iShares Core S&P Small-Cap ETF

10-Year Study

IJR.US · · US · ETF

Executive Summary: iShares Core S&P Small-Cap ETF has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 36.1% and an annualized volatility of 16.3%.

1Y CAGR
+30.5%
3Y CAGR
+15.1%
5Y CAGR
+5.0%
10Y CAGR
+10.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.72.1-4.06.7————————10.6%
20252.8-5.6-6.2-4.25.24.10.97.01.0-0.92.6-0.15.9%
2024-3.93.23.3-5.55.0-2.411.0-1.60.8-2.611.1-8.18.6%
20239.5-1.2-5.2-2.8-1.78.25.5-4.2-5.9-5.88.312.816.1%
2022-7.21.40.3-7.81.9-8.59.9-4.3-9.812.34.0-6.7-16.2%
20216.27.73.51.92.10.3-2.41.9-2.43.5-2.44.526.6%
2020-4.0-9.6-22.512.94.43.64.33.9-4.72.518.28.211.3%
201910.64.3-3.33.9-8.77.31.2-4.63.42.03.03.022.8%
20182.5-3.82.01.16.51.03.24.8-3.1-10.51.6-12.2-8.5%
2017-0.61.6-0.10.9-2.12.91.0-2.57.80.93.5-0.513.1%
2016———1.21.60.75.01.40.6-4.412.53.423.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 100.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110119.923044916557
2016-05-0110282.4844792143
2016-06-0110355.031535929538
2016-07-0110871.841772438709
2016-08-0111024.2070701453
2016-09-0111093.890969312719
2016-10-0110604.208635612735
2016-11-0111932.075191872751
2016-12-0112336.068781695567
2017-01-0112264.304458698436
2017-02-0112461.656346940541
2017-03-0112448.906026637665
2017-04-0112562.299424484736
2017-05-0112299.50687775759
2017-06-0112657.051400887374
2017-07-0112783.421699850454
2017-08-0112469.298299819971
2017-09-0113441.124005619202
2017-10-0113557.030390666518
2017-11-0114031.511211630599
2017-12-0113957.748857826717
2018-01-0114308.454760050918
2018-02-0113763.301323643915
2018-03-0114036.372399985168
2018-04-0114184.020697127366
2018-05-0115098.995217085016
2018-06-0115256.63366826097
2018-07-0115750.209072295758
2018-08-0116508.822232933315
2018-09-0115999.859931860969
2018-10-0114314.407655959694
2018-11-0114543.666242342599
2018-12-0112769.971038852427
2019-01-0114127.663869423535
2019-02-0114741.100523607662
2019-03-0114259.925269528178
2019-04-0114810.72262800786
2019-05-0113524.279164040387
2019-06-0114516.703125579324
2019-07-0114689.151722632128
2019-08-0114016.000725058602
2019-09-0114487.144628592852
2019-10-0114781.205327532865
2019-11-0115226.02466023177
2019-12-0115683.635509745036
2020-01-0115053.287687598613
2020-02-0113614.932087550824
2020-03-0110544.823864315169
2020-04-0111905.441647201314
2020-05-0112429.770247055478
2020-06-0112879.079999505642
2020-07-0113429.774366706626
2020-08-0113950.292289248946
2020-09-0113300.128945080929
2020-10-0113639.114439789237
2020-11-0116123.779038391029
2020-12-0117452.407730113413
2021-01-0118529.181548906436
2021-02-0119957.279217595853
2021-03-0120663.325629585688
2021-04-0121046.020622973643
2021-05-0121485.813981272066
2021-06-0121557.82548333807
2021-07-0121038.811233464752
2021-08-0121441.424740153005
2021-09-0120929.146119906563
2021-10-0121670.930505604785
2021-11-0121143.82114122576
2021-12-0122092.10304071451
2022-01-0120498.518985412316
2022-02-0120780.200132652768
2022-03-0120845.764380672244
2022-04-0119211.025010402118
2022-05-0119570.443974804213
2022-06-0117909.483024977442
2022-07-0119688.616167982895
2022-08-0118837.80521465442
2022-09-0116984.806726566392
2022-10-0119075.03532600859
2022-11-0119838.653862790896
2022-12-0118513.60926756722
2023-01-0120274.20398040694
2023-02-0120029.682086520912
2023-03-0118983.49667750135
2023-04-0118453.441762551545
2023-05-0118145.230061918355
2023-06-0119633.103868764396
2023-07-0120718.673142758267
2023-08-0119855.729816799114
2023-09-0118675.429164658333
2023-10-0117598.428765052173
2023-11-0119053.57194352782
2023-12-0121487.523636498463
2024-01-0120643.901474423143
2024-02-0121308.87496446801
2024-03-0122004.416266030592
2024-04-0120783.92841694165
2024-05-0121831.184935259684
2024-06-0121313.179999917607
2024-07-0123647.10656301624
2024-08-0123279.427698062525
2024-09-0123474.69916247492
2024-10-0122864.558229209146
2024-11-0125395.486510202314
2024-12-0123340.954687957023
2025-01-0123993.260250721967
2025-02-0122646.113727089592
2025-03-0121248.19250305884
2025-04-0120345.98890165981
2025-05-0121410.733339100843
2025-06-0122288.630998727025
2025-07-0122490.514503231865
2025-08-0124073.099089969062
2025-09-0124325.304133245994
2025-10-0124114.460387494386
2025-11-0124742.892571857014
2025-12-0124715.92945509374
2026-01-0126124.685361643576
2026-02-0126673.77306489686
2026-03-0125605.691710025993
2026-04-0127331.825541013182
Annual Return Matrix
YearAnnual Return
20170.13145841716912465
2018-0.08509809361616716
20190.2281653154911496
20200.1127782024307662
20210.26584843663694024
2022-0.1619806754726939
20230.16063395991299467
20240.08625614951321547
20250.05890824884922763
20260.10583846707736622
Total Factor Risk
0.16277937790176059
VTI.US Exposure
2.348880412930924e-16
VEA.US Exposure
1.7879451415087963e-16
VWO.US Exposure
-1.1644041915789286e-16
QQQ.US Exposure
-8.411156708792049e-18
VTV.US Exposure
2.7251798642559044e-16
IJR.US Exposure
0.9999996226005771
QUAL.US Exposure
1.2884241897592112e-17
SHV.US Exposure
1.8274981230757206e-18
TLT.US Exposure
-1.3068219887564e-19
LQD.US Exposure
-9.736352866680393e-18
HYG.US Exposure
1.4278093298779012e-17
GLD.US Exposure
-2.7169223632087377e-17
USO.US Exposure
1.7220820455399833e-18
VNQ.US Exposure
6.277538148131697e-17
BTC-USD.CC Exposure
-3.866188822045368e-18
CPER.US Exposure
-1.4754489962522954e-18
VIX.INDX Exposure
-1.7708537827878651e-16
UUP.US Exposure
2.048277243897448e-17
TIP.US Exposure
9.822310207466562e-19
Idiosyncratic Exposure
3.773994224517087e-7
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.33%
Market Cap$3.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$40
Avg Yield on Cost
0.40%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$39.960.40%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core S&P Small-Cap ETF a high-risk investment?

iShares Core S&P Small-Cap ETF (IJR.US) has an annualized volatility of 16.3% and experienced a maximum drawdown of 36.1% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of IJR.US?

Over the past 10 years, IJR.US has generated a Compound Annual Growth Rate (CAGR) of 10.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on iShares Core S&P Small-Cap ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest