XJR vs. EGUS

Last updated Jun 16, 2026

XJR (iShares ESG Screened S&P Small-Cap ETF) and EGUS (Ishares ESG Aware MSCI USA Growth ETF) are both exchange-traded funds - XJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Sustainability Screened Index, while EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index. Both are passively managed. Over the past 3 years, XJR returned 14.92%/yr vs 25.10%/yr for EGUS. A 0.56 correlation means they provide meaningful diversification when combined. XJR charges 0.12%/yr vs 0.18%/yr for EGUS.

Performance

XJR vs. EGUS - 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 Ishares ESG Aware MSCI USA Growth ETF (EGUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XJR achieves a 19.59% return, which is significantly higher than EGUS's 10.66% return.

XJR

• 1D: -0.07%
• 1M: 8.05%
• YTD: 19.59%
• 6M: 16.55%
• 1Y: 34.56%
• 3Y*: 14.92%
• 5Y*: 6.15%
• 10Y*: —

EGUS

• 1D: 2.63%
• 1M: 2.03%
• YTD: 10.66%
• 6M: 12.22%
• 1Y: 31.41%
• 3Y*: 25.10%
• 5Y*: —
• 10Y*: —

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

XJR vs. EGUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XJR iShares ESG Screened S&P Small-Cap ETF	19.59%	4.73%	9.59%	4.60%
EGUS Ishares ESG Aware MSCI USA Growth ETF	10.66%	19.02%	32.85%	27.00%

Correlation

The correlation between XJR and EGUS is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.56

The correlation between XJR and EGUS has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

XJR vs. EGUS - Sectors Allocation Comparison

Sectors	XJR	EGUS
Financial Services	18.2%	3.8%
Technology	16.8%	54.1%
Industrials	15.5%	7.0%
Consumer Cyclical	13.5%	12.9%
Healthcare	10.7%	6.3%
Real Estate	7.6%	1.5%
Energy	4.7%	1.2%
Basic Materials	4.5%	0.8%
Consumer Defensive	2.7%	0.2%
Communication Services	2.5%	11.2%
Utilities	2.0%	1.0%

Return for Risk

XJR vs. EGUS — Risk / Return Rank

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

XJR

XJR Risk / Return Rank: 66
XJR Sharpe Ratio Rank: 63
XJR Sortino Ratio Rank: 66
XJR Omega Ratio Rank: 58
XJR Calmar Ratio Rank: 77
XJR Martin Ratio Rank: 69

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 59
EGUS Sortino Ratio Rank: 54
EGUS Omega Ratio Rank: 55
EGUS Calmar Ratio Rank: 43
EGUS Martin Ratio Rank: 44

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. EGUS - 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 Ishares ESG Aware MSCI USA Growth ETF (EGUS). 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	EGUS	Difference
Sharpe ratio: Return per unit of total volatility	1.93	1.84	+0.09
Sortino ratio: Return per unit of downside risk	2.80	2.44	+0.35
Omega ratio: Gain probability vs. loss probability	1.33	1.32	+0.01
Calmar ratio: Return relative to maximum drawdown	3.68	2.02	+1.66
Martin ratio: Return relative to average drawdown	11.93	6.73	+5.19

XJR vs. EGUS - Sharpe Ratio Comparison

The current XJR Sharpe Ratio is 1.93, which is comparable to the EGUS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of XJR and EGUS, 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. EGUS - Drawdown Comparison

The maximum XJR drawdown since its inception was -27.14%, which is greater than EGUS's maximum drawdown of -24.87%. Use the drawdown chart below to compare losses from any high point for XJR and EGUS.

Drawdown Indicators

	XJR	EGUS	Difference
Max Drawdown Largest peak-to-trough decline	-27.14%	-24.87%	-2.27%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-15.66%	+6.23%
Max Drawdown (3Y) Largest decline over 3 years	-27.14%	-24.87%	-2.27%
Max Drawdown (5Y) Largest decline over 5 years	-27.14%	—	—
Current Drawdown Current decline from peak	-0.07%	-2.31%	+2.24%
Average Drawdown Average peak-to-trough decline	-9.42%	-3.37%	-6.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	4.68%	-1.78%

Volatility

XJR vs. EGUS - Volatility Comparison

The current volatility for iShares ESG Screened S&P Small-Cap ETF (XJR) is 5.39%, while Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a volatility of 6.54%. This indicates that XJR experiences smaller price fluctuations and is considered to be less risky than EGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XJR	EGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	6.54%	-1.15%
Volatility (6M) Calculated over the trailing 6-month period	12.51%	13.85%	-1.34%
Volatility (1Y) Calculated over the trailing 1-year period	17.99%	17.17%	+0.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.47%	19.29%	+2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.72%	19.29%	+2.43%

XJR vs. EGUS - Expense Ratio Comparison

XJR has a 0.12% expense ratio, which is lower than EGUS's 0.18% 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. EGUS - Dividend Comparison

XJR's dividend yield for the trailing twelve months is around 1.24%, more than EGUS's 0.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.25%	0.22%	0.25%	0.36%	0.00%	0.00%	0.00%
XJR iShares ESG Screened S&P Small-Cap ETF	1.24%	1.14%	1.96%	0.92%	1.29%	2.00%	0.58%

Frequently Asked Questions

Can I hold both XJR and EGUS in my portfolio?

XJR and EGUS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XJR or EGUS?

EGUS has higher volatility (6.54%) compared to XJR (5.39%). In terms of maximum drawdown, XJR dropped -27.14% vs EGUS's -24.87%.

Which ETF is better, XJR or EGUS?

On 3-year performance, EGUS leads with 25.10% vs 14.92% for XJR. On fees, XJR is cheaper at 0.12% per year. On volatility, XJR has been the lower-risk option at 5.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XJR or EGUS?

Over the 3-year period, EGUS has performed better with a 25.10% return vs 14.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XJR or EGUS?

XJR is cheaper with a 0.12% expense ratio, compared with 0.18% for EGUS.

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

XJR has the higher dividend yield at 1.24%, compared with 0.25% for EGUS.

What is the main difference between XJR and EGUS?

XJR is categorized as Small Cap Blend Equities, while EGUS is Large Cap Growth Equities. XJR tracks S&P SmallCap 600 Sustainability Screened Index, while EGUS tracks MSCI USA Growth Extended ESG Focus Index. Their fees differ too: 0.12% for XJR and 0.18% for EGUS.

Which has better risk-adjusted returns?

XJR currently has the higher Sharpe Ratio (1.93 vs 1.84), 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.