XJR vs. IBIT
XJR (iShares ESG Screened S&P Small-Cap ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - XJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Sustainability Screened Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, XJR returned 32.21% vs -39.82% for IBIT. At a 0.37 correlation, their price movements are largely independent. XJR charges 0.12%/yr vs 0.25%/yr for IBIT.
Performance
XJR vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, XJR achieves a 19.44% return, which is significantly higher than IBIT's -28.88% return.
XJR
- 1D
- -0.38%
- 1M
- 4.96%
- YTD
- 19.44%
- 6M
- 17.14%
- 1Y
- 32.21%
- 3Y*
- 16.10%
- 5Y*
- 6.15%
- 10Y*
- —
IBIT
- 1D
- -3.26%
- 1M
- -17.81%
- YTD
- -28.88%
- 6M
- -28.88%
- 1Y
- -39.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJR vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XJR iShares ESG Screened S&P Small-Cap ETF | 19.44% | 4.73% | 12.87% |
IBIT iShares Bitcoin Trust ETF | -28.88% | -6.41% | 89.87% |
Correlation
The correlation between XJR and IBIT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.37 |
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Return for Risk
XJR vs. IBIT — Risk / Return Rank
XJR
IBIT
XJR vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.70 | ||
| Sortino ratioReturn per unit of downside risk | +3.89 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.86 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | -0.77 | +4.20 |
| Martin ratioReturn relative to average drawdown | 11.11 | -1.30 | +12.42 |
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Drawdowns
XJR vs. IBIT - Drawdown Comparison
The maximum XJR drawdown since its inception was -27.14%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for XJR and IBIT.
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Drawdown Indicators
| XJR | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -52.11% | +24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -52.11% | +42.68% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -50.47% | +50.09% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -16.85% | +7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 30.58% | -27.67% |
Volatility
XJR vs. IBIT - Volatility Comparison
The current volatility for iShares ESG Screened S&P Small-Cap ETF (XJR) is 5.13%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. This indicates that XJR experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJR | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 13.18% | -8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 34.64% | -22.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 44.31% | -26.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 50.22% | -28.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 50.22% | -28.52% |
XJR vs. IBIT - Expense Ratio Comparison
XJR has a 0.12% expense ratio, which is lower than IBIT'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. IBIT - Dividend Comparison
XJR's dividend yield for the trailing twelve months is around 0.96%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XJR iShares ESG Screened S&P Small-Cap ETF | 0.96% | 1.14% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% |
Frequently Asked Questions
XJR and IBIT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (13.18%) compared to XJR (5.13%). In terms of maximum drawdown, XJR dropped -27.14% vs IBIT's -52.11%.
On 1-year performance, XJR leads with 32.21% vs -39.82% for IBIT. On fees, XJR is cheaper at 0.12% per year. On volatility, XJR has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XJR has performed better with a 32.21% return vs -39.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XJR is cheaper with a 0.12% expense ratio, compared with 0.25% for IBIT.
XJR has the higher dividend yield at 0.96%, compared with 0.00% for IBIT.
XJR is categorized as Small Cap Blend Equities, while IBIT is Cryptocurrency. XJR tracks S&P SmallCap 600 Sustainability Screened Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.12% for XJR and 0.25% for IBIT.
XJR currently has the higher Sharpe Ratio (1.80 vs -0.90), 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.
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