SMMD vs. XJR
Compare and contrast key facts about iShares Russell 2500 ETF (SMMD) and iShares ESG Screened S&P Small-Cap ETF (XJR).
SMMD and XJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMMD is a passively managed fund by iShares that tracks the performance of the Russell 2500 Index. It was launched on Jul 6, 2017. XJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Sustainability Screened Index. It was launched on Sep 22, 2020. Both SMMD and XJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMMD or XJR.
Key characteristics
| SMMD | XJR | |
|---|---|---|
| YTD Return | 17.43% | 16.03% |
| 1Y Return | 32.01% | 30.75% |
| 3Y Return (Ann) | 2.43% | 2.66% |
| Sharpe Ratio | 2.10 | 1.76 |
| Sortino Ratio | 2.96 | 2.62 |
| Omega Ratio | 1.37 | 1.31 |
| Calmar Ratio | 1.91 | 2.01 |
| Martin Ratio | 11.78 | 10.89 |
| Ulcer Index | 3.23% | 3.47% |
| Daily Std Dev | 18.12% | 21.50% |
| Max Drawdown | -41.06% | -26.89% |
| Current Drawdown | -1.94% | -2.37% |
Correlation
The correlation between SMMD and XJR is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SMMD vs. XJR - Performance Comparison
In the year-to-date period, SMMD achieves a 17.43% return, which is significantly higher than XJR's 16.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SMMD vs. XJR - Expense Ratio Comparison
SMMD has a 0.15% expense ratio, which is higher than XJR's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SMMD vs. XJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2500 ETF (SMMD) and iShares ESG Screened S&P Small-Cap ETF (XJR). 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.
Dividends
SMMD vs. XJR - Dividend Comparison
SMMD's dividend yield for the trailing twelve months is around 1.17%, more than XJR's 0.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SMMD iShares Russell 2500 ETF | 1.17% | 1.44% | 1.79% | 1.12% | 1.31% | 1.50% | 2.45% | 0.68% |
XJR iShares ESG Screened S&P Small-Cap ETF | 0.83% | 0.92% | 1.29% | 2.00% | 0.58% | 0.00% | 0.00% | 0.00% |
Drawdowns
SMMD vs. XJR - Drawdown Comparison
The maximum SMMD drawdown since its inception was -41.06%, which is greater than XJR's maximum drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for SMMD and XJR. For additional features, visit the drawdowns tool.
Volatility
SMMD vs. XJR - Volatility Comparison
The current volatility for iShares Russell 2500 ETF (SMMD) is 5.93%, while iShares ESG Screened S&P Small-Cap ETF (XJR) has a volatility of 7.68%. This indicates that SMMD experiences smaller price fluctuations and is considered to be less risky than XJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.