XJH vs. QIDX
XJH (iShares ESG Screened S&P Mid-Cap ETF) and QIDX (Indexperts Quality Earnings Focused ETF) are both Mid Cap Blend Equities funds. XJH is passively managed, while QIDX is actively managed. Over the past year, XJH returned 26.24% vs 14.00% for QIDX. Their correlation of 0.87 suggests significant overlap in exposure. XJH charges 0.12%/yr vs 0.50%/yr for QIDX.
Performance
XJH vs. QIDX - Performance Comparison
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Returns By Period
In the year-to-date period, XJH achieves a 14.60% return, which is significantly higher than QIDX's 8.19% return.
XJH
- 1D
- -0.80%
- 1M
- 3.19%
- YTD
- 14.60%
- 6M
- 12.44%
- 1Y
- 26.24%
- 3Y*
- 15.83%
- 5Y*
- 7.93%
- 10Y*
- —
QIDX
- 1D
- 0.09%
- 1M
- 1.61%
- YTD
- 8.19%
- 6M
- 7.35%
- 1Y
- 14.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJH vs. QIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 14.60% | 8.12% |
QIDX Indexperts Quality Earnings Focused ETF | 8.19% | 6.60% |
Correlation
The correlation between XJH and QIDX is 0.84, 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.87 |
The correlation between XJH and QIDX has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
XJH vs. QIDX — Risk / Return Rank
XJH
QIDX
XJH vs. QIDX - 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 Indexperts Quality Earnings Focused ETF (QIDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XJH | QIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.03 | +0.71 |
| Martin ratioReturn relative to average drawdown | 10.10 | 6.72 | +3.38 |
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Drawdowns
XJH vs. QIDX - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for XJH and QIDX.
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Drawdown Indicators
| XJH | QIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -14.99% | -10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -6.92% | -2.69% |
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 | -0.80% | -0.97% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -2.24% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.09% | +0.52% |
Volatility
XJH vs. QIDX - Volatility Comparison
iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 4.85% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.99%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJH | QIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 2.99% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 8.53% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 11.17% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 14.56% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.87% | 14.56% | +5.31% |
XJH vs. QIDX - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than QIDX's 0.50% expense ratio.
Dividends
XJH vs. QIDX - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.09%, more than QIDX's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QIDX Indexperts Quality Earnings Focused ETF | 0.85% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.09% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% |
Frequently Asked Questions
XJH and QIDX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XJH has higher volatility (4.85%) compared to QIDX (2.99%). In terms of maximum drawdown, XJH dropped -25.07% vs QIDX's -14.99%.
On 1-year performance, XJH leads with 26.24% vs 14.00% for QIDX. On fees, XJH is cheaper at 0.12% per year. On volatility, QIDX has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XJH has performed better with a 26.24% return vs 14.00%. 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 0.50% for QIDX.
XJH has the higher dividend yield at 1.09%, compared with 0.85% for QIDX.
They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.12% for XJH and 0.50% for QIDX.
XJH currently has the higher Sharpe Ratio (1.59 vs 1.26), 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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