ETHO vs. XJH

Last updated Jun 26, 2026

ETHO (Amplify Etho Climate Leadership U.S. ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds - ETHO tracks the Etho Climate Leadership Index while XJH tracks the S&P MidCap 400 Sustainability Screened Index. Both are passively managed. Over the past year, ETHO returned 37.96% vs 28.30% for XJH. Their correlation of 0.94 suggests significant overlap in exposure. ETHO charges 0.45%/yr vs 0.12%/yr for XJH.

Performance

ETHO vs. XJH - Performance Comparison

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

Returns By Period

In the year-to-date period, ETHO achieves a 20.60% return, which is significantly higher than XJH's 16.36% return.

ETHO

• 1D: 1.17%
• 1M: 3.50%
• YTD: 20.60%
• 6M: 17.91%
• 1Y: 37.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XJH

• 1D: 1.10%
• 1M: 3.08%
• YTD: 16.36%
• 6M: 14.06%
• 1Y: 28.30%
• 3Y*: 16.05%
• 5Y*: 8.08%
• 10Y*: —

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

ETHO vs. XJH - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ETHO Amplify Etho Climate Leadership U.S. ETF	20.60%	10.23%	11.21%
XJH iShares ESG Screened S&P Mid-Cap ETF	16.36%	8.12%	12.79%

Correlation

The correlation between ETHO and XJH is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 29, 2024	0.94

The correlation between ETHO and XJH has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

ETHO vs. XJH - Sectors Allocation Comparison

Sectors	ETHO	XJH
Technology	28.7%	16.7%
Industrials	15.9%	26.8%
Healthcare	12.3%	9.7%
Financial Services	12.2%	14.0%
Consumer Cyclical	10.2%	9.6%
Real Estate	6.3%	8.1%
Consumer Defensive	4.4%	4.2%
Communication Services	4.3%	1.1%
Basic Materials	2.9%	5.0%
Utilities	2.5%	1.5%
Energy	0.3%	2.9%

Return for Risk

ETHO vs. XJH — Risk / Return Rank

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

ETHO

ETHO Risk / Return Rank: 79
ETHO Sharpe Ratio Rank: 77
ETHO Sortino Ratio Rank: 77
ETHO Omega Ratio Rank: 70
ETHO Calmar Ratio Rank: 85
ETHO Martin Ratio Rank: 86

XJH

XJH Risk / Return Rank: 62
XJH Sharpe Ratio Rank: 59
XJH Sortino Ratio Rank: 61
XJH Omega Ratio Rank: 54
XJH Calmar Ratio Rank: 68
XJH Martin Ratio Rank: 68

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.

ETHO vs. XJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) 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.

	ETHO	XJH	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.72	+0.42
Sortino ratio: Return per unit of downside risk	2.97	2.49	+0.49
Omega ratio: Gain probability vs. loss probability	1.36	1.30	+0.06
Calmar ratio: Return relative to maximum drawdown	4.12	2.96	+1.17
Martin ratio: Return relative to average drawdown	15.96	10.89	+5.07

ETHO vs. XJH - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 2.14, which is comparable to the XJH Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ETHO 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.

Drawdowns

ETHO vs. XJH - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, roughly equal to the maximum XJH drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for ETHO and XJH.

Drawdown Indicators

	ETHO	XJH	Difference
Max Drawdown Largest peak-to-trough decline	-25.50%	-25.07%	-0.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.25%	-9.61%	+0.36%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.56%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.41%	-6.76%	+2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	2.60%	-0.22%

Volatility

ETHO vs. XJH - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 5.06% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 4.70%. This indicates that ETHO'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.

Volatility by Period

	ETHO	XJH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	4.70%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	13.21%	12.34%	+0.87%
Volatility (1Y) Calculated over the trailing 1-year period	17.88%	16.61%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.47%	19.96%	-0.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.47%	19.86%	-0.39%

ETHO vs. XJH - Expense Ratio Comparison

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

Dividends

ETHO vs. XJH - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.71%, less than XJH's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ETHO Amplify Etho Climate Leadership U.S. ETF	0.71%	0.86%	0.69%	0.00%	0.00%	0.00%	0.00%
XJH iShares ESG Screened S&P Mid-Cap ETF	1.07%	1.24%	1.24%	1.38%	1.45%	1.04%	0.36%

Frequently Asked Questions

Can I hold both ETHO and XJH in my portfolio?

With a correlation of 0.93, ETHO 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.

Which is riskier, ETHO or XJH?

ETHO has higher volatility (5.06%) compared to XJH (4.70%). In terms of maximum drawdown, ETHO dropped -25.50% vs XJH's -25.07%.

Which ETF is better, ETHO or XJH?

On 1-year performance, ETHO leads with 37.96% vs 28.30% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 4.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ETHO or XJH?

Over the 1-year period, ETHO has performed better with a 37.96% return vs 28.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ETHO or XJH?

XJH is cheaper with a 0.12% expense ratio, compared with 0.45% for ETHO.

Which ETF pays a higher dividend yield, ETHO or XJH?

XJH has the higher dividend yield at 1.07%, compared with 0.71% for ETHO.

What is the main difference between ETHO and XJH?

ETHO tracks Etho Climate Leadership Index, while XJH tracks S&P MidCap 400 Sustainability Screened Index. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.45% for ETHO and 0.12% for XJH.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.14 vs 1.72), 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.