Summary
XJR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.83% Volatility 22.40% Sharpe 0.56
Official loaded data — not a live quote.

ISHARES ESG SELECT SCREENED S&P SMALL-CAP ETF

Symbol: XJR

Exchange: BATS

Sector: Financial_Services

Category: Small Blend

Inception date: 22/09/2020

Latest date: 16/07/2026

Current price: $52.15

Expense ratio: 0.12%

Assets under management
$160.7M
1.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.27%

Ann. -38.33% (Sharpe / Sortino numerator)

Volatility

21.37%

Sharpe ratio

-1.963

VaR 95%

-2.00%

CVaR 95%: -2.21%
Max drawdown: -7.49%
Sortino ratio: -3.492
Calmar ratio: -5.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.94%

Ann. 10.07% (Sharpe / Sortino numerator)

Volatility

19.21%

Sharpe ratio

0.335

VaR 95%

-1.99%

CVaR 95%: -2.11%
Max drawdown: -9.44%
Sortino ratio: 0.533
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.40%

Ann. 6.84% (Sharpe / Sortino numerator)

Volatility

18.62%

Sharpe ratio

0.173

VaR 95%

-1.97%

CVaR 95%: -2.27%
Max drawdown: -9.44%
Sortino ratio: 0.270
Calmar ratio: 0.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.83%

Ann. 16.25% (Sharpe / Sortino numerator)

Volatility

22.40%

Sharpe ratio

0.563

VaR 95%

-1.98%

CVaR 95%: -3.01%
Max drawdown: -9.44%
Sortino ratio: 0.796
Calmar ratio: 1.72

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.35%

Ann. 9.18% (Sharpe / Sortino numerator)

Volatility

21.37%

Sharpe ratio

0.260

VaR 95%

-1.97%

CVaR 95%: -2.88%
Max drawdown: -27.14%
Sortino ratio: 0.390
Calmar ratio: 0.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.49%

Ann. 10.46% (Sharpe / Sortino numerator)

Volatility

20.73%

Sharpe ratio

0.330

VaR 95%

-1.90%

CVaR 95%: -2.70%
Max drawdown: -27.14%
Sortino ratio: 0.522
Calmar ratio: 0.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.113%

Best day

3.863%

22/08/2025
Worst day

-3.102%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $51.62 $52.45 $51.62 $52.15 2,000
15/07/2026 $51.75 $52.00 $51.66 $51.77 10,000
14/07/2026 $51.38 $51.63 $51.38 $51.54 4,300
13/07/2026 $51.52 $51.71 $51.30 $51.36 3,300
10/07/2026 $51.66 $51.79 $51.59 $51.67 5,300
09/07/2026 $51.74 $51.74 $51.61 $51.61 800
08/07/2026 $51.25 $51.25 $50.84 $50.95 3,900
07/07/2026 $52.12 $52.12 $51.53 $51.58 10,200
06/07/2026 $52.21 $52.30 $52.10 $52.10 4,200
02/07/2026 $52.76 $52.80 $51.62 $51.97 10,800