XJR vs. AVUV

Last updated Jun 24, 2026

XJR (iShares ESG Screened S&P Small-Cap ETF) and AVUV (Avantis US Small Cap Value ETF) are both exchange-traded funds - XJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Sustainability Screened Index, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. XJR is passively managed, while AVUV is actively managed. Over the past 5 years, XJR returned 6.15%/yr vs 11.59%/yr for AVUV. Their correlation of 0.94 suggests significant overlap in exposure. XJR charges 0.12%/yr vs 0.25%/yr for AVUV.

Performance

XJR vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P Small-Cap ETF (XJR) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XJR achieves a 19.44% return, which is significantly lower than AVUV's 20.76% return.

XJR

• 1D: -0.38%
• 1M: 4.96%
• YTD: 19.44%
• 6M: 17.14%
• 1Y: 32.21%
• 3Y*: 16.10%
• 5Y*: 6.15%
• 10Y*: —

AVUV

• 1D: 0.00%
• 1M: 2.33%
• YTD: 20.76%
• 6M: 18.72%
• 1Y: 38.38%
• 3Y*: 20.03%
• 5Y*: 11.59%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XJR vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XJR iShares ESG Screened S&P Small-Cap ETF	19.44%	4.73%	9.59%	16.39%	-17.30%	24.96%	35.61%
AVUV Avantis US Small Cap Value ETF	20.76%	7.44%	9.28%	22.82%	-4.91%	42.20%	37.63%

Correlation

The correlation between XJR and AVUV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020	0.94

The correlation between XJR and AVUV has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

XJR vs. AVUV - Sectors Allocation Comparison

Sectors	XJR	AVUV
Financial Services	18.2%	26.1%
Technology	16.8%	7.4%
Industrials	15.5%	13.6%
Consumer Cyclical	13.5%	18.7%
Healthcare	10.7%	4.8%
Real Estate	7.6%	0.7%
Energy	4.7%	15.8%
Basic Materials	4.5%	5.1%
Consumer Defensive	2.7%	4.7%
Communication Services	2.5%	3.1%
Utilities	2.0%	0.1%

Return for Risk

XJR vs. AVUV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XJR

XJR Risk / Return Rank: 61
XJR Sharpe Ratio Rank: 57
XJR Sortino Ratio Rank: 60
XJR Omega Ratio Rank: 53
XJR Calmar Ratio Rank: 72
XJR Martin Ratio Rank: 65

AVUV

AVUV Risk / Return Rank: 75
AVUV Sharpe Ratio Rank: 70
AVUV Sortino Ratio Rank: 73
AVUV Omega Ratio Rank: 65
AVUV Calmar Ratio Rank: 87
AVUV Martin Ratio Rank: 77

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.

XJR vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Small-Cap ETF (XJR) and Avantis US Small Cap Value ETF (AVUV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XJR	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.19	-0.39
Sortino ratio: Return per unit of downside risk	2.63	3.13	-0.49
Omega ratio: Gain probability vs. loss probability	1.31	1.38	-0.07
Calmar ratio: Return relative to maximum drawdown	3.43	4.85	-1.42
Martin ratio: Return relative to average drawdown	11.11	14.37	-3.26

XJR vs. AVUV - Sharpe Ratio Comparison

The current XJR Sharpe Ratio is 1.80, which is comparable to the AVUV Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of XJR and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XJR vs. AVUV - Drawdown Comparison

The maximum XJR drawdown since its inception was -27.14%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for XJR and AVUV.

Drawdown Indicators

	XJR	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-27.14%	-49.42%	+22.28%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-7.95%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-27.14%	-28.79%	+1.65%
Max Drawdown (5Y) Largest decline over 5 years	-27.14%	-28.79%	+1.65%
Current Drawdown Current decline from peak	-0.38%	-1.61%	+1.23%
Average Drawdown Average peak-to-trough decline	-9.39%	-7.89%	-1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.68%	+0.23%

Volatility

XJR vs. AVUV - Volatility Comparison

iShares ESG Screened S&P Small-Cap ETF (XJR) has a higher volatility of 5.13% compared to Avantis US Small Cap Value ETF (AVUV) at 4.28%. This indicates that XJR's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XJR	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	4.28%	+0.85%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	11.39%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	18.03%	17.63%	+0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.44%	22.65%	-1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.70%	28.22%	-6.52%

XJR vs. AVUV - Expense Ratio Comparison

XJR has a 0.12% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XJR vs. AVUV - Dividend Comparison

XJR's dividend yield for the trailing twelve months is around 0.96%, less than AVUV's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	1.63%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%
XJR iShares ESG Screened S&P Small-Cap ETF	0.96%	1.14%	1.96%	0.92%	1.29%	2.00%	0.58%	0.00%

Frequently Asked Questions

Can I hold both XJR and AVUV in my portfolio?

With a correlation of 0.93, XJR and AVUV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XJR or AVUV?

XJR has higher volatility (5.13%) compared to AVUV (4.28%). In terms of maximum drawdown, XJR dropped -27.14% vs AVUV's -49.42%.

Which ETF is better, XJR or AVUV?

On 5-year performance, AVUV leads with 11.59% vs 6.15% for XJR. On fees, XJR is cheaper at 0.12% per year. On volatility, AVUV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XJR or AVUV?

Over the 5-year period, AVUV has performed better with a 11.59% return vs 6.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XJR or AVUV?

XJR is cheaper with a 0.12% expense ratio, compared with 0.25% for AVUV.

Which ETF pays a higher dividend yield, XJR or AVUV?

AVUV has the higher dividend yield at 1.63%, compared with 0.96% for XJR.

What is the main difference between XJR and AVUV?

XJR is categorized as Small Cap Blend Equities, while AVUV is Small Cap Value Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.12% for XJR and 0.25% for AVUV.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.19 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.