XJH vs. HYXF
XJH (iShares ESG Screened S&P Mid-Cap ETF) and HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) are both exchange-traded funds - XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index, while HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Both are passively managed. Over the past 5 years, XJH returned 8.10%/yr vs 3.71%/yr for HYXF. A 0.64 correlation means they provide meaningful diversification when combined. XJH charges 0.12%/yr vs 0.35%/yr for HYXF.
Performance
XJH vs. HYXF - 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 HYXF's 1.34% return.
XJH
- 1D
- 0.41%
- 1M
- 5.84%
- YTD
- 15.50%
- 6M
- 14.25%
- 1Y
- 29.19%
- 3Y*
- 15.17%
- 5Y*
- 8.10%
- 10Y*
- —
HYXF
- 1D
- 0.29%
- 1M
- 1.24%
- YTD
- 1.34%
- 6M
- 1.95%
- 1Y
- 6.13%
- 3Y*
- 8.59%
- 5Y*
- 3.71%
- 10Y*
- 5.12%
XJH vs. HYXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 15.50% | 8.12% | 12.27% | 16.74% | -14.36% | 23.43% | 29.59% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.34% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.10% |
Correlation
The correlation between XJH and HYXF is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.64 |
The correlation between XJH and HYXF has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
XJH vs. HYXF — Risk / Return Rank
XJH
HYXF
XJH vs. HYXF - 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 Advanced High Yield Corporate Bond ETF (HYXF). 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 | HYXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.40 | +0.66 |
| Martin ratioReturn relative to average drawdown | 11.24 | 10.72 | +0.52 |
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Drawdowns
XJH vs. HYXF - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, which is greater than HYXF's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for XJH and HYXF.
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Drawdown Indicators
| XJH | HYXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -18.75% | -6.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -2.57% | -7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -4.81% | -19.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -16.00% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.75% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -2.57% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 0.57% | +2.03% |
Volatility
XJH vs. HYXF - Volatility Comparison
iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 5.22% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.29%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJH | HYXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 1.29% | +3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 3.01% | +9.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 3.83% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.99% | 8.05% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 8.31% | +11.58% |
XJH vs. HYXF - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than HYXF's 0.35% expense ratio.
Dividends
XJH vs. HYXF - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.31%, less than HYXF's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.07% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.31% | 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 HYXF have a correlation of 0.69, 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 HYXF (1.29%). In terms of maximum drawdown, XJH dropped -25.07% vs HYXF's -18.75%.
On 5-year performance, XJH leads with 8.10% vs 3.71% for HYXF. On fees, XJH is cheaper at 0.12% per year. On volatility, HYXF has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, XJH has performed better with a 8.10% return vs 3.71%. 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 0.35% for HYXF.
HYXF has the higher dividend yield at 6.07%, compared with 1.31% for XJH.
XJH is categorized as Mid Cap Blend Equities, while HYXF is High Yield Bonds. XJH tracks S&P MidCap 400 Sustainability Screened Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.12% for XJH and 0.35% for HYXF.
XJH currently has the higher Sharpe Ratio (1.77 vs 1.61), 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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