XJH vs. NUMV
Compare and contrast key facts about iShares ESG Screened S&P Mid-Cap ETF (XJH) and Nuveen ESG Mid-Cap Value ETF (NUMV).
XJH and NUMV 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. NUMV is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Mid Cap Value. It was launched on Dec 13, 2016. Both XJH and NUMV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XJH or NUMV.
Key characteristics
| XJH | NUMV | |
|---|---|---|
| YTD Return | 18.76% | 18.17% |
| 1Y Return | 38.47% | 38.21% |
| 3Y Return (Ann) | 5.26% | 2.95% |
| Sharpe Ratio | 2.16 | 2.71 |
| Sortino Ratio | 3.04 | 3.79 |
| Omega Ratio | 1.37 | 1.47 |
| Calmar Ratio | 2.28 | 1.65 |
| Martin Ratio | 12.65 | 16.20 |
| Ulcer Index | 2.90% | 2.28% |
| Daily Std Dev | 16.94% | 13.66% |
| Max Drawdown | -25.07% | -43.46% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XJH and NUMV is 0.94, 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.
Performance
XJH vs. NUMV - Performance Comparison
The year-to-date returns for both stocks are quite close, with XJH having a 18.76% return and NUMV slightly lower at 18.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XJH vs. NUMV - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than NUMV's 0.30% expense ratio.
Risk-Adjusted Performance
XJH vs. NUMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and Nuveen ESG Mid-Cap Value ETF (NUMV). 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.
Dividends
XJH vs. NUMV - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.11%, less than NUMV's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.11% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% | 0.00% |
NUMV Nuveen ESG Mid-Cap Value ETF | 1.86% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% |
Drawdowns
XJH vs. NUMV - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum NUMV drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for XJH and NUMV. For additional features, visit the drawdowns tool.
Volatility
XJH vs. NUMV - Volatility Comparison
iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 5.47% compared to Nuveen ESG Mid-Cap Value ETF (NUMV) at 3.93%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than NUMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.