XJH vs. CTEF

Last updated Apr 2, 2026

Compare and contrast key facts about iShares ESG Screened S&P Mid-Cap ETF (XJH) and Castellan Targeted Equity ETF (CTEF).

XJH and CTEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. CTEF is an actively managed fund by Castellan. It was launched on Jun 18, 2025.

Performance

XJH vs. CTEF - Performance Comparison

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

XJH vs. CTEF - Yearly Performance Comparison

	2026 (YTD)	2025
XJH iShares ESG Screened S&P Mid-Cap ETF	2.75%	11.13%
CTEF Castellan Targeted Equity ETF	3.80%	33.22%

Returns By Period

In the year-to-date period, XJH achieves a 2.75% return, which is significantly lower than CTEF's 3.80% return.

XJH

• 1D: 0.90%
• 1M: -5.67%
• YTD: 2.75%
• 6M: 5.01%
• 1Y: 18.09%
• 3Y*: 11.87%
• 5Y*: 6.04%
• 10Y*: —

CTEF

• 1D: 2.06%
• 1M: -7.37%
• YTD: 3.80%
• 6M: 5.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XJH vs. CTEF - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than CTEF's 0.45% expense ratio.

CTEF

Castellan Targeted Equity ETF

XJH

iShares ESG Screened S&P Mid-Cap ETF

Return for Risk

XJH vs. CTEF — Risk / Return Rank

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

XJH

XJH Risk / Return Rank: 47
XJH Sharpe Ratio Rank: 43
XJH Sortino Ratio Rank: 47
XJH Omega Ratio Rank: 43
XJH Calmar Ratio Rank: 48
XJH Martin Ratio Rank: 54

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.

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 ratio Return per unit of total volatility	0.85	—	—
Sortino ratio Return per unit of downside risk	1.33	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.33	—	—
Martin ratio Return relative to average drawdown	5.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XJH	CTEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	2.45	-1.78

Correlation

The correlation between XJH and CTEF is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XJH vs. CTEF - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.22%, more than CTEF's 0.07% yield.

	TTM	2025	2024	2023	2022	2021	2020
XJH iShares ESG Screened S&P Mid-Cap ETF	1.22%	1.24%	1.24%	1.38%	1.45%	1.04%	0.36%
CTEF Castellan Targeted Equity ETF	0.07%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	XJH	CTEF	Difference
Max Drawdown Largest peak-to-trough decline	-25.07%	-15.00%	-10.07%
Max Drawdown (1Y) Largest decline over 1 year	-14.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.07%	—	—
Current Drawdown Current decline from peak	-5.95%	-9.76%	+3.81%
Average Drawdown Average peak-to-trough decline	-6.99%	-1.81%	-5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	—	—

Volatility

Volatility by Period

	XJH	CTEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.39%	21.03%	+0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.89%	21.03%	-1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.99%	21.03%	-1.04%