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iShares Core S&P Small-Cap ETF (IJR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642878049
CUSIP464287804
IssueriShares
Inception DateMay 22, 2000
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedS&P SmallCap 600 Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Core S&P Small-Cap ETF has an expense ratio of 0.07% which is considered to be low.


0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with IJR

iShares Core S&P Small-Cap ETF

Popular comparisons: IJR vs. IWM, IJR vs. IJS, IJR vs. SCHA, IJR vs. VB, IJR vs. IJH, IJR vs. VIOO, IJR vs. AVUV, IJR vs. VBR, IJR vs. VBK, IJR vs. IJT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core S&P Small-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%800.00%OctoberNovemberDecember2024FebruaryMarch
817.48%
280.87%
IJR (iShares Core S&P Small-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core S&P Small-Cap ETF had a return of 1.89% year-to-date (YTD) and 18.24% in the last 12 months. Over the past 10 years, iShares Core S&P Small-Cap ETF had an annualized return of 8.90%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares Core S&P Small-Cap ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.89%10.04%
1 month3.45%3.53%
6 months17.87%22.79%
1 year18.24%32.16%
5 years (annualized)8.97%13.15%
10 years (annualized)8.90%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.93%3.22%
2023-4.17%-5.94%-5.77%8.27%12.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IJR
iShares Core S&P Small-Cap ETF
0.95
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Core S&P Small-Cap ETF Sharpe ratio is 0.95. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.95
2.76
IJR (iShares Core S&P Small-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core S&P Small-Cap ETF granted a 1.29% dividend yield in the last twelve months. The annual payout for that period amounted to $1.42 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.42$1.42$1.34$1.75$1.02$1.21$1.09$0.92$0.84$0.82$0.70$0.55

Dividend yield

1.29%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core S&P Small-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.33$0.00$0.00$0.35$0.00$0.00$0.46$0.00$0.00$0.28
2022$0.00$0.00$0.17$0.00$0.00$0.30$0.00$0.00$0.45$0.00$0.00$0.41
2021$0.00$0.00$0.27$0.00$0.00$0.25$0.00$0.00$0.50$0.00$0.00$0.73
2020$0.00$0.00$0.25$0.00$0.00$0.23$0.00$0.00$0.29$0.00$0.00$0.25
2019$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.41
2018$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.32
2017$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.27
2016$0.00$0.00$0.21$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.27
2015$0.00$0.00$0.21$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.25
2014$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.23
2013$0.11$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.07%
0
IJR (iShares Core S&P Small-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core S&P Small-Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core S&P Small-Cap ETF was 58.15%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.

The current iShares Core S&P Small-Cap ETF drawdown is 5.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.15%Jul 20, 2007412Mar 9, 2009484Feb 7, 2011896
-44.36%Sep 4, 2018390Mar 23, 2020172Nov 24, 2020562
-33.57%Apr 17, 2002123Oct 9, 2002255Oct 14, 2003378
-26.57%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-26.48%Nov 9, 2021221Sep 26, 2022

Volatility

Volatility Chart

The current iShares Core S&P Small-Cap ETF volatility is 4.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.17%
2.82%
IJR (iShares Core S&P Small-Cap ETF)
Benchmark (^GSPC)