XJH vs. EVUS
XJH (iShares ESG Screened S&P Mid-Cap ETF) and EVUS (Ishares ESG Aware MSCI USA Value ETF) are both exchange-traded funds - XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index, while EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, XJH returned 15.17%/yr vs 15.29%/yr for EVUS. Their correlation of 0.87 suggests significant overlap in exposure. XJH charges 0.12%/yr vs 0.18%/yr for EVUS.
Performance
XJH vs. EVUS - Performance Comparison
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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*
- —
XJH vs. EVUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
XJH
EVUS
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.
| XJH | EVUS | Difference | |
|---|---|---|---|
| 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 |
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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
| XJH | EVUS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.01% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -2.76% | -4.03% |
Ulcer IndexDepth 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
| XJH | EVUS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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