Summary
XJH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 24.45% Volatility 21.30% Sharpe 0.58
Official loaded data — not a live quote.

ISHARES ESG SELECT SCREENED S&P MID-CAP ETF

Symbol: XJH

Exchange: BATS

Sector: Industrials

Category: Mid-Cap Blend

Inception date: 22/09/2020

Latest date: 16/07/2026

Current price: $51.61

Expense ratio: 0.12%

Assets under management
$419.5M
1.26% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.76%

Ann. -47.55% (Sharpe / Sortino numerator)

Volatility

22.65%

Sharpe ratio

-2.260

VaR 95%

-2.27%

CVaR 95%: -2.47%
Max drawdown: -7.95%
Sortino ratio: -3.880
Calmar ratio: -5.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.32%

Ann. 4.53% (Sharpe / Sortino numerator)

Volatility

18.56%

Sharpe ratio

0.048

VaR 95%

-1.75%

CVaR 95%: -2.23%
Max drawdown: -9.81%
Sortino ratio: 0.074
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.62%

Ann. 9.25% (Sharpe / Sortino numerator)

Volatility

17.40%

Sharpe ratio

0.323

VaR 95%

-1.75%

CVaR 95%: -2.21%
Max drawdown: -9.81%
Sortino ratio: 0.503
Calmar ratio: 0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.45%

Ann. 16.04% (Sharpe / Sortino numerator)

Volatility

21.30%

Sharpe ratio

0.583

VaR 95%

-1.79%

CVaR 95%: -2.97%
Max drawdown: -9.81%
Sortino ratio: 0.797
Calmar ratio: 1.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.65%

Ann. 7.90% (Sharpe / Sortino numerator)

Volatility

19.30%

Sharpe ratio

0.221

VaR 95%

-1.76%

CVaR 95%: -2.68%
Max drawdown: -24.56%
Sortino ratio: 0.319
Calmar ratio: 0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

46.81%

Ann. 11.82% (Sharpe / Sortino numerator)

Volatility

18.36%

Sharpe ratio

0.446

VaR 95%

-1.64%

CVaR 95%: -2.46%
Max drawdown: -24.56%
Sortino ratio: 0.667
Calmar ratio: 0.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.092%

Best day

3.144%

06/02/2026
Worst day

-2.845%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $50.97 $51.68 $50.97 $51.61 12,300
15/07/2026 $51.38 $51.49 $50.95 $51.26 56,800
14/07/2026 $51.38 $51.45 $51.05 $51.23 29,400
13/07/2026 $51.21 $51.29 $50.79 $50.98 14,200
10/07/2026 $51.26 $51.39 $51.21 $51.26 19,400
09/07/2026 $51.25 $51.61 $51.24 $51.28 70,200
08/07/2026 $50.77 $50.77 $50.35 $50.65 7,600
07/07/2026 $51.56 $51.76 $50.98 $51.11 24,800
06/07/2026 $51.67 $51.86 $51.63 $51.83 14,300
02/07/2026 $52.09 $52.09 $51.00 $51.52 10,200