PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ISP6.L vs. IJT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISP6.L vs. IJT

Last updated Jun 5, 2026

ISP6.L (iShares S&P SmallCap 600 UCITS ETF) and IJT (iShares S&P SmallCap 600 Growth ETF) are both exchange-traded funds - ISP6.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while IJT is a Small Cap Growth Equities fund tracking the S&P SmallCap 600 Growth Index. Both are passively managed. Over the past 10 years, ISP6.L returned 11.01%/yr vs 11.61%/yr for IJT. A 0.58 correlation means they provide meaningful diversification when combined. ISP6.L charges 0.40%/yr vs 0.18%/yr for IJT.

Performance

ISP6.L vs. IJT - Performance Comparison

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

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISP6.L achieves a 15.45% return, which is significantly lower than IJT's 17.35% return. Over the past 10 years, ISP6.L has underperformed IJT with an annualized return of 11.01%, while IJT has yielded a comparatively higher 11.61% annualized return.

ISP6.L

1D
1.09%
1M
2.81%
YTD
15.45%
6M
14.84%
1Y
34.21%
3Y*
12.19%
5Y*
6.63%
10Y*
11.01%

IJT

1D
1.31%
1M
1.53%
YTD
17.35%
6M
14.22%
1Y
29.51%
3Y*
12.76%
5Y*
6.85%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISP6.L vs. IJT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		15.45%-0.91%8.76%10.98%-6.72%27.86%6.87%17.51%-4.56%3.05%
IJT
iShares S&P SmallCap 600 Growth ETF		17.35%-2.24%11.24%11.26%-11.96%23.53%15.72%16.38%1.27%4.57%

Correlation

The correlation between ISP6.L and IJT is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since May 13, 2008

0.58

The correlation between ISP6.L and IJT has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

ISP6.L vs. IJT - Sectors Allocation Comparison

Sectors
ISP6.L
IJT

Technology

17.0%
20.1%

Financial Services

16.8%
13.6%

Industrials

15.1%
20.0%

Consumer Cyclical

12.7%
9.8%

Healthcare

11.0%
14.5%

Real Estate

7.6%
6.3%

Energy

5.8%
4.9%

Basic Materials

4.9%
2.8%

Consumer Defensive

3.6%
2.8%

Communication Services

3.5%
2.7%

Utilities

1.9%
1.9%

Technology

ISP6.L
17.0%
IJT
20.1%

Financial Services

ISP6.L
16.8%
IJT
13.6%

Industrials

ISP6.L
15.1%
IJT
20.0%

Consumer Cyclical

ISP6.L
12.7%
IJT
9.8%

Healthcare

ISP6.L
11.0%
IJT
14.5%

Real Estate

ISP6.L
7.6%
IJT
6.3%

Energy

ISP6.L
5.8%
IJT
4.9%

Basic Materials

ISP6.L
4.9%
IJT
2.8%

Consumer Defensive

ISP6.L
3.6%
IJT
2.8%

Communication Services

ISP6.L
3.5%
IJT
2.7%

Utilities

ISP6.L
1.9%
IJT
1.9%

Compare stocks, funds, or ETFs

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

iShares S&P SmallCap 600 UCITS ETF

iShares S&P SmallCap 600 Growth ETF

Often compared with ISP6.L:
ISP6.L vs. IJRISP6.L vs. IEEM.LISP6.L vs. USSC.LISP6.L vs. IWMISP6.L vs. CSPX.ASISP6.L vs. VIGISP6.L vs. VOO
Often compared with IJT:
IJT vs. IJRIJT vs. VBKIJT vs. SLYGIJT vs. ISCGIJT vs. VIOGIJT vs. IWMIJT vs. QQQ

Return for Risk

ISP6.L vs. IJT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISP6.L
ISP6.L Risk / Return Rank: 7474
Overall Rank
ISP6.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 6666
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8181
Martin Ratio Rank
IJT
IJT Risk / Return Rank: 5454
Overall Rank
IJT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 5050
Sortino Ratio Rank
IJT Omega Ratio Rank: 4545
Omega Ratio Rank
IJT Calmar Ratio Rank: 6464
Calmar Ratio Rank
IJT Martin Ratio Rank: 6161
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.

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

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

ISP6.LIJTDifference
Sharpe ratioReturn per unit of total volatility
2.20
1.79

+0.41

Sortino ratioReturn per unit of downside risk
3.03
2.54

+0.50

Omega ratioGain probability vs. loss probability

1.39

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

5.28

3.82

+1.46

Martin ratioReturn relative to average drawdown

15.98

13.00

+2.98

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

ISP6.L vs. IJT - Sharpe Ratio Comparison

The current ISP6.L Sharpe Ratio is 2.20, which is comparable to the IJT Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ISP6.L and IJT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

ISP6.LIJTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.79

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.34

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.51

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.48

+0.09

Drawdowns

ISP6.L vs. IJT - Drawdown Comparison

The maximum ISP6.L drawdown since its inception was -39.08%, roughly equal to the maximum IJT drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for ISP6.L and IJT.

Loading charts...

Drawdown Indicators

ISP6.LIJTDifference

Max Drawdown

Largest peak-to-trough decline

-39.08%

-38.69%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-7.76%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-30.26%

-28.63%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-28.63%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

-37.88%

-1.20%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.53%

-7.91%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.28%

-0.15%

Volatility

ISP6.L vs. IJT - Volatility Comparison

iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and iShares S&P SmallCap 600 Growth ETF (IJT) have volatilities of 3.96% and 3.99%, 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.

Loading charts...

Volatility by Period

ISP6.LIJTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.99%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

11.69%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

16.59%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

20.24%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

22.69%

-2.24%

ISP6.L vs. IJT - Expense Ratio Comparison

ISP6.L has a 0.40% expense ratio, which is higher than IJT's 0.18% expense ratio.

Dividends

ISP6.L vs. IJT - Dividend Comparison

ISP6.L's dividend yield for the trailing twelve months is around 1.02%, more than IJT's 0.76% yield.

PositionTTM20252024202320222021202020192018201720162015
IJT
iShares S&P SmallCap 600 Growth ETF		0.76%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		1.02%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Frequently Asked Questions

ISP6.L and IJT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJT is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJT is cheaper with a 0.18% expense ratio, compared with 0.40% for ISP6.L.

ISP6.L is categorized as Small Cap Blend Equities, while IJT is Small Cap Growth Equities. ISP6.L tracks Russell 2000 TR USD, while IJT tracks S&P SmallCap 600 Growth Index. Their fees differ too: 0.40% for ISP6.L and 0.18% for IJT.

Portfolio Optimizer

Find the right allocation for ISP6.L and IJT

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