XJR vs. VB
XJR (iShares ESG Screened S&P Small-Cap ETF) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds - XJR tracks the S&P SmallCap 600 Sustainability Screened Index while VB tracks the CRSP US Small Cap Index. Both are passively managed. Over the past 5 years, XJR returned 7.17%/yr vs 7.45%/yr for VB. Their correlation of 0.95 means they have usually moved in the same direction. XJR charges 0.12%/yr vs 0.03%/yr for VB.
Performance
XJR vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, XJR achieves a 21.53% return, which is significantly higher than VB's 15.19% return.
XJR
- 1D
- -0.12%
- 1M
- -0.71%
- 6M
- 15.81%
- YTD
- 21.53%
- 1Y
- 33.14%
- 3Y*
- 13.33%
- 5Y*
- 7.17%
- 10Y*
- —
- ALL TIME*
- 15.09%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $121.48M | $119.40M | $165.11M | |
| $397.40K | $346.04K | $432.61K |
XJR vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XJR iShares ESG Screened S&P Small-Cap ETF | 21.53% | 4.73% | 9.59% | 16.39% | -17.30% | 24.96% | 35.61% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 31.64% |
Correlation
The correlation between XJR and VB is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.95 |
The correlation between XJR and VB has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
XJR vs. VB - Sectors Allocation Comparison
Sectors
XJR
VB
Financial Services
Technology
Industrials
Consumer Cyclical
Healthcare
Real Estate
Basic Materials
Consumer Defensive
Communication Services
Energy
Utilities
Financial Services
XJR
VB
Technology
XJR
VB
Industrials
XJR
VB
Consumer Cyclical
XJR
VB
Healthcare
XJR
VB
Real Estate
XJR
VB
Basic Materials
XJR
VB
Consumer Defensive
XJR
VB
Communication Services
XJR
VB
Energy
XJR
VB
Utilities
XJR
VB
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Return for Risk
XJR vs. VB — Risk / Return Rank
XJR
VB
XJR vs. VB - 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 Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.67 | +0.66 |
| Martin ratioReturn relative to average drawdown | 10.84 | 9.73 | +1.11 |
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Drawdowns
XJR vs. VB - Drawdown Comparison
The maximum XJR drawdown since its inception was -27.14%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for XJR and VB.
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Drawdown Indicators
| XJR | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -59.56% | +32.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -8.98% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -25.36% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | -28.15% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.05% | — |
Current DrawdownCurrent decline from peak | -2.18% | -2.63% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -8.39% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.46% | +0.43% |
Volatility
XJR vs. VB - Volatility Comparison
iShares ESG Screened S&P Small-Cap ETF (XJR) has a higher volatility of 3.74% compared to Vanguard Small-Cap ETF (VB) at 3.36%. This indicates that XJR's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJR | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.36% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 12.01% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 16.47% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 20.69% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 21.37% | +0.20% |
XJR vs. VB - Expense Ratio Comparison
XJR has a 0.12% expense ratio, which is higher than VB's 0.03% expense ratio. However, 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. VB - Dividend Comparison
XJR's dividend yield for the trailing twelve months is around 0.94%, less than VB's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
XJR iShares ESG Screened S&P Small-Cap ETF | 0.94% | 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
With a correlation of 0.92, XJR and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
XJR has higher volatility (3.74%) compared to VB (3.36%). In terms of maximum drawdown, XJR dropped -27.14% vs VB's -59.56%.
On 5-year performance, VB leads with 7.45% vs 7.17% for XJR. On fees, VB is cheaper at 0.03% per year. On volatility, VB has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VB has performed better with a 7.45% return vs 7.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VB is cheaper with a 0.03% expense ratio, compared with 0.12% for XJR.
VB has the higher dividend yield at 1.22%, compared with 0.94% for XJR.
XJR tracks S&P SmallCap 600 Sustainability Screened Index, while VB tracks CRSP US Small Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for XJR and 0.03% for VB.
XJR currently has the higher Sharpe Ratio (1.77 vs 1.46), 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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