XJH vs. USMF
Compare and contrast key facts about iShares ESG Screened S&P Mid-Cap ETF (XJH) and WisdomTree US Multifactor Fund (USMF).
XJH and USMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Sustainability Screened Index. It was launched on Sep 22, 2020. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US Multifactor Index. It was launched on Jun 29, 2017. Both XJH and USMF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XJH vs. USMF - Performance Comparison
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XJH vs. USMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.84% | 8.12% | 12.27% | 16.74% | -14.36% | 23.43% | 29.59% |
USMF WisdomTree US Multifactor Fund | -3.32% | 4.60% | 19.65% | 13.47% | -8.82% | 21.26% | 16.22% |
Returns By Period
In the year-to-date period, XJH achieves a 1.84% return, which is significantly higher than USMF's -3.32% return.
XJH
- 1D
- 3.13%
- 1M
- -5.86%
- YTD
- 1.84%
- 6M
- 4.18%
- 1Y
- 17.61%
- 3Y*
- 11.54%
- 5Y*
- 5.85%
- 10Y*
- —
USMF
- 1D
- 1.60%
- 1M
- -3.99%
- YTD
- -3.32%
- 6M
- -4.86%
- 1Y
- 0.89%
- 3Y*
- 11.09%
- 5Y*
- 6.81%
- 10Y*
- —
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XJH vs. USMF - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than USMF's 0.28% expense ratio.
Return for Risk
XJH vs. USMF — Risk / Return Rank
XJH
USMF
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 ratioReturn per unit of total volatility | 0.83 | 0.06 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.19 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.13 | +1.13 |
Martin ratioReturn relative to average drawdown | 5.29 | 0.54 | +4.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XJH | USMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.06 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.48 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.58 | +0.08 |
Correlation
The correlation between XJH and USMF is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XJH vs. USMF - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.23%, less than USMF's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.23% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% | 0.00% |
USMF WisdomTree US Multifactor Fund | 1.42% | 1.37% | 1.22% | 1.33% | 1.74% | 1.42% | 1.34% | 1.38% | 1.45% | 0.67% |
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.
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Drawdown Indicators
| XJH | USMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -36.24% | +11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.02% | -11.36% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -18.10% | -6.97% |
Current DrawdownCurrent decline from peak | -6.78% | -4.96% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -4.22% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.73% | +0.62% |
Volatility
XJH vs. USMF - Volatility Comparison
iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 6.74% compared to WisdomTree US Multifactor Fund (USMF) at 3.43%. 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.
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Volatility by Period
| XJH | USMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 3.43% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 7.76% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.38% | 15.33% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 14.30% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 17.08% | +2.91% |