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XJH vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XJH vs. SPMD - 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XJH having a 11.87% return and SPMD slightly higher at 12.33%.


XJH

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

SPMD

1D
-1.94%
1M
-0.89%
YTD
12.33%
6M
11.99%
1Y
23.91%
3Y*
15.12%
5Y*
7.85%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. SPMD - 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%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
12.33%7.44%13.91%16.48%-13.13%24.76%29.12%

Correlation

The correlation between XJH and SPMD is 0.98 - 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

0.98

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

0.98

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

0.99

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

0.99

The correlation between XJH and SPMD has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

XJH vs. SPMD — 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

SPMD
SPMD Risk / Return Rank: 5050
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4444
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5858
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. SPMD - 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


XJHSPMDDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

2.57

2.71

-0.14

Martin ratioReturn relative to average drawdown

9.44

9.94

-0.50

XJH vs. SPMD - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.51, which is comparable to the SPMD Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XJH and SPMD, 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


XJHSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.53

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.40

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.45

+0.29

Drawdowns

XJH vs. SPMD - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for XJH and SPMD.


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Drawdown Indicators


XJHSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-57.62%

+32.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-8.86%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-24.08%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-24.08%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-2.05%

-1.94%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.82%

-8.12%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.41%

+0.20%

Volatility

XJH vs. SPMD - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) have volatilities of 4.49% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XJHSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.35%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

11.53%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

15.66%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

19.71%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

21.18%

-1.29%

XJH vs. SPMD - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is higher than SPMD's 0.05% 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. SPMD - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.12%, less than SPMD's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.25%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%
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


With a correlation of 0.98, XJH and SPMD 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.

XJH has higher volatility (4.49%) compared to SPMD (4.35%). In terms of maximum drawdown, XJH dropped -25.07% vs SPMD's -57.62%.

On 5-year performance, SPMD leads with 7.85% vs 7.22% for XJH. On fees, SPMD is cheaper at 0.05% per year. On volatility, SPMD has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPMD has performed better with a 7.85% return vs 7.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.12% for XJH.

SPMD has the higher dividend yield at 1.25%, compared with 1.12% for XJH.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for XJH and 0.05% for SPMD.

SPMD currently has the higher Sharpe Ratio (1.53 vs 1.51), 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.

Portfolio Optimizer

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