VLU vs. XJR
Compare and contrast key facts about SPDR S&P 1500 Value Tilt ETF (VLU) and iShares ESG Screened S&P Small-Cap ETF (XJR).
VLU and XJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLU is a passively managed fund by State Street that tracks the performance of the S&P 1500 Low Valuation Tilt Index. It was launched on Oct 24, 2012. 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 VLU 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.
Performance
VLU vs. XJR - Performance Comparison
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VLU vs. XJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 2.50% | 16.70% | 17.24% | 17.18% | -8.24% | 30.95% | 23.33% |
XJR iShares ESG Screened S&P Small-Cap ETF | 2.25% | 4.73% | 9.59% | 16.39% | -17.30% | 24.96% | 35.61% |
Returns By Period
In the year-to-date period, VLU achieves a 2.50% return, which is significantly higher than XJR's 2.25% return.
VLU
- 1D
- 2.04%
- 1M
- -3.82%
- YTD
- 2.50%
- 6M
- 6.27%
- 1Y
- 19.18%
- 3Y*
- 17.17%
- 5Y*
- 11.22%
- 10Y*
- 13.18%
XJR
- 1D
- 2.79%
- 1M
- -4.43%
- YTD
- 2.25%
- 6M
- 2.72%
- 1Y
- 17.08%
- 3Y*
- 10.09%
- 5Y*
- 3.49%
- 10Y*
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VLU vs. XJR - Expense Ratio Comparison
Both VLU and XJR have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
VLU vs. XJR — Risk / Return Rank
VLU
XJR
VLU vs. XJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) 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.
| VLU | XJR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.76 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.23 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.22 | +0.41 |
Martin ratioReturn relative to average drawdown | 7.78 | 4.65 | +3.13 |
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
| VLU | XJR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.76 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.16 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.57 | +0.20 |
Correlation
The correlation between VLU and XJR is 0.89, 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.
Dividends
VLU vs. XJR - Dividend Comparison
VLU's dividend yield for the trailing twelve months is around 1.78%, more than XJR's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 1.78% | 1.82% | 2.00% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.96% | 2.14% | 6.37% |
XJR iShares ESG Screened S&P Small-Cap ETF | 1.12% | 1.14% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLU vs. XJR - Drawdown Comparison
The maximum VLU drawdown since its inception was -37.39%, which is greater than XJR's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for VLU and XJR.
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Drawdown Indicators
| VLU | XJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -27.14% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.40% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -27.14% | +7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.39% | — | — |
Current DrawdownCurrent decline from peak | -4.43% | -6.54% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -9.74% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.79% | -1.19% |
Volatility
VLU vs. XJR - Volatility Comparison
The current volatility for SPDR S&P 1500 Value Tilt ETF (VLU) is 4.31%, while iShares ESG Screened S&P Small-Cap ETF (XJR) has a volatility of 6.38%. This indicates that VLU 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.
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Volatility by Period
| VLU | XJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 6.38% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 13.10% | -4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 22.46% | -5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 21.51% | -6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 21.88% | -3.79% |