XJH vs. USMF

Last updated Jun 6, 2026

XJH (iShares ESG Screened S&P Mid-Cap ETF) and USMF (WisdomTree US Multifactor Fund) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while USMF tracks the WisdomTree US Multifactor Index. Both are passively managed. Over the past 5 years, XJH returned 7.22%/yr vs 7.32%/yr for USMF. Their correlation of 0.88 suggests significant overlap in exposure. XJH charges 0.12%/yr vs 0.28%/yr for USMF.

Performance

XJH vs. USMF - 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 WisdomTree US Multifactor Fund (USMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XJH achieves a 11.87% return, which is significantly higher than USMF's 2.67% return.

XJH

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

USMF

• 1D: -1.69%
• 1M: 1.35%
• YTD: 2.67%
• 6M: 2.59%
• 1Y: 4.92%
• 3Y*: 13.42%
• 5Y*: 7.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. USMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XJH iShares ESG Screened S&P Mid-Cap ETF	11.87%	8.12%	12.27%	16.74%	-14.36%	23.43%	29.59%
USMF WisdomTree US Multifactor Fund	2.67%	4.60%	19.65%	13.47%	-8.82%	21.26%	16.22%

Correlation

The correlation between XJH and USMF is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Sep 25, 2020	0.88

The correlation between XJH and USMF shifts across timeframes, from 0.76 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

XJH vs. USMF - Sectors Allocation Comparison

Sectors	XJH	USMF
Industrials	25.9%	7.8%
Technology	16.0%	35.6%
Financial Services	14.8%	11.8%
Consumer Cyclical	11.3%	11.1%
Healthcare	9.6%	9.3%
Real Estate	8.2%	2.0%
Basic Materials	4.9%	0.9%
Consumer Defensive	3.8%	5.2%
Energy	2.9%	4.1%
Utilities	1.6%	2.0%
Communication Services	1.1%	10.3%

Return for Risk

XJH vs. USMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XJH

XJH Risk / Return Rank: 49
XJH Sharpe Ratio Rank: 45
XJH Sortino Ratio Rank: 47
XJH Omega Ratio Rank: 42
XJH Calmar Ratio Rank: 54
XJH Martin Ratio Rank: 57

USMF

USMF Risk / Return Rank: 17
USMF Sharpe Ratio Rank: 17
USMF Sortino Ratio Rank: 16
USMF Omega Ratio Rank: 15
USMF Calmar Ratio Rank: 19
USMF Martin Ratio Rank: 21

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. USMF - 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 WisdomTree US Multifactor Fund (USMF). 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.

	XJH	USMF	Difference
Sharpe ratio: Return per unit of total volatility	1.51	0.45	+1.05
Sortino ratio: Return per unit of downside risk	2.21	0.70	+1.51
Omega ratio: Gain probability vs. loss probability	1.26	1.08	+0.18
Calmar ratio: Return relative to maximum drawdown	2.57	0.76	+1.80
Martin ratio: Return relative to average drawdown	9.44	2.29	+7.15
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. USMF - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.51, which is higher than the USMF Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of XJH and USMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XJH	USMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.45	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.51	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.61	+0.12

Drawdowns

XJH vs. USMF - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for XJH and USMF.

Drawdown Indicators

	XJH	USMF	Difference
Max Drawdown Largest peak-to-trough decline	-25.07%	-36.24%	+11.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-6.47%	-3.14%
Max Drawdown (3Y) Largest decline over 3 years	-24.56%	-15.39%	-9.17%
Max Drawdown (5Y) Largest decline over 5 years	-25.07%	-18.10%	-6.97%
Current Drawdown Current decline from peak	-2.05%	-2.16%	+0.11%
Average Drawdown Average peak-to-trough decline	-6.82%	-4.16%	-2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.15%	+0.46%

Volatility

XJH vs. USMF - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 4.49% compared to WisdomTree US Multifactor Fund (USMF) at 2.91%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XJH	USMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	2.91%	+1.58%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	7.62%	+4.45%
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	10.92%	+5.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	14.28%	+5.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	16.97%	+2.92%

XJH vs. USMF - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than USMF's 0.28% expense ratio.

Dividends

XJH vs. USMF - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.12%, less than USMF's 1.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
USMF WisdomTree US Multifactor Fund	1.34%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%
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%

Frequently Asked Questions

Can I hold both XJH and USMF in my portfolio?

XJH and USMF have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XJH or USMF?

XJH has higher volatility (4.49%) compared to USMF (2.91%). In terms of maximum drawdown, XJH dropped -25.07% vs USMF's -36.24%.

Which ETF is better, XJH or USMF?

On 5-year performance, USMF leads with 7.32% vs 7.22% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, USMF has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XJH or USMF?

Over the 5-year period, USMF has performed better with a 7.32% return vs 7.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XJH or USMF?

XJH is cheaper with a 0.12% expense ratio, compared with 0.28% for USMF.

Which ETF pays a higher dividend yield, XJH or USMF?

USMF has the higher dividend yield at 1.34%, compared with 1.12% for XJH.

What is the main difference between XJH and USMF?

XJH tracks S&P MidCap 400 Sustainability Screened Index, while USMF tracks WisdomTree US Multifactor Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for XJH and 0.28% for USMF.

Which has better risk-adjusted returns?

XJH currently has the higher Sharpe Ratio (1.51 vs 0.45), 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.