XJH vs. MDY
Compare and contrast key facts about iShares ESG Screened S&P Mid-Cap ETF (XJH) and SPDR S&P MidCap 400 ETF (MDY).
XJH and MDY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Sustainability Screened Index. It was launched on Sep 22, 2020. MDY is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Index. It was launched on May 4, 1995. Both XJH and MDY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XJH vs. MDY - Performance Comparison
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XJH vs. MDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 2.75% | 8.12% | 12.27% | 16.74% | -14.36% | 23.43% | 29.59% |
MDY SPDR S&P MidCap 400 ETF | 3.32% | 7.19% | 13.64% | 16.07% | -13.28% | 24.53% | 29.18% |
Returns By Period
In the year-to-date period, XJH achieves a 2.75% return, which is significantly lower than MDY's 3.32% return.
XJH
- 1D
- 0.90%
- 1M
- -5.67%
- YTD
- 2.75%
- 6M
- 5.01%
- 1Y
- 18.09%
- 3Y*
- 11.87%
- 5Y*
- 6.04%
- 10Y*
- —
MDY
- 1D
- 0.82%
- 1M
- -5.32%
- YTD
- 3.32%
- 6M
- 4.62%
- 1Y
- 17.32%
- 3Y*
- 12.06%
- 5Y*
- 6.51%
- 10Y*
- 10.34%
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XJH vs. MDY - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than MDY's 0.23% 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%.
Return for Risk
XJH vs. MDY — Risk / Return Rank
XJH
MDY
XJH vs. MDY - 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 SPDR S&P MidCap 400 ETF (MDY). 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 | MDY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.82 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.30 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.28 | +0.05 |
Martin ratioReturn relative to average drawdown | 5.54 | 5.46 | +0.08 |
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 | MDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.82 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.33 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.51 | +0.16 |
Correlation
The correlation between XJH and MDY is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XJH vs. MDY - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.22%, more than MDY's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.22% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDY SPDR S&P MidCap 400 ETF | 1.15% | 1.15% | 1.18% | 1.21% | 1.37% | 0.96% | 1.12% | 1.34% | 1.39% | 1.18% | 1.31% | 1.35% |
Drawdowns
XJH vs. MDY - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum MDY drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for XJH and MDY.
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Drawdown Indicators
| XJH | MDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -55.33% | +30.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.02% | -14.07% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -24.03% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.22% | — |
Current DrawdownCurrent decline from peak | -5.95% | -5.36% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -7.06% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.29% | +0.08% |
Volatility
XJH vs. MDY - Volatility Comparison
iShares ESG Screened S&P Mid-Cap ETF (XJH) and SPDR S&P MidCap 400 ETF (MDY) have volatilities of 6.71% and 6.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJH | MDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.42% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 11.89% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 21.11% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 19.78% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 21.17% | -1.18% |