CZA vs. XJH
Compare and contrast key facts about Invesco Zacks Mid-Cap ETF (CZA) and iShares ESG Screened S&P Mid-Cap ETF (XJH).
CZA and XJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CZA is a passively managed fund by Invesco that tracks the performance of the Zacks Mid-Cap Core Index. It was launched on Apr 2, 2007. 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. Both CZA and XJH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CZA vs. XJH - Performance Comparison
Loading graphics...
CZA vs. XJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CZA Invesco Zacks Mid-Cap ETF | 0.36% | 8.31% | 12.14% | 7.00% | -5.91% | 27.42% | 20.87% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 2.75% | 8.12% | 12.27% | 16.74% | -14.36% | 23.43% | 29.59% |
Returns By Period
In the year-to-date period, CZA achieves a 0.36% return, which is significantly lower than XJH's 2.75% return.
CZA
- 1D
- 0.96%
- 1M
- -6.03%
- YTD
- 0.36%
- 6M
- 2.80%
- 1Y
- 8.65%
- 3Y*
- 9.92%
- 5Y*
- 6.98%
- 10Y*
- 10.03%
XJH
- 1D
- 0.90%
- 1M
- -5.67%
- YTD
- 2.75%
- 6M
- 5.01%
- 1Y
- 18.09%
- 3Y*
- 11.87%
- 5Y*
- 6.04%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CZA vs. XJH - Expense Ratio Comparison
CZA has a 0.69% expense ratio, which is higher than XJH's 0.12% expense ratio.
Return for Risk
CZA vs. XJH — Risk / Return Rank
CZA
XJH
CZA vs. XJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Zacks Mid-Cap ETF (CZA) 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.
| CZA | XJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.85 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.33 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.33 | -0.68 |
Martin ratioReturn relative to average drawdown | 2.74 | 5.54 | -2.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CZA | XJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.85 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.31 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.67 | -0.21 |
Correlation
The correlation between CZA and XJH is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CZA vs. XJH - Dividend Comparison
CZA's dividend yield for the trailing twelve months is around 1.55%, more than XJH's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZA Invesco Zacks Mid-Cap ETF | 1.55% | 1.56% | 1.27% | 1.36% | 1.71% | 0.89% | 1.42% | 1.40% | 1.27% | 1.10% | 1.87% | 1.37% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.22% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CZA vs. XJH - Drawdown Comparison
The maximum CZA drawdown since its inception was -53.20%, which is greater than XJH's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for CZA and XJH.
Loading graphics...
Drawdown Indicators
| CZA | XJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.20% | -25.07% | -28.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -14.02% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -25.07% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -46.18% | — | — |
Current DrawdownCurrent decline from peak | -6.03% | -5.95% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -6.99% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.37% | -0.20% |
Volatility
CZA vs. XJH - Volatility Comparison
The current volatility for Invesco Zacks Mid-Cap ETF (CZA) is 5.16%, while iShares ESG Screened S&P Mid-Cap ETF (XJH) has a volatility of 6.71%. This indicates that CZA experiences smaller price fluctuations and is considered to be less risky than XJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CZA | XJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 6.71% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 12.27% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 21.39% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 19.89% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 19.99% | -0.73% |