- 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
- $150M
Share Price Chart
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Performance
XJR Performance Chart
iShares ESG Screened S&P Small-Cap ETF (XJR) is up 19.4% since the beginning of the year. XJR is currently trading at $51 per share. Investors who bought $1,000 worth of XJR shares 5 years ago would now be looking at an investment worth $1,348.
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Returns By Period
iShares ESG Screened S&P Small-Cap ETF (XJR) has returned 19.44% so far this year and 32.21% over the past 12 months.
iShares ESG Screened S&P Small-Cap ETF
- 1D
- -0.38%
- 1M
- 4.96%
- YTD
- 19.44%
- 6M
- 17.14%
- 1Y
- 32.21%
- 3Y*
- 16.10%
- 5Y*
- 6.15%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
XJR Monthly Returns History
Based on dividend-adjusted daily data since Sep 24, 2020, XJR's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.
Historically, 60% of months were positive and 40% 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% | 3.74% | 19.44% | ||||||
| 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 0.28%, beta of 1.02, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since September 24, 2020.
- With beta of 1.02 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
- 0.28%
- Beta
- 1.02
- R²
- 0.62
- Upside Capture
- 97.05%
- Downside Capture
- 97.94%
Expense Ratio
XJR has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
XJR ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XJR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 2.46 | +0.97 |
| Martin ratioReturn relative to average drawdown | 11.11 | 10.92 | +0.20 |
Dividends
Dividend History
iShares ESG Screened S&P Small-Cap ETF provided a 0.96% dividend yield over the last twelve months, with an annual payout of $0.48 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.48 | $0.81 | $0.35 | $0.43 | $0.82 | $0.19 |
Dividend yield | 0.96% | 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 | $0.14 | $0.15 | ||||||
| 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 0.38%.
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 | -0.38% | -3.21% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -10.71% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.04% | +0.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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