The iShares Core S&P Small-Cap (IJR) ETF covers to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

As of May 2026, in the previous 30 Years, the iShares Core S&P Small-Cap (IJR) ETF obtained a 9.57% compound annual return, with a 19.72% standard deviation. It suffered a maximum drawdown of -51.79% that required 45 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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Table of contents

The iShares Core S&P Small-Cap (IJR) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IJR Weight▾ Currency
No Brainer Portfolio Bill Bernstein 25.00% USD
Gone Fishin' Portfolio Alexander Green 15.00% USD
Eliminate Fat Tails Larry Swedroe 15.00% USD
Paul Boyer Portfolio Paul Boyer 12.50% USD
Coffeehouse Bill Schultheis 10.00% USD
Ultimate Buy and Hold Strategy Paul Merriman 10.00% USD
Family Taxable Portfolio Ted Aronson 10.00% USD
JP Morgan Balanced Portfolio JP Morgan 10.00% USD
Big Rocks Portfolio Larry Swedroe 9.00% USD
7Twelve Portfolio Craig Israelsen 8.33% USD
Sandwich Portfolio Bob Clyatt 8.00% USD
Simple Money Portfolio Tim Maurer 7.50% USD
Ultimate Buy&Hold FundAdvice 6.00% USD
Coward's Portfolio Bill Bernstein 5.00% USD
Sheltered Sam 100/0 Bill Bernstein 5.00% USD
Sheltered Sam 90/10 Bill Bernstein 4.50% USD
Lifepath Fund iShares 4.15% USD
Sheltered Sam 80/20 Bill Bernstein 4.00% USD
Sheltered Sam 70/30 Bill Bernstein 3.50% USD
Sheltered Sam 60/40 Bill Bernstein 3.00% USD
Gretchen Tai Portfolio Gretchen Tai 3.00% USD
Sheltered Sam 50/50 Bill Bernstein 2.50% USD
Sheltered Sam 40/60 Bill Bernstein 2.00% USD
Sheltered Sam 30/70 Bill Bernstein 1.50% USD
Sheltered Sam 20/80 Bill Bernstein 1.00% USD
Sheltered Sam 10/90 Bill Bernstein 0.50% USD

Investment Returns as of May 31, 2026

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Capital Growth
Inflation Adj:
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Show Live Returns: June 2026
Chg (%) Return (%) Return (%) as of May 31, 2026
1 Day Time ET(*) Jun 2026 YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~99Y)
Investment Return 0.70 7.34 15.56 1.14 15.43 33.40 5.86 10.76 9.57 11.49
US Inflation Adjusted Return 12.81 0.66 12.34 28.05 1.33 7.14 6.83 8.24
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to May 2026. Inflation (annualized) is 1Y: 4.18% , 5Y: 4.47% , 10Y: 3.38% , 30Y: 2.56%

