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XJH vs. SCHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. SCHM

Last updated Jun 24, 2026

XJH (iShares ESG Screened S&P Mid-Cap ETF) and SCHM (Schwab US Mid-Cap ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while SCHM tracks the Dow Jones US Total Stock Market Mid-Cap. Both are passively managed. Over the past 5 years, XJH returned 7.93%/yr vs 8.08%/yr for SCHM. With a 0.98 correlation, they move nearly in lockstep. XJH charges 0.12%/yr vs 0.04%/yr for SCHM.

Performance

XJH vs. SCHM - 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 Schwab US Mid-Cap ETF (SCHM). 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 14.60% return, which is significantly lower than SCHM's 19.11% return.

XJH

1D
-0.80%
1M
3.19%
YTD
14.60%
6M
12.44%
1Y
26.24%
3Y*
15.83%
5Y*
7.93%
10Y*
—

SCHM

1D
-1.73%
1M
2.88%
YTD
19.11%
6M
16.97%
1Y
31.33%
3Y*
17.85%
5Y*
8.08%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. SCHM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF		14.60%8.12%12.27%16.74%-14.36%23.43%29.59%
SCHM
Schwab US Mid-Cap ETF		19.11%10.17%11.98%16.69%-17.07%19.36%27.54%

Correlation

The correlation between XJH and SCHM is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.95

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.98

The correlation between XJH and SCHM has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

XJH vs. SCHM - Sectors Allocation Comparison

Sectors
XJH
SCHM

Industrials

26.8%
21.7%

Technology

16.7%
22.1%

Financial Services

14.0%
10.9%

Healthcare

9.7%
10.9%

Consumer Cyclical

9.6%
10.8%

Real Estate

8.1%
6.4%

Basic Materials

5.0%
4.7%

Consumer Defensive

4.2%
3.4%

Energy

2.9%
3.4%

Utilities

1.5%
2.9%

Communication Services

1.1%
2.6%

Industrials

XJH
26.8%
SCHM
21.7%

Technology

XJH
16.7%
SCHM
22.1%

Financial Services

XJH
14.0%
SCHM
10.9%

Healthcare

XJH
9.7%
SCHM
10.9%

Consumer Cyclical

XJH
9.6%
SCHM
10.8%

Real Estate

XJH
8.1%
SCHM
6.4%

Basic Materials

XJH
5.0%
SCHM
4.7%

Consumer Defensive

XJH
4.2%
SCHM
3.4%

Energy

XJH
2.9%
SCHM
3.4%

Utilities

XJH
1.5%
SCHM
2.9%

Communication Services

XJH
1.1%
SCHM
2.6%

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

Schwab US Mid-Cap ETF

Often compared with XJH:
XJH vs. XJRXJH vs. XMMOXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. MDYXJH vs. FZIPX
Often compared with SCHM:
SCHM vs. VOSCHM vs. SCHASCHM vs. VOOSCHM vs. IJHSCHM vs. SWMCXSCHM vs. VOTSCHM vs. SPMD

Return for Risk

XJH vs. SCHM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XJH
XJH Risk / Return Rank: 5353
Overall Rank
XJH Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 5050
Sortino Ratio Rank
XJH Omega Ratio Rank: 4545
Omega Ratio Rank
XJH Calmar Ratio Rank: 5959
Calmar Ratio Rank
XJH Martin Ratio Rank: 6060
Martin Ratio Rank
SCHM
SCHM Risk / Return Rank: 6464
Overall Rank
SCHM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SCHM Sortino Ratio Rank: 6060
Sortino Ratio Rank
SCHM Omega Ratio Rank: 5656
Omega Ratio Rank
SCHM Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHM Martin Ratio Rank: 7474
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. SCHM - 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 Schwab US Mid-Cap ETF (SCHM). 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.

XJHSCHMDifference
Sharpe ratioReturn per unit of total volatility
1.59
1.93

-0.34

Sortino ratioReturn per unit of downside risk
2.32
2.72

-0.39

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

2.74

3.38

-0.63

Martin ratioReturn relative to average drawdown

10.10

13.48

-3.39

XJH vs. SCHM - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.59, which is comparable to the SCHM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of XJH and SCHM, 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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Drawdowns

XJH vs. SCHM - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for XJH and SCHM.

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Drawdown Indicators

XJHSCHMDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-42.43%

+17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.32%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-23.27%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-26.46%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.43%

—

Current Drawdown

Current decline from peak

-0.80%

-1.73%

+0.93%

Average Drawdown

Average peak-to-trough decline

-6.77%

-5.64%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.33%

+0.28%

Volatility

XJH vs. SCHM - Volatility Comparison

The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 4.85%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 5.75%. This indicates that XJH experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XJHSCHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.75%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

12.61%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

16.30%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

19.67%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

20.49%

-0.62%

XJH vs. SCHM - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is higher than SCHM's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XJH vs. SCHM - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.09%, less than SCHM's 1.22% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHM
Schwab US Mid-Cap ETF		1.22%1.46%1.43%1.50%1.67%1.13%1.31%1.48%1.56%1.27%1.51%1.54%
XJH
iShares ESG Screened S&P Mid-Cap ETF		1.09%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

With a correlation of 0.95, XJH and SCHM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHM has higher volatility (5.75%) compared to XJH (4.85%). In terms of maximum drawdown, XJH dropped -25.07% vs SCHM's -42.43%.

On 5-year performance, SCHM leads with 8.08% vs 7.93% for XJH. On fees, SCHM is cheaper at 0.04% per year. On volatility, XJH has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHM has performed better with a 8.08% return vs 7.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHM is cheaper with a 0.04% expense ratio, compared with 0.12% for XJH.

SCHM has the higher dividend yield at 1.22%, compared with 1.09% for XJH.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while SCHM tracks Dow Jones US Total Stock Market Mid-Cap. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.12% for XJH and 0.04% for SCHM.

SCHM currently has the higher Sharpe Ratio (1.93 vs 1.59), 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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