Verified factor-similar pair

RFG vs XJH

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

SMB
Similarity score
82
Verified similar

Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.

RFG

Invesco S&P Midcap 400 Pure Growth ETF
SMB
Adj. R2
0.865
Rel. Sharpe
0.777
Mkt beta
1.05
AUM
US$310M
MER
0.35%
Valuation
164

XJH

iShares ESG Select Screened S&P Mid-Cap ETF
SMB
Adj. R2
0.947
Rel. Sharpe
0.618
Mkt beta
1.03
AUM
US$362M
MER
0.12%
Valuation
114

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
RFG
+0.55
|t|
+9.1
XJH
+0.54
|t|
+8.4
diff +0.01
HML
RFG
-0.06
|t|
-1.1
XJH
+0.20
|t|
+3.5
diff -0.27
RMW
RFG
+0.18
|t|
+2.3
XJH
+0.24
|t|
+3.4
diff -0.06
CMA
RFG
-0.14
|t|
-1.5
XJH
-0.05
|t|
-0.7
diff -0.08
UMD
RFG
+0.06
|t|
+1.8
XJH
+0.02
|t|
+0.5
diff +0.04

Why This Pair Matches

Exposure level
79
Exposure shape
94
Mkt beta diff
0.02
Rel. Sharpe diff
0.159

This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.

RFG 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.