SPMD vs. XJH
Compare and contrast key facts about SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and iShares ESG Screened S&P Mid-Cap ETF (XJH).
SPMD and XJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPMD is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Index. It was launched on Nov 8, 2005. 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 SPMD 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
SPMD vs. XJH - Performance Comparison
Loading graphics...
SPMD vs. XJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 2.59% | 7.44% | 13.91% | 16.48% | -13.13% | 24.76% | 29.12% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.84% | 8.12% | 12.27% | 16.74% | -14.36% | 23.43% | 29.59% |
Returns By Period
In the year-to-date period, SPMD achieves a 2.59% return, which is significantly higher than XJH's 1.84% return.
SPMD
- 1D
- 2.99%
- 1M
- -5.29%
- YTD
- 2.59%
- 6M
- 4.27%
- 1Y
- 17.37%
- 3Y*
- 12.11%
- 5Y*
- 6.60%
- 10Y*
- 10.73%
XJH
- 1D
- 3.13%
- 1M
- -5.86%
- YTD
- 1.84%
- 6M
- 4.18%
- 1Y
- 17.61%
- 3Y*
- 11.54%
- 5Y*
- 5.85%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPMD vs. XJH - Expense Ratio Comparison
SPMD has a 0.05% expense ratio, which is lower than XJH's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPMD vs. XJH — Risk / Return Rank
SPMD
XJH
SPMD vs. XJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) 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.
| SPMD | XJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.83 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.30 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.26 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.41 | 5.29 | +0.12 |
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
| SPMD | XJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.83 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.30 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.66 | -0.23 |
Correlation
The correlation between SPMD and XJH is 0.99, 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
SPMD vs. XJH - Dividend Comparison
SPMD's dividend yield for the trailing twelve months is around 1.37%, more than XJH's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.37% | 1.39% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.23% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPMD vs. XJH - Drawdown Comparison
The maximum SPMD drawdown since its inception was -57.62%, which is greater than XJH's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for SPMD and XJH.
Loading graphics...
Drawdown Indicators
| SPMD | XJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.62% | -25.07% | -32.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -14.02% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -25.07% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -41.86% | — | — |
Current DrawdownCurrent decline from peak | -6.13% | -6.78% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -6.99% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.35% | -0.08% |
Volatility
SPMD vs. XJH - Volatility Comparison
SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and iShares ESG Screened S&P Mid-Cap ETF (XJH) have volatilities of 6.56% and 6.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SPMD | XJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 6.74% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 12.24% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.11% | 21.38% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 19.89% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 19.99% | +1.19% |