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IJR vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJR vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJR achieves a 15.38% return, which is significantly higher than RB's 6.76% return.


IJR

1D
-0.89%
1M
1.67%
YTD
15.38%
6M
14.25%
1Y
31.54%
3Y*
14.39%
5Y*
5.64%
10Y*
10.66%

RB

1D
-0.17%
1M
1.63%
YTD
6.76%
6M
8.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJR vs. RB - Yearly Performance Comparison


Correlation

The correlation between IJR and RB is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.74

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Return for Risk

IJR vs. RB — Risk / Return Rank

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

IJR
IJR Risk / Return Rank: 5858
Overall Rank
IJR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 5454
Sortino Ratio Rank
IJR Omega Ratio Rank: 4949
Omega Ratio Rank
IJR Calmar Ratio Rank: 7171
Calmar Ratio Rank
IJR Martin Ratio Rank: 6565
Martin Ratio Rank

RB
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. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


IJRRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.65

Martin ratioReturn relative to average drawdown

12.14

IJR vs. RB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IJRRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

3.15

-2.71

Drawdowns

IJR vs. RB - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for IJR and RB.


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Drawdown Indicators


IJRRBDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-1.70%

-56.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

Current Drawdown

Current decline from peak

-0.91%

-0.47%

-0.44%

Average Drawdown

Average peak-to-trough decline

-9.28%

-0.41%

-8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

Volatility

IJR vs. RB - Volatility Comparison


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Volatility by Period


IJRRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

6.21%

+11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

6.21%

+15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

6.21%

+16.70%

IJR vs. RB - Expense Ratio Comparison

IJR has a 0.06% expense ratio, which is lower than RB's 0.58% expense ratio.


Dividends

IJR vs. RB - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.15%, less than RB's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF
1.15%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
RB
ProShares Russell 2000 Dynamic Daily Buffer ETF
2.00%1.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IJR and RB have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJR is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJR is cheaper with a 0.06% expense ratio, compared with 0.58% for RB.

RB has the higher dividend yield at 2.00%, compared with 1.15% for IJR.

IJR is categorized as Small Cap Blend Equities, while RB is Defined Outcome. IJR tracks S&P SmallCap 600 Index, while RB tracks Russell 2000. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.06% for IJR and 0.58% for RB.

Portfolio Optimizer

Find the right allocation for IJR and RB

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