IJR vs. RB
IJR (iShares Core S&P Small-Cap ETF) and RB (ProShares Russell 2000 Dynamic Daily Buffer ETF) are both exchange-traded funds - IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while RB is a Defined Outcome fund tracking the Russell 2000. Both are passively managed. A 0.74 correlation means they provide meaningful diversification when combined. IJR charges 0.06%/yr vs 0.58%/yr for RB.
Performance
IJR vs. RB - Performance Comparison
Loading charts...
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*
- —
IJR vs. RB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 15.38% | 11.02% |
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 6.76% | 10.58% |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IJR vs. RB — Risk / Return Rank
IJR
RB
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.
| IJR | RB | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IJR | RB | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IJR | RB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.91% | -0.47% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -0.41% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | — | — |
Volatility
IJR vs. RB - Volatility Comparison
Loading charts...
Volatility by Period
| IJR | RB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for IJR and RB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer