XJR vs. ROSC
Compare and contrast key facts about iShares ESG Screened S&P Small-Cap ETF (XJR) and Hartford Multifactor Small Cap ETF (ROSC).
XJR and ROSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Sustainability Screened Index. It was launched on Sep 22, 2020. ROSC is a passively managed fund by Hartford that tracks the performance of the ROSC-US - Hartford Multifactor Small Cap Index. It was launched on Mar 24, 2015. Both XJR and ROSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XJR vs. ROSC - Performance Comparison
Loading graphics...
XJR vs. ROSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XJR iShares ESG Screened S&P Small-Cap ETF | 2.92% | 4.73% | 9.59% | 16.39% | -17.30% | 24.96% | 35.61% |
ROSC Hartford Multifactor Small Cap ETF | 3.97% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 27.35% |
Returns By Period
In the year-to-date period, XJR achieves a 2.92% return, which is significantly lower than ROSC's 3.97% return.
XJR
- 1D
- 0.65%
- 1M
- -4.63%
- YTD
- 2.92%
- 6M
- 3.24%
- 1Y
- 17.71%
- 3Y*
- 10.32%
- 5Y*
- 3.62%
- 10Y*
- —
ROSC
- 1D
- 0.79%
- 1M
- -3.57%
- YTD
- 3.97%
- 6M
- 8.41%
- 1Y
- 22.91%
- 3Y*
- 13.11%
- 5Y*
- 7.16%
- 10Y*
- 10.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XJR vs. ROSC - Expense Ratio Comparison
XJR has a 0.12% expense ratio, which is lower than ROSC's 0.34% expense ratio.
Return for Risk
XJR vs. ROSC — Risk / Return Rank
XJR
ROSC
XJR vs. ROSC - 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 Hartford Multifactor Small Cap ETF (ROSC). 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 | ROSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.19 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.79 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.97 | -0.74 |
Martin ratioReturn relative to average drawdown | 4.69 | 7.49 | -2.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XJR | ROSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.19 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.37 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.43 | +0.15 |
Correlation
The correlation between XJR and ROSC is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XJR vs. ROSC - Dividend Comparison
XJR's dividend yield for the trailing twelve months is around 1.11%, less than ROSC's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XJR iShares ESG Screened S&P Small-Cap ETF | 1.11% | 1.14% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 2.01% | 2.08% | 2.00% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% |
Drawdowns
XJR vs. ROSC - Drawdown Comparison
The maximum XJR drawdown since its inception was -27.14%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for XJR and ROSC.
Loading graphics...
Drawdown Indicators
| XJR | ROSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -43.13% | +15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.40% | -11.91% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | -23.74% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.13% | — |
Current DrawdownCurrent decline from peak | -5.94% | -4.56% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -7.31% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 3.14% | +0.66% |
Volatility
XJR vs. ROSC - Volatility Comparison
iShares ESG Screened S&P Small-Cap ETF (XJR) has a higher volatility of 6.38% compared to Hartford Multifactor Small Cap ETF (ROSC) at 5.23%. This indicates that XJR's price experiences larger fluctuations and is considered to be riskier than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XJR | ROSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 5.23% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 11.16% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.47% | 19.30% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 19.41% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 20.26% | +1.61% |