XJR vs. OSCV

Last updated Jun 4, 2026

XJR (iShares ESG Screened S&P Small-Cap ETF) and OSCV (Opus Small Cap Value Plus ETF) are both Small Cap Blend Equities funds. XJR is passively managed, while OSCV is actively managed. Over the past 5 years, XJR returned 5.38%/yr vs 5.11%/yr for OSCV. Their correlation of 0.92 suggests significant overlap in exposure. XJR charges 0.12%/yr vs 0.79%/yr for OSCV.

Performance

XJR vs. OSCV - 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 Opus Small Cap Value Plus ETF (OSCV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XJR achieves a 14.91% return, which is significantly higher than OSCV's 8.34% return.

XJR

• 1D: -0.96%
• 1M: 2.16%
• YTD: 14.91%
• 6M: 13.91%
• 1Y: 28.36%
• 3Y*: 14.13%
• 5Y*: 5.38%
• 10Y*: —

OSCV

• 1D: -0.77%
• 1M: -1.79%
• YTD: 8.34%
• 6M: 6.75%
• 1Y: 13.62%
• 3Y*: 10.05%
• 5Y*: 5.11%
• 10Y*: —

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

XJR vs. OSCV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XJR iShares ESG Screened S&P Small-Cap ETF	14.91%	4.73%	9.59%	16.39%	-17.30%	24.96%	35.61%
OSCV Opus Small Cap Value Plus ETF	8.34%	1.35%	11.66%	10.14%	-11.41%	27.69%	25.35%

Correlation

The correlation between XJR and OSCV is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Sep 25, 2020	0.92

The correlation between XJR and OSCV has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

XJR vs. OSCV - Sectors Allocation Comparison

Sectors	XJR	OSCV
Financial Services	18.2%	27.6%
Technology	16.8%	2.0%
Industrials	15.5%	17.0%
Consumer Cyclical	13.5%	9.9%
Healthcare	10.7%	8.3%
Real Estate	7.6%	8.5%
Energy	4.7%	11.3%
Basic Materials	4.5%	5.6%
Consumer Defensive	2.7%	2.0%
Communication Services	2.5%	-
Utilities	2.0%	3.1%

Return for Risk

XJR vs. OSCV — Risk / Return Rank

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

XJR

XJR Risk / Return Rank: 51
XJR Sharpe Ratio Rank: 46
XJR Sortino Ratio Rank: 48
XJR Omega Ratio Rank: 43
XJR Calmar Ratio Rank: 60
XJR Martin Ratio Rank: 56

OSCV

OSCV Risk / Return Rank: 31
OSCV Sharpe Ratio Rank: 28
OSCV Sortino Ratio Rank: 30
OSCV Omega Ratio Rank: 27
OSCV Calmar Ratio Rank: 37
OSCV Martin Ratio Rank: 35

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. OSCV - 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 Opus Small Cap Value Plus ETF (OSCV). 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.

	XJR	OSCV	Difference
Sharpe ratio Return per unit of total volatility	1.60	1.03	+0.58
Sortino ratio Return per unit of downside risk	2.36	1.61	+0.75
Omega ratio Gain probability vs. loss probability	1.28	1.18	+0.10
Calmar ratio Return relative to maximum drawdown	3.02	1.81	+1.21
Martin ratio Return relative to average drawdown	9.70	5.34	+4.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XJR vs. OSCV - Sharpe Ratio Comparison

The current XJR Sharpe Ratio is 1.60, which is higher than the OSCV Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of XJR and OSCV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XJR	OSCV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	1.03	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.30	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.36	+0.31

Drawdowns

XJR vs. OSCV - Drawdown Comparison

The maximum XJR drawdown since its inception was -27.14%, smaller than the maximum OSCV drawdown of -42.40%. Use the drawdown chart below to compare losses from any high point for XJR and OSCV.

Drawdown Indicators

	XJR	OSCV	Difference
Max Drawdown Largest peak-to-trough decline	-27.14%	-42.40%	+15.26%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-7.55%	-1.88%
Max Drawdown (3Y) Largest decline over 3 years	-27.14%	-22.92%	-4.22%
Max Drawdown (5Y) Largest decline over 5 years	-27.14%	-22.92%	-4.22%
Current Drawdown Current decline from peak	-0.96%	-3.46%	+2.50%
Average Drawdown Average peak-to-trough decline	-9.48%	-7.60%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.55%	+0.38%

Volatility

XJR vs. OSCV - Volatility Comparison

iShares ESG Screened S&P Small-Cap ETF (XJR) has a higher volatility of 4.77% compared to Opus Small Cap Value Plus ETF (OSCV) at 3.47%. This indicates that XJR's price experiences larger fluctuations and is considered to be riskier than OSCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XJR	OSCV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	3.47%	+1.30%
Volatility (6M) Calculated over the trailing 6-month period	12.22%	9.45%	+2.77%
Volatility (1Y) Calculated over the trailing 1-year period	17.85%	13.37%	+4.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.43%	17.26%	+4.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.73%	20.91%	+0.82%

XJR vs. OSCV - Expense Ratio Comparison

XJR has a 0.12% expense ratio, which is lower than OSCV's 0.79% expense ratio.

Dividends

XJR vs. OSCV - Dividend Comparison

XJR's dividend yield for the trailing twelve months is around 0.99%, less than OSCV's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
OSCV Opus Small Cap Value Plus ETF	1.11%	1.23%	1.29%	1.55%	1.12%	1.06%	1.11%	1.75%	0.25%
XJR iShares ESG Screened S&P Small-Cap ETF	0.99%	1.14%	1.96%	0.92%	1.29%	2.00%	0.58%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XJR and OSCV in my portfolio?

XJR and OSCV have a correlation of 0.87, 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 OSCV?

XJR has higher volatility (4.77%) compared to OSCV (3.47%). In terms of maximum drawdown, XJR dropped -27.14% vs OSCV's -42.40%.

Which ETF is better, XJR or OSCV?

On 5-year performance, XJR leads with 5.38% vs 5.11% for OSCV. On fees, XJR is cheaper at 0.12% per year. On volatility, OSCV has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XJR or OSCV?

Over the 5-year period, XJR has performed better with a 5.38% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XJR or OSCV?

XJR is cheaper with a 0.12% expense ratio, compared with 0.79% for OSCV.

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

OSCV has the higher dividend yield at 1.11%, compared with 0.99% for XJR.

What is the main difference between XJR and OSCV?

They also come from different issuers: iShares and Aptus Capital Advisors. Their fees differ too: 0.12% for XJR and 0.79% for OSCV.

Which has better risk-adjusted returns?

XJR currently has the higher Sharpe Ratio (1.60 vs 1.03), 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.