XJH vs. XJR
Compare and contrast key facts about iShares ESG Screened S&P Mid-Cap ETF (XJH) and iShares ESG Screened S&P Small-Cap ETF (XJR).
XJH and XJR 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. XJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Sustainability Screened Index. It was launched on Sep 22, 2020. Both XJH and XJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XJH or XJR.
Key characteristics
| XJH | XJR | |
|---|---|---|
| YTD Return | 19.68% | 18.85% |
| 1Y Return | 37.74% | 41.21% |
| 3Y Return (Ann) | 5.55% | 3.50% |
| Sharpe Ratio | 2.34 | 1.99 |
| Sortino Ratio | 3.26 | 2.91 |
| Omega Ratio | 1.40 | 1.35 |
| Calmar Ratio | 2.62 | 1.94 |
| Martin Ratio | 13.65 | 12.32 |
| Ulcer Index | 2.90% | 3.47% |
| Daily Std Dev | 16.89% | 21.45% |
| Max Drawdown | -25.07% | -26.89% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XJH and XJR is 0.95, 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.
Performance
XJH vs. XJR - Performance Comparison
The year-to-date returns for both stocks are quite close, with XJH having a 19.68% return and XJR slightly lower at 18.85%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XJH vs. XJR - Expense Ratio Comparison
Both XJH and XJR have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XJH vs. XJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and iShares ESG Screened S&P Small-Cap ETF (XJR). 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.
Dividends
XJH vs. XJR - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.10%, more than XJR's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.10% | 1.38% | 1.45% | 1.04% | 0.36% |
XJR iShares ESG Screened S&P Small-Cap ETF | 0.81% | 0.92% | 1.29% | 2.00% | 0.58% |
Drawdowns
XJH vs. XJR - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum XJR drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for XJH and XJR. For additional features, visit the drawdowns tool.
Volatility
XJH vs. XJR - Volatility Comparison
The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 5.25%, while iShares ESG Screened S&P Small-Cap ETF (XJR) has a volatility of 7.35%. This indicates that XJH experiences smaller price fluctuations and is considered to be less risky than XJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.