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 27.63% vs -47.60% for IBIT. At a 0.36 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 20.97% return, which is significantly higher than IBIT's -29.06% return.
XJR
- 1D
- -0.59%
- 1M
- 1.09%
- 6M
- 15.44%
- YTD
- 20.97%
- 1Y
- 27.63%
- 3Y*
- 14.36%
- 5Y*
- 7.39%
- 10Y*
- —
IBIT
- 1D
- -2.79%
- 1M
- -2.28%
- 6M
- -32.10%
- YTD
- -29.06%
- 1Y
- -47.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJR vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XJR iShares ESG Screened S&P Small-Cap ETF | 20.97% | 4.73% | 12.87% |
IBIT iShares Bitcoin Trust ETF | -29.06% | -6.41% | 89.87% |
Correlation
The correlation between XJR and IBIT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.36 |
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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 | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.82 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | -0.90 | +3.84 |
| Martin ratioReturn relative to average drawdown | 9.50 | -1.46 | +10.96 |
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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 -53.30%. 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% | -53.30% | +26.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -53.30% | +43.87% |
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 | -2.63% | -50.60% | +47.97% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -17.56% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 32.72% | -29.81% |
Volatility
XJR vs. IBIT - Volatility Comparison
The current volatility for iShares ESG Screened S&P Small-Cap ETF (XJR) is 4.81%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.51%. 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 | 4.81% | 11.51% | -6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 34.79% | -22.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.91% | 44.38% | -26.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 49.97% | -28.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 49.97% | -28.33% |
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 0.94%, 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 | 0.94% | 1.14% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% |
Frequently Asked Questions
XJR and IBIT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (11.51%) compared to XJR (4.81%). In terms of maximum drawdown, XJR dropped -27.14% vs IBIT's -53.30%.
On 1-year performance, XJR leads with 27.63% vs -47.60% for IBIT. On fees, XJR is cheaper at 0.12% per year. On volatility, XJR has been the lower-risk option at 4.81%. 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 27.63% return vs -47.60%. 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 0.94%, 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 (1.55 vs -1.08), 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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