UPGD vs. XJH
Compare and contrast key facts about Invesco Bloomberg Analyst Rating Improvers ETF (UPGD) and iShares ESG Screened S&P Mid-Cap ETF (XJH).
UPGD and XJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UPGD is a passively managed fund by Invesco that tracks the performance of the Bloomberg ANR Improvers Index - Benchmark TR Gross. It was launched on May 19, 2006. 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 UPGD 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
UPGD vs. XJH - Performance Comparison
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UPGD vs. XJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UPGD Invesco Bloomberg Analyst Rating Improvers ETF | -0.92% | 8.89% | 13.28% | 15.65% | -13.17% | 24.09% | 32.71% |
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, UPGD achieves a -0.92% return, which is significantly lower than XJH's 2.75% return.
UPGD
- 1D
- 0.60%
- 1M
- -7.60%
- YTD
- -0.92%
- 6M
- -0.66%
- 1Y
- 6.54%
- 3Y*
- 11.40%
- 5Y*
- 5.75%
- 10Y*
- 9.42%
XJH
- 1D
- 0.90%
- 1M
- -5.67%
- YTD
- 2.75%
- 6M
- 5.01%
- 1Y
- 18.09%
- 3Y*
- 11.87%
- 5Y*
- 6.04%
- 10Y*
- —
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UPGD vs. XJH - Expense Ratio Comparison
UPGD has a 0.40% expense ratio, which is higher than XJH's 0.12% expense ratio.
Return for Risk
UPGD vs. XJH — Risk / Return Rank
UPGD
XJH
UPGD vs. XJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Analyst Rating Improvers ETF (UPGD) 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.
| UPGD | XJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.85 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.33 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.33 | -0.78 |
Martin ratioReturn relative to average drawdown | 2.02 | 5.54 | -3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UPGD | XJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.85 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.31 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.67 | -0.35 |
Correlation
The correlation between UPGD and XJH is 0.92, 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
UPGD vs. XJH - Dividend Comparison
UPGD's dividend yield for the trailing twelve months is around 1.76%, more than XJH's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPGD Invesco Bloomberg Analyst Rating Improvers ETF | 1.76% | 1.75% | 1.28% | 1.39% | 0.72% | 0.52% | 0.28% | 0.20% | 1.43% | 0.00% | 1.55% | 0.93% |
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
UPGD vs. XJH - Drawdown Comparison
The maximum UPGD drawdown since its inception was -60.74%, which is greater than XJH's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for UPGD and XJH.
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Drawdown Indicators
| UPGD | XJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -25.07% | -35.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -14.02% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -25.07% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -50.20% | — | — |
Current DrawdownCurrent decline from peak | -7.75% | -5.95% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -6.99% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.37% | -0.14% |
Volatility
UPGD vs. XJH - Volatility Comparison
The current volatility for Invesco Bloomberg Analyst Rating Improvers ETF (UPGD) is 4.86%, while iShares ESG Screened S&P Mid-Cap ETF (XJH) has a volatility of 6.71%. This indicates that UPGD 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.
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Volatility by Period
| UPGD | XJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 6.71% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 12.27% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 21.39% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 19.89% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.63% | 19.99% | +1.64% |