- Issuer
- iShares
- Inception Date
- Sep 22, 2020
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P SmallCap 600 Sustainability Screened Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $140M
Share Price Chart
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Performance
XJR Performance Chart
iShares ESG Screened S&P Small-Cap ETF (XJR) is up 14.9% since the beginning of the year. XJR is currently trading at $49 per share. Investors who bought $1,000 worth of XJR shares 5 years ago would now be looking at an investment worth $1,300.
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Returns By Period
iShares ESG Screened S&P Small-Cap ETF (XJR) has returned 14.91% so far this year and 28.36% over the past 12 months.
iShares ESG Screened S&P Small-Cap ETF
- 1D
- -0.96%
- 1M
- 2.16%
- YTD
- 14.91%
- 6M
- 13.91%
- 1Y
- 28.36%
- 3Y*
- 14.13%
- 5Y*
- 5.38%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
XJR Monthly Returns History
Based on dividend-adjusted daily data since Sep 24, 2020, XJR's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +18.2%, while the worst month was Sep 2022 at -9.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, XJR closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Apr 3, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.94% | 1.96% | -4.43% | 11.06% | 1.38% | -0.20% | 14.91% | ||||||
| 2025 | 3.23% | -5.63% | -6.10% | -3.53% | 5.29% | 3.89% | 0.48% | 7.19% | 0.28% | -1.97% | 2.53% | -0.05% | 4.73% |
| 2024 | -3.31% | 2.62% | 3.19% | -5.73% | 5.26% | -2.19% | 11.22% | -1.32% | 1.12% | -2.32% | 10.28% | -7.75% | 9.59% |
| 2023 | 9.45% | -1.02% | -5.49% | -2.74% | -1.38% | 8.03% | 5.42% | -4.22% | -6.11% | -5.63% | 8.45% | 13.06% | 16.39% |
| 2022 | -7.82% | 1.04% | 0.04% | -8.10% | 1.39% | -7.92% | 10.21% | -4.51% | -9.77% | 12.16% | 3.79% | -6.43% | -17.30% |
| 2021 | 5.97% | 7.16% | 3.09% | 2.05% | 1.42% | 0.04% | -2.08% | 2.29% | -3.25% | 3.55% | -1.73% | 4.54% | 24.96% |
Benchmark Metrics
iShares ESG Screened S&P Small-Cap ETF has an annualized alpha of -0.87%, beta of 1.03, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since September 25, 2020.
- This ETF participated in 103.49% of S&P 500 Index downside but only 97.25% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.03 and R2 of 0.62, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.87%
- Beta
- 1.03
- R²
- 0.62
- Upside Capture
- 97.25%
- Downside Capture
- 103.49%
Expense Ratio
XJR has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
XJR ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares ESG Screened S&P Small-Cap ETF (XJR) and compare them to S&P 500 Index.
| XJR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 2.24 | -0.64 |
Sortino ratioReturn per unit of downside risk | 2.36 | 3.07 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.93 | +0.09 |
Martin ratioReturn relative to average drawdown | 9.70 | 13.52 | -3.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
iShares ESG Screened S&P Small-Cap ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.49 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.48 | $0.81 | $0.35 | $0.43 | $0.82 | $0.19 |
Dividend yield | 0.99% | 1.14% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Screened S&P Small-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.48 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.44 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.35 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.19 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.26 | $0.82 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares ESG Screened 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 ESG Screened S&P Small-Cap ETF was 27.14%, occurring on Apr 8, 2025. Recovery took 190 trading sessions.
The current iShares ESG Screened S&P Small-Cap ETF drawdown is 0.96%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -27.14%Apr 2025 | 4mo 13d | 9mo 6d | 1y 1moNov 2024 - Jan 2026 |
Bear market2022 | -26.89%Sep 2022 | 10mo 26d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2021 pullback2021 | -9.78%Jul 2021 | 1mo 10d | 3mo 17d | 4mo 27dJun 2021 - Nov 2021 |
2026 pullback2026 | -9.43%Mar 2026 | 1mo 7d | 25d | 2mo 2dFeb 2026 - Apr 2026 |
2021 pullback2021 | -9.34%Mar 2021 | 9d | 2mo 16d | 2mo 25dMar 2021 - Jun 2021 |
Drawdown Indicators
| XJR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -56.78% | +29.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -9.10% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -18.90% | -8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | -25.43% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.96% | -0.74% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -10.72% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.97% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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