LST vs. XJH
LST (Leuthold Select Industries ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds. LST is actively managed, while XJH is passively managed. Over the past year, LST returned 33.41% vs 28.80% for XJH. Their correlation of 0.82 suggests significant overlap in exposure. LST charges 0.65%/yr vs 0.12%/yr for XJH.
Performance
LST vs. XJH - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LST having a 15.69% return and XJH slightly lower at 15.53%.
LST
- 1D
- 1.00%
- 1M
- 1.69%
- YTD
- 15.69%
- 6M
- 14.16%
- 1Y
- 33.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJH
- 1D
- 0.39%
- 1M
- 4.02%
- YTD
- 15.53%
- 6M
- 13.02%
- 1Y
- 28.80%
- 3Y*
- 16.14%
- 5Y*
- 8.33%
- 10Y*
- —
LST vs. XJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LST Leuthold Select Industries ETF | 15.69% | 15.31% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 15.53% | 4.58% |
Correlation
The correlation between LST and XJH is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2025 | 0.82 |
The correlation between LST and XJH has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
LST vs. XJH — Risk / Return Rank
LST
XJH
LST vs. XJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Select Industries ETF (LST) 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.
| LST | XJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.30 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.01 | +0.08 |
| Martin ratioReturn relative to average drawdown | 12.63 | 11.09 | +1.55 |
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Drawdowns
LST vs. XJH - Drawdown Comparison
The maximum LST drawdown since its inception was -19.47%, smaller than the maximum XJH drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for LST and XJH.
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Drawdown Indicators
| LST | XJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.47% | -25.07% | +5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -9.61% | -1.24% |
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 | -1.69% | 0.00% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -6.77% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.60% | +0.05% |
Volatility
LST vs. XJH - Volatility Comparison
Leuthold Select Industries ETF (LST) has a higher volatility of 4.98% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 4.74%. This indicates that LST'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
| LST | XJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.74% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 12.31% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 16.65% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 19.96% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 19.87% | -1.86% |
LST vs. XJH - Expense Ratio Comparison
LST has a 0.65% expense ratio, which is higher than XJH's 0.12% expense ratio.
Dividends
LST vs. XJH - Dividend Comparison
LST's dividend yield for the trailing twelve months is around 1.16%, more than XJH's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
LST Leuthold Select Industries ETF | 1.16% | 1.34% | 0.00% | 0.00% | 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
LST 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.
LST has higher volatility (4.98%) compared to XJH (4.74%). In terms of maximum drawdown, LST dropped -19.47% vs XJH's -25.07%.
On 1-year performance, LST leads with 33.41% vs 28.80% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LST has performed better with a 33.41% return vs 28.80%. 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 0.65% for LST.
LST has the higher dividend yield at 1.16%, compared with 1.08% for XJH.
They also come from different issuers: Leuthold Group and iShares. Their fees differ too: 0.65% for LST and 0.12% for XJH.
LST currently has the higher Sharpe Ratio (2.25 vs 1.74), 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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