ESIX vs. XJR

Last updated Apr 1, 2026

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 State Street 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.

Performance

ESIX vs. XJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P SmallCap 600 ESG ETF (ESIX) and iShares ESG Screened S&P Small-Cap ETF (XJR). The values are adjusted to include any dividend payments, if applicable.

ESIX vs. XJR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESIX SPDR S&P SmallCap 600 ESG ETF	1.16%	1.83%	9.66%	17.51%	-14.62%
XJR iShares ESG Screened S&P Small-Cap ETF	2.25%	4.73%	9.59%	16.39%	-16.14%

Returns By Period

In the year-to-date period, ESIX achieves a 1.16% return, which is significantly lower than XJR's 2.25% return.

ESIX

• 1D: 2.37%
• 1M: -4.68%
• YTD: 1.16%
• 6M: 1.95%
• 1Y: 13.47%
• 3Y*: 9.05%
• 5Y*: —
• 10Y*: —

XJR

• 1D: 2.79%
• 1M: -4.43%
• YTD: 2.25%
• 6M: 2.72%
• 1Y: 17.08%
• 3Y*: 10.09%
• 5Y*: 3.49%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.

ESIX

SPDR S&P SmallCap 600 ESG ETF

XJR

iShares ESG Screened S&P Small-Cap ETF

Return for Risk

ESIX vs. XJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIX

ESIX Risk / Return Rank: 34
ESIX Sharpe Ratio Rank: 32
ESIX Sortino Ratio Rank: 34
ESIX Omega Ratio Rank: 31
ESIX Calmar Ratio Rank: 36
ESIX Martin Ratio Rank: 36

XJR

XJR Risk / Return Rank: 45
XJR Sharpe Ratio Rank: 42
XJR Sortino Ratio Rank: 46
XJR Omega Ratio Rank: 41
XJR Calmar Ratio Rank: 49
XJR Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESIX vs. XJR - Risk-Adjusted Trends 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.

	ESIX	XJR	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.76	-0.16
Sortino ratio Return per unit of downside risk	1.01	1.23	-0.22
Omega ratio Gain probability vs. loss probability	1.13	1.16	-0.03
Calmar ratio Return relative to maximum drawdown	0.94	1.22	-0.29
Martin ratio Return relative to average drawdown	3.37	4.65	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIX vs. XJR - Sharpe Ratio Comparison

The current ESIX Sharpe Ratio is 0.60, which is comparable to the XJR Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ESIX and XJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESIX	XJR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.76	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.57	-0.43

Correlation

The correlation between ESIX and XJR is 0.98, 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.

Dividends

ESIX vs. XJR - Dividend Comparison

ESIX's dividend yield for the trailing twelve months is around 1.59%, more than XJR's 1.12% yield.

	TTM	2025	2024	2023	2022	2021	2020
ESIX SPDR S&P SmallCap 600 ESG ETF	1.59%	1.64%	1.65%	1.69%	1.54%	0.00%	0.00%
XJR iShares ESG Screened S&P Small-Cap ETF	1.12%	1.14%	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.

Drawdown Indicators

	ESIX	XJR	Difference
Max Drawdown Largest peak-to-trough decline	-27.56%	-27.14%	-0.42%
Max Drawdown (1Y) Largest decline over 1 year	-14.82%	-14.40%	-0.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.14%	—
Current Drawdown Current decline from peak	-7.24%	-6.54%	-0.70%
Average Drawdown Average peak-to-trough decline	-8.79%	-9.74%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	3.79%	+0.32%

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 6.12% and 6.38%, 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.

Volatility by Period

	ESIX	XJR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.12%	6.38%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	13.10%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	22.53%	22.46%	+0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.66%	21.51%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.66%	21.88%	-0.22%