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XJH vs. PWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. PWC

Last updated Jun 6, 2026

XJH (iShares ESG Screened S&P Mid-Cap ETF) and PWC (Invesco Dynamic Market ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while PWC tracks the Dynamic Market Intellidex Index. Both are passively managed. Over the past 5 years, XJH returned 7.22%/yr vs 6.23%/yr for PWC. Their correlation of 0.85 suggests significant overlap in exposure. XJH charges 0.12%/yr vs 0.60%/yr for PWC.

Performance

XJH vs. PWC - 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 Invesco Dynamic Market ETF (PWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XJH achieves a 11.87% return, which is significantly higher than PWC's 6.50% return.

XJH

1D
-2.05%
1M
-0.88%
YTD
11.87%
6M
11.82%
1Y
24.57%
3Y*
14.70%
5Y*
7.22%
10Y*
—

PWC

1D
-0.12%
1M
1.10%
YTD
6.50%
6M
6.17%
1Y
10.18%
3Y*
13.68%
5Y*
6.23%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. PWC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF		11.87%8.12%12.27%16.74%-14.36%23.43%29.59%
PWC
Invesco Dynamic Market ETF		6.50%6.15%17.46%19.03%-16.01%19.38%16.70%

Correlation

The correlation between XJH and PWC is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.85

The correlation between XJH and PWC shifts across timeframes, from 0.69 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

XJH vs. PWC - Sectors Allocation Comparison

Sectors
XJH
PWC

Industrials

25.9%
10.3%

Technology

16.0%
26.1%

Financial Services

14.8%
14.0%

Consumer Cyclical

11.3%
11.5%

Healthcare

9.6%
12.7%

Real Estate

8.2%
5.6%

Basic Materials

4.9%
3.5%

Consumer Defensive

3.8%
6.8%

Energy

2.9%
5.5%

Utilities

1.6%
2.7%

Communication Services

1.1%
7.0%

Industrials

XJH
25.9%
PWC
10.3%

Technology

XJH
16.0%
PWC
26.1%

Financial Services

XJH
14.8%
PWC
14.0%

Consumer Cyclical

XJH
11.3%
PWC
11.5%

Healthcare

XJH
9.6%
PWC
12.7%

Real Estate

XJH
8.2%
PWC
5.6%

Basic Materials

XJH
4.9%
PWC
3.5%

Consumer Defensive

XJH
3.8%
PWC
6.8%

Energy

XJH
2.9%
PWC
5.5%

Utilities

XJH
1.6%
PWC
2.7%

Communication Services

XJH
1.1%
PWC
7.0%

Compare stocks, funds, or ETFs

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

iShares ESG Screened S&P Mid-Cap ETF

Invesco Dynamic Market ETF

Often compared with XJH:
XJH vs. XJRXJH vs. XMMOXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. MDYXJH vs. FZIPX
Often compared with PWC:
PWC vs. FWRG.LPWC vs. SPYPWC vs. SCHGPWC vs. SOXXPWC vs. CGDVPWC vs. TUSAPWC vs. TXS

Return for Risk

XJH vs. PWC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XJH
XJH Risk / Return Rank: 4949
Overall Rank
XJH Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 4747
Sortino Ratio Rank
XJH Omega Ratio Rank: 4242
Omega Ratio Rank
XJH Calmar Ratio Rank: 5454
Calmar Ratio Rank
XJH Martin Ratio Rank: 5757
Martin Ratio Rank
PWC
PWC Risk / Return Rank: 3232
Overall Rank
PWC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PWC Sortino Ratio Rank: 3131
Sortino Ratio Rank
PWC Omega Ratio Rank: 2828
Omega Ratio Rank
PWC Calmar Ratio Rank: 3434
Calmar Ratio Rank
PWC Martin Ratio Rank: 3434
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. PWC - 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 Invesco Dynamic Market ETF (PWC). 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.

XJHPWCDifference
Sharpe ratioReturn per unit of total volatility
1.51
1.05

+0.46

Sortino ratioReturn per unit of downside risk
2.21
1.57

+0.64

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

2.57

1.58

+0.99

Martin ratioReturn relative to average drawdown

9.44

4.85

+4.60

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XJH vs. PWC - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.51, which is higher than the PWC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of XJH and PWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XJHPWCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.05

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.39

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.11

+0.62

Drawdowns

XJH vs. PWC - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum PWC drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for XJH and PWC.

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Drawdown Indicators

XJHPWCDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-78.13%

+53.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-6.45%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-15.12%

-9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-26.58%

+1.51%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.45%

—

Current Drawdown

Current decline from peak

-2.05%

-1.77%

-0.28%

Average Drawdown

Average peak-to-trough decline

-6.82%

-36.20%

+29.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.10%

+0.51%

Volatility

XJH vs. PWC - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 4.49% compared to Invesco Dynamic Market ETF (PWC) at 2.23%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than PWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XJHPWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

2.23%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

7.22%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

9.74%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

16.06%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

18.80%

+1.09%

XJH vs. PWC - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than PWC's 0.60% expense ratio.

Dividends

XJH vs. PWC - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.12%, less than PWC's 1.67% yield.

PositionTTM20252024202320222021202020192018201720162015
PWC
Invesco Dynamic Market ETF		1.67%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%
XJH
iShares ESG Screened S&P Mid-Cap ETF		1.12%1.24%1.24%1.38%1.45%1.04%0.36%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XJH and PWC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XJH has higher volatility (4.49%) compared to PWC (2.23%). In terms of maximum drawdown, XJH dropped -25.07% vs PWC's -78.13%.

On 5-year performance, XJH leads with 7.22% vs 6.23% for PWC. On fees, XJH is cheaper at 0.12% per year. On volatility, PWC has been the lower-risk option at 2.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XJH has performed better with a 7.22% return vs 6.23%. 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 0.60% for PWC.

PWC has the higher dividend yield at 1.67%, compared with 1.12% for XJH.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while PWC tracks Dynamic Market Intellidex Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for XJH and 0.60% for PWC.

XJH currently has the higher Sharpe Ratio (1.51 vs 1.05), 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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