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XJH vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. VOO

Last updated Aug 2, 2026
Documentation

XJH (iShares ESG Screened S&P Mid-Cap ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XJH returned 7.95%/yr vs 12.83%/yr for VOO. Their correlation of 0.82 means they have usually moved in the same direction. XJH charges 0.12%/yr vs 0.03%/yr for VOO.

Performance

XJH vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 14.85% return, which is significantly higher than VOO's 10.16% return.

XJH

1D
-0.20%
1M
-0.91%
6M
10.64%
YTD
14.85%
1Y
24.19%
3Y*
12.79%
5Y*
7.95%
10Y*
—
ALL TIME*
14.69%

VOO

1D
0.71%
1M
0.26%
6M
8.58%
YTD
10.16%
1Y
21.58%
3Y*
19.42%
5Y*
12.83%
10Y*
15.14%
ALL TIME*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

VOO

Vanguard S&P 500 ETF
$3.82B$3.78B$5.44B

XJH

iShares ESG Screened S&P Mid-Cap ETF
$620.32K$955.16K$1.17M

XJH vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF		14.85%8.12%12.27%16.74%-14.36%23.43%29.59%
VOO
Vanguard S&P 500 ETF		10.16%17.82%24.98%26.32%-18.17%28.79%16.42%

Correlation

The correlation between XJH and VOO is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

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

0.82

The correlation between XJH and VOO has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

XJH vs. VOO - Sectors Allocation Comparison

Sectors
XJH
VOO

Industrials

22.7%
8.5%

Financial Services

15.7%
11.4%

Technology

15.6%
38.6%

Healthcare

10.6%
8.9%

Consumer Cyclical

10.5%
9.5%

Real Estate

8.7%
1.8%

Basic Materials

6.9%
1.7%

Consumer Defensive

3.2%
4.5%

Energy

3.0%
3.0%

Utilities

1.7%
2.2%

Communication Services

1.0%
9.9%

Industrials

XJH
22.7%
VOO
8.5%

Financial Services

XJH
15.7%
VOO
11.4%

Technology

XJH
15.6%
VOO
38.6%

Healthcare

XJH
10.6%
VOO
8.9%

Consumer Cyclical

XJH
10.5%
VOO
9.5%

Real Estate

XJH
8.7%
VOO
1.8%

Basic Materials

XJH
6.9%
VOO
1.7%

Consumer Defensive

XJH
3.2%
VOO
4.5%

Energy

XJH
3.0%
VOO
3.0%

Utilities

XJH
1.7%
VOO
2.2%

Communication Services

XJH
1.0%
VOO
9.9%

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

Vanguard S&P 500 ETF

Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. SUSLXJH vs. MDY
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. FXAIXVOO vs. SPYVOO vs. VGT

Return for Risk

XJH vs. VOO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XJH
XJH Risk / Return Rank: 6363
Overall Rank
XJH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 6262
Sortino Ratio Rank
XJH Omega Ratio Rank: 5656
Omega Ratio Rank
XJH Calmar Ratio Rank: 6868
Calmar Ratio Rank
XJH Martin Ratio Rank: 7171
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6565
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XJH vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.

XJHVOODifference
Sharpe ratioReturn per unit of total volatility
1.39
1.53

-0.15

Sortino ratioReturn per unit of downside risk
2.07
2.13

-0.06

Omega ratioGain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

2.35

2.21

+0.14

Martin ratioReturn relative to average drawdown

8.71

9.44

-0.72

XJH vs. VOO - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.39, which is comparable to the VOO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XJH and VOO, 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. VOO - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XJH and VOO.

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Drawdown Indicators

XJHVOODifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-33.99%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-8.90%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-18.69%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-24.52%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.99%

—

Current Drawdown

Current decline from peak

-2.11%

-1.38%

-0.73%

Average Drawdown

Average peak-to-trough decline

-6.67%

-3.67%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.08%

+0.51%

Volatility

XJH vs. VOO - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.54% and 3.54%, 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

XJHVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.54%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

10.10%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

12.82%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

16.93%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

18.01%

+1.74%

XJH vs. VOO - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.09%, more than VOO's 1.07% yield.

PositionTTM20252024202320222021202020192018201720162015
VOO
Vanguard S&P 500 ETF		1.07%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
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

XJH and VOO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (3.54%) compared to XJH (3.54%). In terms of maximum drawdown, XJH dropped -25.07% vs VOO's -33.99%.

On 5-year performance, VOO leads with 12.83% vs 7.95% for XJH. On fees, VOO is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VOO has performed better with a 12.83% return vs 7.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO is cheaper with a 0.03% expense ratio, compared with 0.12% for XJH.

XJH has the higher dividend yield at 1.09%, compared with 1.07% for VOO.

XJH is categorized as Mid Cap Blend Equities, while VOO is S&P 500. XJH tracks S&P MidCap 400 Sustainability Screened Index, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for XJH and 0.03% for VOO.

VOO currently has the higher Sharpe Ratio (1.53 vs 1.39), 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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