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XJH vs. XMHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. XMHQ

Last updated Jun 6, 2026

XJH (iShares ESG Screened S&P Mid-Cap ETF) and XMHQ (Invesco S&P MidCap Quality ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while XMHQ tracks the S&P MidCap 400 Index. Both are passively managed. Over the past 5 years, XJH returned 7.22%/yr vs 9.06%/yr for XMHQ. With a 0.95 correlation, they move nearly in lockstep. XJH charges 0.12%/yr vs 0.25%/yr for XMHQ.

Performance

XJH vs. XMHQ - 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 Invesco S&P MidCap Quality ETF (XMHQ). 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 11.87% return, which is significantly higher than XMHQ's 7.95% return.

XJH

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

XMHQ

1D
-2.10%
1M
-1.28%
YTD
7.95%
6M
7.80%
1Y
12.79%
3Y*
15.63%
5Y*
9.06%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. XMHQ - 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%
XMHQ
Invesco S&P MidCap Quality ETF		7.95%4.71%16.79%29.51%-12.42%20.98%27.25%

Correlation

The correlation between XJH and XMHQ is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.94

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

0.95

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

0.95

The correlation between XJH and XMHQ has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

XJH vs. XMHQ - Sectors Allocation Comparison

Sectors
XJH
XMHQ

Industrials

25.9%
25.8%

Technology

16.0%
12.1%

Financial Services

14.8%
15.1%

Consumer Cyclical

11.3%
9.7%

Healthcare

9.6%
19.7%

Real Estate

8.2%

-

Basic Materials

4.9%
4.8%

Consumer Defensive

3.8%
3.9%

Energy

2.9%
6.7%

Utilities

1.6%
2.2%

Communication Services

1.1%
2.7%

Industrials

XJH
25.9%
XMHQ
25.8%

Technology

XJH
16.0%
XMHQ
12.1%

Financial Services

XJH
14.8%
XMHQ
15.1%

Consumer Cyclical

XJH
11.3%
XMHQ
9.7%

Healthcare

XJH
9.6%
XMHQ
19.7%

Real Estate

XJH
8.2%
XMHQ

-

Basic Materials

XJH
4.9%
XMHQ
4.8%

Consumer Defensive

XJH
3.8%
XMHQ
3.9%

Energy

XJH
2.9%
XMHQ
6.7%

Utilities

XJH
1.6%
XMHQ
2.2%

Communication Services

XJH
1.1%
XMHQ
2.7%

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

Invesco S&P MidCap Quality ETF

Often compared with XJH:
XJH vs. XJRXJH vs. XMMOXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. MDYXJH vs. FZIPX
Often compared with XMHQ:
XMHQ vs. XMMOXMHQ vs. IMCGXMHQ vs. RFVXMHQ vs. MDYXMHQ vs. GRPMXMHQ vs. RWKXMHQ vs. FLQM

Return for Risk

XJH vs. XMHQ — 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
XMHQ
XMHQ Risk / Return Rank: 2626
Overall Rank
XMHQ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 2525
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 2323
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 3030
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 3030
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. XMHQ - 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 Invesco S&P MidCap Quality ETF (XMHQ). 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.

XJHXMHQDifference
Sharpe ratioReturn per unit of total volatility
1.51
0.82

+0.68

Sortino ratioReturn per unit of downside risk
2.21
1.31

+0.90

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratioReturn relative to maximum drawdown

2.57

1.45

+1.12

Martin ratioReturn relative to average drawdown

9.44

4.25

+5.19

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. XMHQ - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.51, which is higher than the XMHQ Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of XJH and XMHQ, 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

XJHXMHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.82

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.44

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.45

+0.29

Drawdowns

XJH vs. XMHQ - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for XJH and XMHQ.

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Drawdown Indicators

XJHXMHQDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-58.19%

+33.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-8.85%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-24.56%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-25.47%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.90%

—

Current Drawdown

Current decline from peak

-2.05%

-2.10%

+0.05%

Average Drawdown

Average peak-to-trough decline

-6.82%

-9.28%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.02%

-0.41%

Volatility

XJH vs. XMHQ - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) and Invesco S&P MidCap Quality ETF (XMHQ) have volatilities of 4.49% and 4.42%, 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

XJHXMHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.42%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

11.29%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

15.57%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

20.76%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

20.71%

-0.82%

XJH vs. XMHQ - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than XMHQ's 0.25% expense ratio. Despite the difference, 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. XMHQ - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.12%, more than XMHQ's 0.56% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XMHQ
Invesco S&P MidCap Quality ETF		0.56%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

Frequently Asked Questions

With a correlation of 0.92, XJH and XMHQ 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 XMHQ (4.42%). In terms of maximum drawdown, XJH dropped -25.07% vs XMHQ's -58.19%.

On 5-year performance, XMHQ leads with 9.06% vs 7.22% for XJH. On fees, XJH is cheaper at 0.12% 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, XMHQ has performed better with a 9.06% return vs 7.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJH is cheaper with a 0.12% expense ratio, compared with 0.25% for XMHQ.

XJH has the higher dividend yield at 1.12%, compared with 0.56% for XMHQ.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while XMHQ tracks S&P MidCap 400 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for XJH and 0.25% for XMHQ.

XJH currently has the higher Sharpe Ratio (1.51 vs 0.82), 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.

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