XJH vs. LST
XJH (iShares ESG Screened S&P Mid-Cap ETF) and LST (Leuthold Select Industries ETF) are both Mid Cap Blend Equities funds. XJH is passively managed, while LST is actively managed. Over the past year, XJH returned 24.57% vs 32.35% for LST. Their correlation of 0.83 suggests significant overlap in exposure. XJH charges 0.12%/yr vs 0.65%/yr for LST.
Performance
XJH vs. LST - Performance Comparison
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Returns By Period
In the year-to-date period, XJH achieves a 11.87% return, which is significantly lower than LST's 14.59% return.
XJH
- 1D
- -2.05%
- 1M
- -0.88%
- YTD
- 11.87%
- 6M
- 11.82%
- 1Y
- 24.57%
- 3Y*
- 14.70%
- 5Y*
- 7.22%
- 10Y*
- —
LST
- 1D
- -2.63%
- 1M
- 2.53%
- YTD
- 14.59%
- 6M
- 15.54%
- 1Y
- 32.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJH vs. LST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 11.87% | 2.66% |
LST Leuthold Select Industries ETF | 14.59% | 15.64% |
Correlation
The correlation between XJH and LST is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2025 | 0.83 |
The correlation between XJH and LST has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
XJH vs. LST — Risk / Return Rank
XJH
LST
XJH vs. LST - 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 Leuthold Select Industries ETF (LST). 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.
| XJH | LST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.00 | -0.43 |
| Martin ratioReturn relative to average drawdown | 9.44 | 12.41 | -2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XJH | LST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 2.23 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.27 | -0.53 |
Drawdowns
XJH vs. LST - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, which is greater than LST's maximum drawdown of -19.47%. Use the drawdown chart below to compare losses from any high point for XJH and LST.
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Drawdown Indicators
| XJH | LST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -19.47% | -5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -10.85% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -2.63% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -2.91% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.61% | 0.00% |
Volatility
XJH vs. LST - Volatility Comparison
The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 4.49%, while Leuthold Select Industries ETF (LST) has a volatility of 4.82%. This indicates that XJH experiences smaller price fluctuations and is considered to be less risky than LST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJH | LST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.82% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 12.06% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 14.60% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 18.04% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 18.04% | +1.85% |
XJH vs. LST - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than LST's 0.65% expense ratio.
Dividends
XJH vs. LST - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.12%, less than LST's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
LST Leuthold Select Industries ETF | 1.17% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.12% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% |
Frequently Asked Questions
XJH and LST have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LST has higher volatility (4.82%) compared to XJH (4.49%). In terms of maximum drawdown, XJH dropped -25.07% vs LST's -19.47%.
On 1-year performance, LST leads with 32.35% vs 24.57% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LST has performed better with a 32.35% return vs 24.57%. 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 0.65% for LST.
LST has the higher dividend yield at 1.17%, compared with 1.12% for XJH.
They also come from different issuers: iShares and Leuthold Group. Their fees differ too: 0.12% for XJH and 0.65% for LST.
LST currently has the higher Sharpe Ratio (2.23 vs 1.51), 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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