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XJH vs. EVUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XJH vs. EVUS - 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 Ishares ESG Aware MSCI USA Value ETF (EVUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XJH achieves a 15.50% return, which is significantly higher than EVUS's 11.09% return.


XJH

1D
0.41%
1M
5.84%
YTD
15.50%
6M
14.25%
1Y
29.19%
3Y*
15.17%
5Y*
8.10%
10Y*

EVUS

1D
0.59%
1M
3.13%
YTD
11.09%
6M
10.54%
1Y
22.90%
3Y*
15.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. EVUS - Yearly Performance Comparison


2026 (YTD)202520242023
XJH
iShares ESG Screened S&P Mid-Cap ETF
15.50%8.12%12.27%4.85%
EVUS
Ishares ESG Aware MSCI USA Value ETF
11.09%13.31%14.23%3.68%

Correlation

The correlation between XJH and EVUS is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.87

The correlation between XJH and EVUS has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

XJH vs. EVUS — Risk / Return Rank

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

XJH
XJH Risk / Return Rank: 6060
Overall Rank
XJH Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 5959
Sortino Ratio Rank
XJH Omega Ratio Rank: 5252
Omega Ratio Rank
XJH Calmar Ratio Rank: 6666
Calmar Ratio Rank
XJH Martin Ratio Rank: 6767
Martin Ratio Rank

EVUS
EVUS Risk / Return Rank: 7070
Overall Rank
EVUS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EVUS Sortino Ratio Rank: 7474
Sortino Ratio Rank
EVUS Omega Ratio Rank: 6969
Omega Ratio Rank
EVUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
EVUS Martin Ratio Rank: 7171
Martin Ratio Rank
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. EVUS - 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 Ishares ESG Aware MSCI USA Value ETF (EVUS). 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.


XJHEVUSDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

3.05

2.98

+0.07

Martin ratioReturn relative to average drawdown

11.24

12.49

-1.25

XJH vs. EVUS - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.77, which is comparable to the EVUS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XJH and EVUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XJH vs. EVUS - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, which is greater than EVUS's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for XJH and EVUS.


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Drawdown Indicators


XJHEVUSDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-15.65%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-7.72%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-15.65%

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

-6.79%

-2.76%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.84%

+0.76%

Volatility

XJH vs. EVUS - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 5.22% compared to Ishares ESG Aware MSCI USA Value ETF (EVUS) at 3.11%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than EVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XJHEVUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.11%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

8.11%

+4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

10.64%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.99%

12.72%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

12.72%

+7.17%

XJH vs. EVUS - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than EVUS's 0.18% 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. EVUS - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.31%, less than EVUS's 1.90% yield.


PositionTTM202520242023202220212020
EVUS
Ishares ESG Aware MSCI USA Value ETF
1.90%1.62%1.99%2.31%0.00%0.00%0.00%
XJH
iShares ESG Screened S&P Mid-Cap ETF
1.31%1.24%1.24%1.38%1.45%1.04%0.36%

Frequently Asked Questions


XJH and EVUS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XJH has higher volatility (5.22%) compared to EVUS (3.11%). In terms of maximum drawdown, XJH dropped -25.07% vs EVUS's -15.65%.

On 3-year performance, EVUS leads with 15.29% vs 15.17% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, EVUS has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EVUS has performed better with a 15.29% return vs 15.17%. 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 0.18% for EVUS.

EVUS has the higher dividend yield at 1.90%, compared with 1.31% for XJH.

XJH is categorized as Mid Cap Blend Equities, while EVUS is Large Cap Value Equities. XJH tracks S&P MidCap 400 Sustainability Screened Index, while EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. Their fees differ too: 0.12% for XJH and 0.18% for EVUS.

EVUS currently has the higher Sharpe Ratio (2.17 vs 1.77), 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 EVUS

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