TSME vs. XJH

Last updated Apr 1, 2026

Compare and contrast key facts about Thrivent Small-Mid Cap ESG ETF (TSME) and iShares ESG Screened S&P Mid-Cap ETF (XJH).

TSME and XJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSME is an actively managed fund by Thrivent. It was launched on Oct 5, 2022. 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.

Performance

TSME vs. XJH - Performance Comparison

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

TSME vs. XJH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TSME Thrivent Small-Mid Cap ESG ETF	-0.14%	13.79%	18.98%	17.82%	2.41%
XJH iShares ESG Screened S&P Mid-Cap ETF	1.84%	8.12%	12.27%	16.74%	4.52%

Returns By Period

In the year-to-date period, TSME achieves a -0.14% return, which is significantly lower than XJH's 1.84% return.

TSME

• 1D: 3.94%
• 1M: -9.63%
• YTD: -0.14%
• 6M: 0.38%
• 1Y: 25.11%
• 3Y*: 14.70%
• 5Y*: —
• 10Y*: —

XJH

• 1D: 3.13%
• 1M: -5.86%
• YTD: 1.84%
• 6M: 4.18%
• 1Y: 17.61%
• 3Y*: 11.54%
• 5Y*: 5.85%
• 10Y*: —

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

TSME vs. XJH - Expense Ratio Comparison

TSME has a 0.65% expense ratio, which is higher than XJH's 0.12% expense ratio.

TSME

Thrivent Small-Mid Cap ESG ETF

XJH

iShares ESG Screened S&P Mid-Cap ETF

Return for Risk

TSME vs. XJH — Risk / Return Rank

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

TSME

TSME Risk / Return Rank: 60
TSME Sharpe Ratio Rank: 57
TSME Sortino Ratio Rank: 60
TSME Omega Ratio Rank: 55
TSME Calmar Ratio Rank: 69
TSME Martin Ratio Rank: 58

XJH

XJH Risk / Return Rank: 50
XJH Sharpe Ratio Rank: 47
XJH Sortino Ratio Rank: 50
XJH Omega Ratio Rank: 46
XJH Calmar Ratio Rank: 51
XJH Martin Ratio Rank: 55

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.

TSME vs. XJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) 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.

	TSME	XJH	Difference
Sharpe ratio Return per unit of total volatility	1.02	0.83	+0.19
Sortino ratio Return per unit of downside risk	1.54	1.30	+0.24
Omega ratio Gain probability vs. loss probability	1.21	1.17	+0.03
Calmar ratio Return relative to maximum drawdown	1.75	1.26	+0.48
Martin ratio Return relative to average drawdown	5.80	5.29	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSME vs. XJH - Sharpe Ratio Comparison

The current TSME Sharpe Ratio is 1.02, which is comparable to the XJH Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TSME and XJH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TSME	XJH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	0.83	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.66	+0.05

Correlation

The correlation between TSME and XJH is 0.94, 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

TSME vs. XJH - Dividend Comparison

TSME's dividend yield for the trailing twelve months is around 0.17%, less than XJH's 1.23% yield.

	TTM	2025	2024	2023	2022	2021	2020
TSME Thrivent Small-Mid Cap ESG ETF	0.17%	0.17%	0.38%	0.53%	0.16%	0.00%	0.00%
XJH iShares ESG Screened S&P Mid-Cap ETF	1.23%	1.24%	1.24%	1.38%	1.45%	1.04%	0.36%

Drawdowns

TSME vs. XJH - Drawdown Comparison

The maximum TSME drawdown since its inception was -26.59%, which is greater than XJH's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for TSME and XJH.

Drawdown Indicators

	TSME	XJH	Difference
Max Drawdown Largest peak-to-trough decline	-26.59%	-25.07%	-1.52%
Max Drawdown (1Y) Largest decline over 1 year	-14.72%	-14.02%	-0.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.07%	—
Current Drawdown Current decline from peak	-11.36%	-6.78%	-4.58%
Average Drawdown Average peak-to-trough decline	-5.29%	-6.99%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	3.35%	+1.09%

Volatility

TSME vs. XJH - Volatility Comparison

Thrivent Small-Mid Cap ESG ETF (TSME) has a higher volatility of 10.02% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 6.74%. This indicates that TSME'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

	TSME	XJH	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.02%	6.74%	+3.28%
Volatility (6M) Calculated over the trailing 6-month period	15.71%	12.24%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	24.72%	21.38%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.44%	19.89%	+1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.44%	19.99%	+1.45%