XJH vs. CTEF
XJH (iShares ESG Screened S&P Mid-Cap ETF) and CTEF (Castellan Targeted Equity ETF) are both Mid Cap Blend Equities funds. XJH is passively managed, while CTEF is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. XJH charges 0.12%/yr vs 0.45%/yr for CTEF.
Performance
XJH vs. CTEF - Performance Comparison
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Returns By Period
In the year-to-date period, XJH achieves a 11.87% return, which is significantly lower than CTEF's 25.60% return.
XJH
- 1D
- -2.05%
- 1M
- -0.88%
- YTD
- 11.87%
- 6M
- 11.82%
- 1Y
- 24.57%
- 3Y*
- 14.70%
- 5Y*
- 7.22%
- 10Y*
- —
CTEF
- 1D
- -3.23%
- 1M
- 2.27%
- YTD
- 25.60%
- 6M
- 26.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJH vs. CTEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 11.87% | 11.13% |
CTEF Castellan Targeted Equity ETF | 25.60% | 33.22% |
Correlation
The correlation between XJH and CTEF is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025 | 0.72 |
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Return for Risk
XJH vs. CTEF — Risk / Return Rank
XJH
CTEF
XJH vs. CTEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and Castellan Targeted Equity ETF (CTEF). 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.
| XJH | CTEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | — | — |
| Martin ratioReturn relative to average drawdown | 9.44 | — | — |
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
| XJH | CTEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 3.23 | -2.49 |
Drawdowns
XJH vs. CTEF - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, which is greater than CTEF's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for XJH and CTEF.
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Drawdown Indicators
| XJH | CTEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -15.00% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | — | — |
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 | -2.05% | -3.30% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -1.79% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | — | — |
Volatility
XJH vs. CTEF - Volatility Comparison
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Volatility by Period
| XJH | CTEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 22.00% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 22.00% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 22.00% | -2.11% |
XJH vs. CTEF - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than CTEF's 0.45% expense ratio.
Dividends
XJH vs. CTEF - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.12%, more than CTEF's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CTEF Castellan Targeted Equity ETF | 0.06% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.12% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% |
Frequently Asked Questions
XJH and CTEF have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XJH is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XJH is cheaper with a 0.12% expense ratio, compared with 0.45% for CTEF.
XJH has the higher dividend yield at 1.12%, compared with 0.06% for CTEF.
They also come from different issuers: iShares and Castellan. Their fees differ too: 0.12% for XJH and 0.45% for CTEF.
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