IJS vs. ECML
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and EA Series Trust - Euclidean Fundamental Value ETF (ECML).
IJS and ECML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023.
Performance
IJS vs. ECML - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 4.77% return, which is significantly lower than ECML's 9.16% return.
IJS
- 1D
- 0.22%
- 1M
- 0.37%
- YTD
- 4.77%
- 6M
- 6.54%
- 1Y
- 37.59%
- 3Y*
- 10.12%
- 5Y*
- 4.81%
- 10Y*
- 9.52%
ECML
- 1D
- -0.23%
- 1M
- 0.99%
- YTD
- 9.16%
- 6M
- 9.75%
- 1Y
- 31.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJS vs. ECML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 14.91% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 9.16% | 6.82% | 2.37% | 24.36% |
Correlation
The correlation between IJS and ECML is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
IJS vs. ECML - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than ECML's 0.95% expense ratio.
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Return for Risk
IJS vs. ECML — Risk / Return Rank
IJS
ECML
IJS vs. ECML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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.
| IJS | ECML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.99 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.54 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.55 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.68 | 5.76 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJS | ECML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.99 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.79 | -0.41 |
Drawdowns
IJS vs. ECML - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than ECML's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for IJS and ECML.
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Drawdown Indicators
| IJS | ECML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -24.66% | -35.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -7.01% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | — | — |
Current DrawdownCurrent decline from peak | -5.84% | -2.33% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -6.18% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.48% | +0.69% |
Volatility
IJS vs. ECML - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.31% compared to EA Series Trust - Euclidean Fundamental Value ETF (ECML) at 4.33%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than ECML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | ECML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.33% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 10.18% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 19.29% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 18.67% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 18.67% | +4.93% |
Dividends
IJS vs. ECML - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, more than ECML's 1.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |