened S&P Mid-Cap ETF
$608.00K$950.64K$1.17M

CVLC vs. XJH - Yearly Performance Comparison

2026 (YTD)202520242023
CVLC
Calvert US Large-Cap Core Responsible Index ETF		13.62%16.13%24.20%19.04%
XJH
iShares ESG Screened S&P Mid-Cap ETF		15.96%8.12%12.27%6.68%

Correlation

The correlation between CVLC and XJH is 0.80, 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.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2023

0.81

The correlation between CVLC and XJH has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

CVLC vs. XJH - Sectors Allocation Comparison

Sectors
CVLC
XJH

Technology

38.1%
15.6%

Financial Services

13.2%
15.7%

Industrials

10.2%
22.7%

Healthcare

10.0%
10.6%

Consumer Cyclical

8.0%
10.5%

Communication Services

7.4%
1.0%

Consumer Defensive

4.7%
3.2%

Real Estate

2.8%
8.7%

Basic Materials

2.6%
6.9%

Utilities

2.3%
1.7%

Energy

0.4%
3.0%

Technology

CVLC
38.1%
XJH
15.6%

Financial Services

CVLC
13.2%
XJH
15.7%

Industrials

CVLC
10.2%
XJH
22.7%

Healthcare

CVLC
10.0%
XJH
10.6%

Consumer Cyclical

CVLC
8.0%
XJH
10.5%

Communication Services

CVLC
7.4%
XJH
1.0%

Consumer Defensive

CVLC
4.7%
XJH
3.2%

Real Estate

CVLC
2.8%
XJH
8.7%

Basic Materials

CVLC
2.6%
XJH
6.9%

Utilities

CVLC
2.3%
XJH
1.7%

Energy

CVLC
0.4%
XJH
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Calvert US Large-Cap Core Responsible Index ETF

iShares ESG Screened S&P Mid-Cap ETF

Often compared with CVLC:
CVLC vs. ESGVCVLC vs. CDEICVLC vs. KLIPCVLC vs. VOOCVLC vs. ESGUCVLC vs. SCHGCVLC vs. VTI
Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. SUSLXJH vs. MDY

Return for Risk

CVLC vs. XJH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
CVLC
CVLC Risk / Return Rank: 7777
Overall Rank
CVLC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CVLC Sortino Ratio Rank: 7878
Sortino Ratio Rank
CVLC Omega Ratio Rank: 7676
Omega Ratio Rank
CVLC Calmar Ratio Rank: 7272
Calmar Ratio Rank
CVLC Martin Ratio Rank: 8282
Martin Ratio Rank
XJH
XJH Risk / Return Rank: 6868
Overall Rank
XJH Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 6868
Sortino Ratio Rank
XJH Omega Ratio Rank: 6262
Omega Ratio Rank
XJH Calmar Ratio Rank: 7373
Calmar Ratio Rank
XJH Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CVLC vs. XJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index ETF (CVLC) 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.

CVLCXJHDifference
Sharpe ratioReturn per unit of total volatility
1.89
1.57

+0.32

Sortino ratioReturn per unit of downside risk
2.66
2.31

+0.34

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

2.65

2.65

-0.01

Martin ratioReturn relative to average drawdown

11.63

9.83

+1.80

CVLC vs. XJH - Sharpe Ratio Comparison

The current CVLC Sharpe Ratio is 1.89, which is comparable to the XJH Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CVLC and XJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CVLC vs. XJH - Drawdown Comparison

The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum XJH drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for CVLC and XJH.

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Drawdown Indicators

CVLCXJHDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-25.07%

+5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.61%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-24.56%

+4.64%

Max Drawdown (5Y)

Largest decline over 5 years

—

-25.07%

—

Current Drawdown

Current decline from peak

0.00%

-1.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

-2.36%

-6.67%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.59%

-0.41%

Volatility

CVLC vs. XJH - Volatility Comparison

Calvert US Large-Cap Core Responsible Index ETF (CVLC) has a higher volatility of 3.95% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 3.66%. This indicates that CVLC'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

CVLCXJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.66%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

12.08%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

16.28%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

19.86%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

19.74%

-4.18%

CVLC vs. XJH - Expense Ratio Comparison

CVLC has a 0.15% expense ratio, which is higher than XJH's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CVLC vs. XJH - Dividend Comparison

CVLC's dividend yield for the trailing twelve months is around 0.91%, less than XJH's 1.08% yield.

PositionTTM202520242023202220212020
CVLC
Calvert US Large-Cap Core Responsible Index ETF		0.91%1.02%1.03%0.91%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

CVLC and XJH have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVLC has higher volatility (3.95%) compared to XJH (3.66%). In terms of maximum drawdown, CVLC dropped -19.92% vs XJH's -25.07%.

On 3-year performance, CVLC leads with 20.86% vs 13.78% for XJH. 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 3-year period, CVLC has performed better with a 20.86% return vs 13.78%. 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 0.15% for CVLC.

XJH has the higher dividend yield at 1.08%, compared with 0.91% for CVLC.

CVLC is categorized as Large Cap Blend Equities, while XJH is Mid Cap Blend Equities. CVLC tracks Calvert US Large-Cap Core Responsible Index - Benchmark TR Gross, while XJH tracks S&P MidCap 400 Sustainability Screened Index. They also come from different issuers: Calvert and iShares. Their fees differ too: 0.15% for CVLC and 0.12% for XJH.

CVLC currently has the higher Sharpe Ratio (1.89 vs 1.57), 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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