Verified factor-similar pair

IJT vs XJH

These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.

SMB
Similarity score
81
Verified similar

The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.

Quick Read

  • IJT has the higher backtested relative Sharpe (1.009 vs 0.705).
  • XJH has the lower published fee (0.12% vs 0.18%).
  • IJT is cheaper on dividend valuation (114 vs 117, where 100 is each fund's historical median).

These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.

IJT

iShares S&P Small-Cap 600 Growth ETF
SMB
Adj. R2
0.944
Rel. Sharpe
1.009
Mkt beta
1.01
AUM
US$6.9B
MER
0.18%
Valuation
114

XJH

iShares ESG Select Screened S&P Mid-Cap ETF
SMB
Adj. R2
0.942
Rel. Sharpe
0.705
Mkt beta
1.02
AUM
US$362M
MER
0.12%
Valuation
117

Factor Exposure Match

Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.

SMB
IJT
+0.81
|t|
+26.0
XJH
+0.54
|t|
+8.6
diff +0.27
HML
IJT
+0.06
|t|
+1.8
XJH
+0.19
|t|
+3.2
diff -0.13
RMW
IJT
+0.07
|t|
+2.0
XJH
+0.19
|t|
+2.9
diff -0.12
CMA
IJT
-0.06
|t|
-1.3
XJH
-0.01
|t|
-0.1
diff -0.05
UMD
IJT
+0.11
|t|
+6.4
XJH
+0.01
|t|
+0.2
diff +0.10

Why This Pair Matches

Exposure level
77
Exposure shape
97
Mkt beta diff
0.01
Rel. Sharpe diff
0.304

This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.

IJT fund page XJH fund page US ETF Leaders US Universe
Important context

VerifiedBeta publishes educational ETF research, not personalized investment advice, portfolio management, or security recommendations. Funds that screen well here can still be unsuitable for your objectives, taxes, liquidity needs, or constraints. Review fund documents, methodology assumptions, and your own circumstances before acting. See the full disclaimer.