PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XJH vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. DEUS

Last updated Aug 2, 2026
Documentation

XJH (iShares ESG Screened S&P Mid-Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 5 years, XJH returned 7.95%/yr vs 9.89%/yr for DEUS. Their correlation of 0.93 means they have usually moved in the same direction. XJH charges 0.12%/yr vs 0.17%/yr for DEUS.

Performance

XJH vs. DEUS - 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 Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with XJH having a 14.85% return and DEUS slightly higher at 15.12%.

XJH

1D
-0.20%
1M
-0.91%
6M
10.64%
YTD
14.85%
1Y
24.19%
3Y*
12.79%
5Y*
7.95%
10Y*
—
ALL TIME*
14.69%

DEUS

1D
-0.21%
1M
1.31%
6M
10.90%
YTD
15.12%
1Y
21.03%
3Y*
14.88%
5Y*
9.89%
10Y*
11.33%
ALL TIME*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$618.40K$852.23K$985.08K

XJH

iShares ESG Screened S&P Mid-Cap ETF
$620.32K$955.16K$1.17M

XJH vs. DEUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF		14.85%8.12%12.27%16.74%-14.36%23.43%29.59%
DEUS
Xtrackers Russell US Multifactor ETF		15.12%10.41%14.33%14.73%-11.18%26.31%18.81%

Correlation

The correlation between XJH and DEUS is 0.84, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.93

The correlation between XJH and DEUS has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

XJH vs. DEUS - Sectors Allocation Comparison

Sectors
XJH
DEUS

Industrials

22.7%
18.7%

Financial Services

15.7%
13.8%

Technology

15.6%
10.5%

Healthcare

10.6%
12.9%

Consumer Cyclical

10.5%
11.1%

Real Estate

8.7%
5.6%

Basic Materials

6.9%
4.1%

Consumer Defensive

3.2%
7.5%

Energy

3.0%
5.2%

Utilities

1.7%
7.4%

Communication Services

1.0%
3.2%

Industrials

XJH
22.7%
DEUS
18.7%

Financial Services

XJH
15.7%
DEUS
13.8%

Technology

XJH
15.6%
DEUS
10.5%

Healthcare

XJH
10.6%
DEUS
12.9%

Consumer Cyclical

XJH
10.5%
DEUS
11.1%

Real Estate

XJH
8.7%
DEUS
5.6%

Basic Materials

XJH
6.9%
DEUS
4.1%

Consumer Defensive

XJH
3.2%
DEUS
7.5%

Energy

XJH
3.0%
DEUS
5.2%

Utilities

XJH
1.7%
DEUS
7.4%

Communication Services

XJH
1.0%
DEUS
3.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Screened S&P Mid-Cap ETF

Xtrackers Russell US Multifactor ETF

Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. SUSLXJH vs. MDY
Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST

Return for Risk

XJH vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XJH
XJH Risk / Return Rank: 6363
Overall Rank
XJH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 6262
Sortino Ratio Rank
XJH Omega Ratio Rank: 5656
Omega Ratio Rank
XJH Calmar Ratio Rank: 6868
Calmar Ratio Rank
XJH Martin Ratio Rank: 7171
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 8080
Overall Rank
DEUS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7575
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XJH vs. DEUS - 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 Xtrackers Russell US Multifactor ETF (DEUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XJHDEUSDifference
Sharpe ratioReturn per unit of total volatility
1.39
1.79

-0.40

Sortino ratioReturn per unit of downside risk
2.07
2.65

-0.58

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

2.35

2.92

-0.57

Martin ratioReturn relative to average drawdown

8.71

11.25

-2.54

XJH vs. DEUS - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.39, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XJH and DEUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

XJH vs. DEUS - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for XJH and DEUS.

Loading charts...

Drawdown Indicators

XJHDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-40.47%

+15.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-6.83%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-16.69%

-7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-20.89%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.47%

—

Current Drawdown

Current decline from peak

-2.11%

-1.53%

-0.58%

Average Drawdown

Average peak-to-trough decline

-6.67%

-4.28%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.77%

+0.82%

Volatility

XJH vs. DEUS - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 3.54% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XJHDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.09%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

8.23%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

11.17%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

15.49%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

17.95%

+1.80%

XJH vs. DEUS - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than DEUS's 0.17% 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%.

Dividends

XJH vs. DEUS - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.09%, less than DEUS's 1.38% yield.

PositionTTM2025202420232022202120202019201820172016
DEUS
Xtrackers Russell US Multifactor ETF		1.38%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%
XJH
iShares ESG Screened S&P Mid-Cap ETF		1.09%1.24%1.24%1.38%1.45%1.04%0.36%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XJH and DEUS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XJH has higher volatility (3.54%) compared to DEUS (3.09%). In terms of maximum drawdown, XJH dropped -25.07% vs DEUS's -40.47%.

On 5-year performance, DEUS leads with 9.89% vs 7.95% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DEUS has performed better with a 9.89% return vs 7.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJH is cheaper with a 0.12% expense ratio, compared with 0.17% for DEUS.

DEUS has the higher dividend yield at 1.38%, compared with 1.09% for XJH.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for XJH and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XJH and DEUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer