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IJR vs. ISP6.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IJR vs. ISP6.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L).

IJR and ISP6.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. ISP6.L is a passively managed fund by iShares that tracks the performance of the Russell 2000 TR USD. It was launched on May 9, 2008. Both IJR and ISP6.L 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

IJR vs. ISP6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). The values are adjusted to include any dividend payments, if applicable.

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IJR vs. ISP6.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJR
iShares Core S&P Small-Cap ETF		4.11%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		3.32%6.57%6.95%16.83%-16.69%26.70%10.14%22.22%-9.96%12.86%
Different Trading Currencies

IJR is traded in USD, while ISP6.L is traded in GBp. To make them comparable, the ISP6.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IJR achieves a 4.11% return, which is significantly higher than ISP6.L's 3.32% return. Both investments have delivered pretty close results over the past 10 years, with IJR having a 9.88% annualized return and ISP6.L not far behind at 9.44%.

IJR

1D
0.49%
1M
-4.18%
YTD
4.11%
6M
5.47%
1Y
20.83%
3Y*
10.67%
5Y*
4.19%
10Y*
9.88%

ISP6.L

1D
2.26%
1M
-3.04%
YTD
3.32%
6M
6.31%
1Y
20.78%
3Y*
10.54%
5Y*
3.99%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P Small-Cap ETF

iShares S&P SmallCap 600 UCITS ETF

Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJSIJR vs. IJHIJR vs. SCHAIJR vs. VBR
Often compared with ISP6.L:
ISP6.L vs. IEEM.LISP6.L vs. IWMISP6.L vs. USSC.LISP6.L vs. IJtISP6.L vs. VIGISP6.L vs. CSPX.ASISP6.L vs. VOO

IJR vs. ISP6.L - Expense Ratio Comparison

IJR has a 0.06% expense ratio, which is lower than ISP6.L's 0.40% expense ratio.

ISP6.L
iShares S&P SmallCap 600 UCITS ETF
IJR
iShares Core S&P Small-Cap ETF

Return for Risk

IJR vs. ISP6.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJR
IJR Risk / Return Rank: 5151
Overall Rank
IJR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJR Omega Ratio Rank: 4747
Omega Ratio Rank
IJR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IJR Martin Ratio Rank: 5656
Martin Ratio Rank
ISP6.L
ISP6.L Risk / Return Rank: 5555
Overall Rank
ISP6.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 4343
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 6464
Martin Ratio Rank
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.

IJR vs. ISP6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). 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.

IJRISP6.LDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.04

-0.11

Sortino ratio

Return per unit of downside risk

1.43

1.51

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.42

2.17

-0.75

Martin ratio

Return relative to average drawdown

5.73

6.84

-1.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJR vs. ISP6.L - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 0.92, which is comparable to the ISP6.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of IJR and ISP6.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IJRISP6.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.04

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.19

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.42

0.00

Correlation

The correlation between IJR and ISP6.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IJR vs. ISP6.L - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.28%, more than ISP6.L's 1.13% yield.

TTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.28%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		1.13%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Drawdowns

IJR vs. ISP6.L - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than ISP6.L's maximum drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for IJR and ISP6.L.

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Drawdown Indicators

IJRISP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-39.08%

-19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-13.44%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-30.26%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-39.08%

-5.28%

Current Drawdown

Current decline from peak

-5.26%

-5.53%

+0.27%

Average Drawdown

Average peak-to-trough decline

-9.34%

-7.59%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.54%

+1.14%

Volatility

IJR vs. ISP6.L - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L) have volatilities of 6.25% and 6.01%, 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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Volatility by Period

IJRISP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

6.01%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

11.79%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

19.98%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

20.82%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

21.45%

+1.46%