XJH vs. LSAF

Last updated Jul 14, 2026

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 8.31%/yr vs 10.97%/yr for LSAF. Their correlation of 0.90 suggests significant overlap in exposure. 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.

Returns By Period

In the year-to-date period, XJH achieves a 14.69% return, which is significantly lower than LSAF's 17.86% return.

XJH

• 1D: -0.55%
• 1M: -0.30%
• 6M: 9.48%
• YTD: 14.69%
• 1Y: 21.66%
• 3Y*: 13.39%
• 5Y*: 8.31%
• 10Y*: —

LSAF

• 1D: -0.14%
• 1M: 2.50%
• 6M: 13.55%
• YTD: 17.86%
• 1Y: 24.99%
• 3Y*: 18.93%
• 5Y*: 10.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. LSAF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XJH iShares ESG Screened S&P Mid-Cap ETF	14.69%	8.12%	12.27%	16.74%	-14.36%	23.43%	29.59%
LSAF LeaderShares AlphaFactor US Core Equity ETF	17.86%	12.01%	18.09%	15.48%	-13.12%	22.75%	18.54%

Correlation

The correlation between XJH and LSAF is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
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 0.87 to 0.92 - a consistent structural relationship.

XJH vs. LSAF - Sectors Allocation Comparison

Sectors	XJH	LSAF
Industrials	25.7%	14.5%
Technology	16.4%	18.7%
Financial Services	14.0%	16.7%
Healthcare	9.7%	9.3%
Consumer Cyclical	9.7%	22.6%
Real Estate	8.1%	2.1%
Basic Materials	5.8%	3.2%
Consumer Defensive	4.2%	6.6%
Energy	3.5%	5.3%
Utilities	1.5%	0.9%
Communication Services	1.1%	1.0%

Return for Risk

XJH vs. LSAF — Risk / Return Rank

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

XJH

XJH Risk / Return Rank: 52
XJH Sharpe Ratio Rank: 47
XJH Sortino Ratio Rank: 49
XJH Omega Ratio Rank: 45
XJH Calmar Ratio Rank: 57
XJH Martin Ratio Rank: 60

LSAF

LSAF Risk / Return Rank: 74
LSAF Sharpe Ratio Rank: 69
LSAF Sortino Ratio Rank: 72
LSAF Omega Ratio Rank: 64
LSAF Calmar Ratio Rank: 86
LSAF Martin Ratio Rank: 81

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. 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.

	XJH	LSAF	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.76	-0.44
Sortino ratio: Return per unit of downside risk	1.98	2.59	-0.61
Omega ratio: Gain probability vs. loss probability	1.23	1.30	-0.07
Calmar ratio: Return relative to maximum drawdown	2.26	3.81	-1.55
Martin ratio: Return relative to average drawdown	8.31	12.56	-4.25

XJH vs. LSAF - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.32, which is comparable to the LSAF Sharpe Ratio of 1.76. 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.

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.

Drawdown Indicators

	XJH	LSAF	Difference
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	-2.24%	-0.14%	-2.10%
Average Drawdown Average peak-to-trough decline	-6.72%	-6.24%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	1.99%	+0.62%

Volatility

XJH vs. LSAF - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 4.40% compared to LeaderShares AlphaFactor US Core Equity ETF (LSAF) at 3.35%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than LSAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XJH	LSAF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	3.35%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	12.28%	10.34%	+1.94%
Volatility (1Y) Calculated over the trailing 1-year period	16.52%	14.31%	+2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.93%	18.40%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.81%	21.77%	-1.96%

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 0.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
LSAF LeaderShares AlphaFactor US Core Equity ETF	0.58%	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

Can I hold both XJH and LSAF in my portfolio?

XJH and LSAF have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XJH or LSAF?

XJH has higher volatility (4.40%) compared to LSAF (3.35%). In terms of maximum drawdown, XJH dropped -25.07% vs LSAF's -41.67%.

Which ETF is better, XJH or LSAF?

On 5-year performance, LSAF leads with 10.97% vs 8.31% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, LSAF has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XJH or LSAF?

Over the 5-year period, LSAF has performed better with a 10.97% return vs 8.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XJH or LSAF?

XJH is cheaper with a 0.12% expense ratio, compared with 0.75% for LSAF.

Which ETF pays a higher dividend yield, XJH or LSAF?

XJH has the higher dividend yield at 1.09%, compared with 0.58% for LSAF.

What is the main difference between XJH and 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.

Which has better risk-adjusted returns?

LSAF currently has the higher Sharpe Ratio (1.76 vs 1.32), 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.