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XJH vs. LSAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. LSAF

Last updated Aug 2, 2026
Documentation

XJH (iShares ESG Screened S&P Mid-Cap ETF) and LSAF (LeaderShares AlphaFactor US Core Equity ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while LSAF tracks the AlphaFactor US Core Equity Index. Both are passively managed. Over the past 5 years, XJH returned 7.95%/yr vs 10.90%/yr for LSAF. Their correlation of 0.90 means they have usually moved in the same direction. XJH charges 0.12%/yr vs 0.75%/yr for LSAF.

Performance

XJH vs. LSAF - 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 LeaderShares AlphaFactor US Core Equity ETF (LSAF). 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 14.85% return, which is significantly lower than LSAF's 19.96% return.

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%

LSAF

1D
-0.55%
1M
2.49%
6M
17.23%
YTD
19.96%
1Y
30.03%
3Y*
18.58%
5Y*
10.90%
10Y*
—
ALL TIME*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

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

LSAF

LeaderShares AlphaFactor US Core Equity ETF
$265.84K$205.64K$201.86K

XJH

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

XJH vs. LSAF - 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%
LSAF
LeaderShares AlphaFactor US Core Equity ETF		19.96%12.01%18.09%15.48%-13.12%22.75%18.54%

Correlation

The correlation between XJH and LSAF is 0.86, 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.

0.86

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

0.90

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

0.91

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

0.90

The correlation between XJH and LSAF has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

XJH vs. LSAF - Sectors Allocation Comparison

Sectors
XJH
LSAF

Industrials

22.7%
10.7%

Financial Services

15.7%
16.2%

Technology

15.6%
15.4%

Healthcare

10.6%
7.8%

Consumer Cyclical

10.5%
19.9%

Real Estate

8.7%
2.1%

Basic Materials

6.9%
5.8%

Consumer Defensive

3.2%
4.1%

Energy

3.0%
3.3%

Utilities

1.7%
0.9%

Communication Services

1.0%
4.7%

Industrials

XJH
22.7%
LSAF
10.7%

Financial Services

XJH
15.7%
LSAF
16.2%

Technology

XJH
15.6%
LSAF
15.4%

Healthcare

XJH
10.6%
LSAF
7.8%

Consumer Cyclical

XJH
10.5%
LSAF
19.9%

Real Estate

XJH
8.7%
LSAF
2.1%

Basic Materials

XJH
6.9%
LSAF
5.8%

Consumer Defensive

XJH
3.2%
LSAF
4.1%

Energy

XJH
3.0%
LSAF
3.3%

Utilities

XJH
1.7%
LSAF
0.9%

Communication Services

XJH
1.0%
LSAF
4.7%

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

LeaderShares AlphaFactor US Core Equity ETF

Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. SUSLXJH vs. MDY
Often compared with LSAF:
LSAF vs. CSDLSAF vs. LSATLSAF vs. NOIEXLSAF vs. PWCLSAF vs. FTDSLSAF vs. RUNNLSAF vs. IQSM

Return for Risk

XJH vs. LSAF — 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
LSAF
LSAF Risk / Return Rank: 8888
Overall Rank
LSAF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LSAF Sortino Ratio Rank: 8787
Sortino Ratio Rank
LSAF Omega Ratio Rank: 8282
Omega Ratio Rank
LSAF Calmar Ratio Rank: 9393
Calmar Ratio Rank
LSAF Martin Ratio Rank: 9191
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. LSAF - 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 LeaderShares AlphaFactor US Core Equity ETF (LSAF). 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.

XJHLSAFDifference
Sharpe ratioReturn per unit of total volatility
1.39
2.03

-0.64

Sortino ratioReturn per unit of downside risk
2.07
2.98

-0.91

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.11

Calmar ratioReturn relative to maximum drawdown

2.35

4.41

-2.06

Martin ratioReturn relative to average drawdown

8.71

14.86

-6.15

XJH vs. LSAF - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.39, which is lower than the LSAF Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of XJH and LSAF, 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. LSAF - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum LSAF drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for XJH and LSAF.

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Drawdown Indicators

XJHLSAFDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-41.67%

+16.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-6.58%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-20.26%

-4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-24.94%

-0.13%

Current Drawdown

Current decline from peak

-2.11%

-1.48%

-0.63%

Average Drawdown

Average peak-to-trough decline

-6.67%

-6.21%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.95%

+0.64%

Volatility

XJH vs. LSAF - Volatility Comparison

The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 3.54%, while LeaderShares AlphaFactor US Core Equity ETF (LSAF) has a volatility of 4.21%. This indicates that XJH experiences smaller price fluctuations and is considered to be less risky than LSAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XJHLSAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.21%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

10.49%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

14.36%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

18.38%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

21.73%

-1.98%

XJH vs. LSAF - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than LSAF's 0.75% expense ratio.

Dividends

XJH vs. LSAF - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.09%, more than LSAF's 0.57% yield.

PositionTTM20252024202320222021202020192018
LSAF
LeaderShares AlphaFactor US Core Equity ETF		0.57%0.69%0.42%0.84%0.96%0.37%0.53%0.71%0.20%
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%

Frequently Asked Questions

XJH and LSAF have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSAF has higher volatility (4.21%) compared to XJH (3.54%). In terms of maximum drawdown, XJH dropped -25.07% vs LSAF's -41.67%.

On 5-year performance, LSAF leads with 10.90% vs 7.95% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LSAF has performed better with a 10.90% 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 0.75% for LSAF.

XJH has the higher dividend yield at 1.09%, compared with 0.57% for LSAF.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while LSAF tracks AlphaFactor US Core Equity Index. They also come from different issuers: iShares and Redwood. Their fees differ too: 0.12% for XJH and 0.75% for LSAF.

LSAF currently has the higher Sharpe Ratio (2.03 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.

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