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XJR vs. RZV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJR vs. RZV

Last updated Jul 22, 2026
Documentation

XJR (iShares ESG Screened S&P Small-Cap ETF) and RZV (Invesco S&P SmallCap 600® Pure Value ETF) are both exchange-traded funds - XJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Sustainability Screened Index, while RZV is a Small Cap Value Equities fund tracking the S&P Small Cap 600 Pure Value. Both are passively managed. Over the past 5 years, XJR returned 7.85%/yr vs 13.12%/yr for RZV. Their correlation of 0.93 suggests significant overlap in exposure. XJR charges 0.12%/yr vs 0.35%/yr for RZV.

Performance

XJR vs. RZV - 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 Invesco S&P SmallCap 600® Pure Value ETF (RZV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XJR achieves a 22.36% return, which is significantly lower than RZV's 29.18% return.

XJR

1D
1.06%
1M
2.27%
6M
16.66%
YTD
22.36%
1Y
30.26%
3Y*
14.23%
5Y*
7.85%
10Y*
—
ALL TIME*
15.30%

RZV

1D
1.21%
1M
6.00%
6M
20.71%
YTD
29.18%
1Y
43.62%
3Y*
18.03%
5Y*
13.12%
10Y*
11.01%
ALL TIME*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJR vs. RZV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XJR
iShares ESG Screened S&P Small-Cap ETF		22.36%4.73%9.59%16.39%-17.30%24.96%35.61%
RZV
Invesco S&P SmallCap 600® Pure Value ETF		29.18%8.65%5.06%22.97%-6.80%45.95%34.15%

Correlation

The correlation between XJR and RZV is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.93

The correlation between XJR and RZV has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

XJR vs. RZV - Sectors Allocation Comparison

Sectors
XJR
RZV

Financial Services

17.7%
7.7%

Technology

16.2%
12.1%

Industrials

15.8%
15.7%

Consumer Cyclical

13.9%
23.9%

Healthcare

12.6%
8.8%

Real Estate

7.7%
4.6%

Basic Materials

4.5%
5.7%

Consumer Defensive

3.6%
10.4%

Communication Services

3.3%
3.4%

Energy

3.1%
7.4%

Utilities

1.5%
0.4%

Financial Services

XJR
17.7%
RZV
7.7%

Technology

XJR
16.2%
RZV
12.1%

Industrials

XJR
15.8%
RZV
15.7%

Consumer Cyclical

XJR
13.9%
RZV
23.9%

Healthcare

XJR
12.6%
RZV
8.8%

Real Estate

XJR
7.7%
RZV
4.6%

Basic Materials

XJR
4.5%
RZV
5.7%

Consumer Defensive

XJR
3.6%
RZV
10.4%

Communication Services

XJR
3.3%
RZV
3.4%

Energy

XJR
3.1%
RZV
7.4%

Utilities

XJR
1.5%
RZV
0.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Screened S&P Small-Cap ETF

Invesco S&P SmallCap 600® Pure Value ETF

Often compared with XJR:
XJR vs. XJHXJR vs. ESMLXJR vs. SMMDXJR vs. VLUXJR vs. ESIXXJR vs. IJRXJR vs. VBR
Often compared with RZV:
RZV vs. AVUVRZV vs. RWJRZV vs. RPVRZV vs. VBRRZV vs. PSCCRZV vs. IJRRZV vs. SPY

Return for Risk

XJR vs. RZV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XJR
XJR Risk / Return Rank: 7474
Overall Rank
XJR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XJR Sortino Ratio Rank: 7575
Sortino Ratio Rank
XJR Omega Ratio Rank: 6767
Omega Ratio Rank
XJR Calmar Ratio Rank: 8181
Calmar Ratio Rank
XJR Martin Ratio Rank: 7676
Martin Ratio Rank
RZV
RZV Risk / Return Rank: 8484
Overall Rank
RZV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RZV Sortino Ratio Rank: 8787
Sortino Ratio Rank
RZV Omega Ratio Rank: 8080
Omega Ratio Rank
RZV Calmar Ratio Rank: 8585
Calmar Ratio Rank
RZV Martin Ratio Rank: 8181
Martin Ratio Rank
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. RZV - 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 Invesco S&P SmallCap 600® Pure Value ETF (RZV). 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.

XJRRZVDifference
Sharpe ratioReturn per unit of total volatility
1.71
2.14

-0.43

Sortino ratioReturn per unit of downside risk
2.55
3.03

-0.47

Omega ratioGain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratioReturn relative to maximum drawdown

3.22

3.49

-0.27

Martin ratioReturn relative to average drawdown

10.38

11.39

-1.01

XJR vs. RZV - Sharpe Ratio Comparison

The current XJR Sharpe Ratio is 1.71, which is comparable to the RZV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of XJR and RZV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XJR vs. RZV - Drawdown Comparison

The maximum XJR drawdown since its inception was -27.14%, smaller than the maximum RZV drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for XJR and RZV.

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Drawdown Indicators

XJRRZVDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-77.11%

+49.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-12.56%

+3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-29.81%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-29.81%

+2.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-60.42%

—

Current Drawdown

Current decline from peak

-1.51%

-0.25%

-1.26%

Average Drawdown

Average peak-to-trough decline

-9.29%

-13.52%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.84%

-0.92%

Volatility

XJR vs. RZV - Volatility Comparison

The current volatility for iShares ESG Screened S&P Small-Cap ETF (XJR) is 3.76%, while Invesco S&P SmallCap 600® Pure Value ETF (RZV) has a volatility of 4.75%. This indicates that XJR experiences smaller price fluctuations and is considered to be less risky than RZV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XJRRZVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

4.75%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

14.05%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

20.47%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

24.12%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

26.90%

-5.29%

XJR vs. RZV - Expense Ratio Comparison

XJR has a 0.12% expense ratio, which is lower than RZV's 0.35% expense ratio.

Dividends

XJR vs. RZV - Dividend Comparison

XJR's dividend yield for the trailing twelve months is around 0.93%, less than RZV's 1.36% yield.

PositionTTM20252024202320222021202020192018201720162015
RZV
Invesco S&P SmallCap 600® Pure Value ETF		1.36%1.59%1.14%1.13%1.43%0.86%0.63%1.03%2.03%1.02%0.46%1.24%
XJR
iShares ESG Screened S&P Small-Cap ETF		0.93%1.14%1.96%0.92%1.29%2.00%0.58%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XJR and RZV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RZV has higher volatility (4.75%) compared to XJR (3.76%). In terms of maximum drawdown, XJR dropped -27.14% vs RZV's -77.11%.

On 5-year performance, RZV leads with 13.12% vs 7.85% for XJR. On fees, XJR is cheaper at 0.12% per year. On volatility, XJR has been the lower-risk option at 3.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RZV has performed better with a 13.12% return vs 7.85%. 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 0.35% for RZV.

RZV has the higher dividend yield at 1.36%, compared with 0.93% for XJR.

XJR is categorized as Small Cap Blend Equities, while RZV is Small Cap Value Equities. XJR tracks S&P SmallCap 600 Sustainability Screened Index, while RZV tracks S&P Small Cap 600 Pure Value. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for XJR and 0.35% for RZV.

RZV currently has the higher Sharpe Ratio (2.14 vs 1.71), 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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