PortfoliosLab logoPortfoliosLab logo
XJH vs. MIDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XJH vs. MIDE - 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 Xtrackers S&P MidCap 400 ESG ETF (MIDE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XJH vs. MIDE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XJH
iShares ESG Screened S&P Mid-Cap ETF
1.84%8.12%12.27%16.74%-14.36%10.51%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.75%9.81%11.21%15.20%-11.63%11.77%

Returns By Period

The year-to-date returns for both stocks are quite close, with XJH having a 1.84% return and MIDE slightly lower at 1.75%.


XJH

1D
3.13%
1M
-5.86%
YTD
1.84%
6M
4.18%
1Y
17.61%
3Y*
11.54%
5Y*
5.85%
10Y*

MIDE

1D
2.47%
1M
-5.36%
YTD
1.75%
6M
5.05%
1Y
18.57%
3Y*
11.64%
5Y*
6.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XJH vs. MIDE - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than MIDE's 0.15% 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. MIDE — Risk / Return Rank

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

XJH
XJH Risk / Return Rank: 5050
Overall Rank
XJH Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 5050
Sortino Ratio Rank
XJH Omega Ratio Rank: 4646
Omega Ratio Rank
XJH Calmar Ratio Rank: 5151
Calmar Ratio Rank
XJH Martin Ratio Rank: 5555
Martin Ratio Rank

MIDE
MIDE Risk / Return Rank: 5151
Overall Rank
MIDE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5151
Sortino Ratio Rank
MIDE Omega Ratio Rank: 4949
Omega Ratio Rank
MIDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
MIDE Martin Ratio Rank: 5555
Martin Ratio Rank
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. MIDE - 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 Xtrackers S&P MidCap 400 ESG ETF (MIDE). 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.


XJHMIDEDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.88

-0.05

Sortino ratio

Return per unit of downside risk

1.30

1.36

-0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.26

1.30

-0.04

Martin ratio

Return relative to average drawdown

5.29

5.42

-0.13

XJH vs. MIDE - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 0.83, which is comparable to the MIDE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XJH and MIDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XJHMIDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.88

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.33

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.36

+0.30

Correlation

The correlation between XJH and MIDE 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. MIDE - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.23%, less than MIDE's 1.48% yield.


TTM202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF
1.23%1.24%1.24%1.38%1.45%1.04%0.36%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.48%1.52%1.45%1.36%1.33%0.93%0.00%

Drawdowns

XJH vs. MIDE - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, roughly equal to the maximum MIDE drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for XJH and MIDE.


Loading graphics...

Drawdown Indicators


XJHMIDEDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-24.59%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.02%

-14.54%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-24.59%

-0.48%

Current Drawdown

Current decline from peak

-6.78%

-6.73%

-0.05%

Average Drawdown

Average peak-to-trough decline

-6.99%

-6.67%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.48%

-0.13%

Volatility

XJH vs. MIDE - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 6.74% compared to Xtrackers S&P MidCap 400 ESG ETF (MIDE) at 6.31%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than MIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XJHMIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.31%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

11.89%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

21.22%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

19.69%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

19.80%

+0.19%