Correlation
The correlation between ESIX and XJR is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
ESIX vs. XJR
Compare and contrast key facts about SPDR S&P SmallCap 600 ESG ETF (ESIX) and iShares ESG Screened S&P Small-Cap ETF (XJR).
ESIX and XJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIX is a passively managed fund by SPDR that tracks the performance of the S&P SmallCap 600 ESG Index. It was launched on Jan 10, 2022. XJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Sustainability Screened Index. It was launched on Sep 22, 2020. Both ESIX and XJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIX or XJR.
Performance
ESIX vs. XJR - Performance Comparison
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Key characteristics
ESIX:
0.01
XJR:
0.10
ESIX:
0.10
XJR:
0.24
ESIX:
1.01
XJR:
1.03
ESIX:
-0.04
XJR:
0.03
ESIX:
-0.12
XJR:
0.10
ESIX:
10.07%
XJR:
9.74%
ESIX:
24.17%
XJR:
24.65%
ESIX:
-27.56%
XJR:
-27.14%
ESIX:
-15.96%
XJR:
-14.92%
Returns By Period
In the year-to-date period, ESIX achieves a -8.48% return, which is significantly lower than XJR's -7.03% return.
ESIX
-8.48%
4.83%
-15.03%
0.22%
3.35%
N/A
N/A
XJR
-7.03%
4.96%
-14.04%
2.52%
3.82%
N/A
N/A
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ESIX vs. XJR - Expense Ratio Comparison
Both ESIX and XJR have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESIX vs. XJR — Risk-Adjusted Performance Rank
ESIX
XJR
ESIX vs. XJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) and iShares ESG Screened S&P Small-Cap ETF (XJR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
ESIX vs. XJR - Dividend Comparison
ESIX's dividend yield for the trailing twelve months is around 1.89%, less than XJR's 2.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.89% | 1.65% | 1.69% | 1.54% | 0.00% | 0.00% |
XJR iShares ESG Screened S&P Small-Cap ETF | 2.11% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% |
Drawdowns
ESIX vs. XJR - Drawdown Comparison
The maximum ESIX drawdown since its inception was -27.56%, roughly equal to the maximum XJR drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for ESIX and XJR.
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Volatility
ESIX vs. XJR - Volatility Comparison
SPDR S&P SmallCap 600 ESG ETF (ESIX) and iShares ESG Screened S&P Small-Cap ETF (XJR) have volatilities of 6.51% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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