Investment Metrics as of May 31, 2026

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Advanced Metrics
1 January 1927 - 31 May 2026 (~99 years)
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Metrics as of May 31, 2026
YTD
(5M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~99Y)
Investment Return (%)
15.56 1.14 7.08 15.43 33.40 16.32 5.86 10.76 9.21 9.57 11.49
Growth of 1$ 1.16 1.01 1.07 1.15 1.33 1.57 1.33 2.78 5.83 15.52 49.5K
Infl. Adjusted Return (%)
12.81 0.66 4.99 12.34 28.05 12.64 1.33 7.14 6.48 6.83 8.24
US Inflation (%) 2.44 0.47 1.99 2.75 4.18 3.27 4.47 3.38 2.57 2.56 3.00
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -4.00 -19.88 -23.11 -36.12 -51.79 -51.79 -87.45
Start to Recovery (# months)
2 14 31 28 45 45 90
Start (yyyy mm) 2026 03 2024 12 2022 01 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 1 5 9 19 21 21 33
Bottom (yyyy mm) 2026 03 2025 04 2022 09 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 1 9 22 9 24 24 57
End (yyyy mm) 2026 04 2026 01 2024 07 2020 12 2011 02 2011 02 1937 02
Longest Drawdown Depth (%) -0.87
same
same		 -23.11
same
same		 -54.15
Start to Recovery (# months)
2 31 97
Start (yyyy mm) 2025 10 2024 12 2022 01 2022 01 2007 06 2007 06 1968 12
Start to Bottom (# months) 1 5 9 9 21 21 70
Bottom (yyyy mm) 2025 10 2025 04 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 1 9 22 22 24 24 27
End (yyyy mm) 2025 11 2026 01 2024 07 2024 07 2011 02 2011 02 1976 12
Longest negative period (# months)
2 21 48 49 64 110 173
Start (yyyy mm) 2026 02 2023 08 2021 06 2021 04 2006 06 2000 01 1927 12
End (yyyy mm) 2026 03 2025 04 2025 05 2025 04 2011 09 2009 02 1942 04
Annualized Return (%) -11.34 -1.03 -0.08 -0.37 -0.07 -0.13 -0.03
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) 0.00 -4.83 -20.87 -28.49 -37.72 -53.14 -53.14 -84.15
Start to Recovery (# months)
2 15 42 28 47 47 83
Start (yyyy mm) 2026 03 2024 12 2021 06 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 1 5 29 19 21 21 33
Bottom (yyyy mm) 2026 03 2025 04 2023 10 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 1 10 13 9 26 26 50
End (yyyy mm) 2026 04 2026 02 2024 11 2020 12 2011 04 2011 04 1936 07
Longest Drawdown Depth (%) -0.87
same
same		 -28.49
same		 -32.86 -68.20
Start to Recovery (# months)
2 42 47 140
Start (yyyy mm) 2025 10 2024 12 2021 06 2021 06 2007 06 2000 03 1968 12
Start to Bottom (# months) 1 5 29 29 21 36 73
Bottom (yyyy mm) 2025 10 2025 04 2023 10 2023 10 2009 02 2003 02 1974 12
Bottom to End (# months) 1 10 13 13 26 11 67
End (yyyy mm) 2025 11 2026 02 2024 11 2024 11 2011 04 2004 01 1980 07
Longest negative period (# months)
2 22 58 80 80 140 170
Start (yyyy mm) 2025 09 2023 07 2021 06 2018 09 2018 09 1997 07 1928 05
End (yyyy mm) 2025 10 2025 04 2026 03 2025 04 2025 04 2009 02 1942 06
Annualized Return (%) -0.83 -0.92 -0.66 -0.48 -0.48 -0.02 -0.01
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.70 19.30 19.83 20.70 19.79 19.72 20.85
Sharpe Ratio 2.32 0.60 0.12 0.41 0.39 0.37 0.39
Sortino Ratio 3.61 0.89 0.18 0.57 0.52 0.50 0.54
Ulcer Index 1.14 7.31 9.83 10.52 13.05 12.52 20.79
Ratio: Return / Standard Deviation 2.63 0.85 0.30 0.52 0.47 0.49 0.55
Ratio: Return / Deepest Drawdown 8.34 0.82 0.25 0.30 0.18 0.18 0.13
Positive Months (%)
75.00 58.33 53.33 62.50 62.50 61.38 62.02
Positive Months 9 21 32 75 150 221 740
Negative Months 3 15 28 45 90 139 453
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 10.76 18.19 18.19 26.24
Worst 10 Years Return (%) - Annualized 7.09 2.72 -4.27
Best 10 Years Return (%) - Annualized 7.14 16.14 16.14 18.50
Worst 10 Years Return (%) - Annualized 4.04 0.13 -3.44
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of May 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized 95.95 30.97 27.80 18.19 11.66 9.57
Worst Rolling Return (%) - Annualized -42.26 -17.22 -5.17 2.72 6.49
Positive Periods (%) 73.0 88.6 95.6 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 90.95 27.91 25.21 16.14 9.28 6.83
Worst Rolling Return (%) - Annualized -42.26 -18.98 -7.61 0.13 4.32
Positive Periods (%) 68.1 78.7 86.7 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.44 13.43 17.37 19.27 16.64 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 10.80 17.53 23.15 28.37 27.33 6.10 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
12.31 20.15 26.87 36.07 35.98 11.45 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 14.78 24.43 32.92 40.32 42.83 21.40 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 71.43 24.40 15.75 9.89 6.56 7.16
Perpetual Withdrawal Rate (%) --- --- --- 0.18 4.03 6.17
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1927 - May 2026)
Best Rolling Return (%) - Annualized 205.32 59.23 48.14 26.24 19.44 17.54
Worst Rolling Return (%) - Annualized -68.02 -47.61 -23.60 -4.27 4.32 9.12
Positive Periods (%) 73.2 85.8 90.8 98.1 100.0 100.0
Best Rolling Return (%) - Annualized 226.95 58.84 46.67 18.50 15.81 14.48
Worst Rolling Return (%) - Annualized -64.49 -43.46 -19.85 -3.44 2.70 5.79
Positive Periods (%) 68.7 79.3 85.2 94.7 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.81 13.87 17.70 26.21 26.11 30.72 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 11.31 18.20 23.82 38.81 51.27 48.70 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
12.91 20.98 27.75 46.08 71.69 58.20 17.24 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 15.52 25.50 34.14 54.68 77.89 67.26 24.94 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 57.04 13.05 7.93 5.28 3.61 3.27
Perpetual Withdrawal Rate (%) --- --- --- --- 1.49 2.89
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of May 31, 2026

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares Core S&P Small-Cap (IJR) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Monthly correlations as of 31 May 2026
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Correlation vs IJR
Asset Class 1 Year 5 Years 10 Years 30 Years
VTI
 US Total Stock Market 0.73 0.84 0.87 0.87
SPY
 US Large Cap Blend 0.70 0.81 0.84 0.81
IJH
 US Mid Cap Blend 0.91 0.96 0.96 0.94
VNQ
 US REITs 0.89 0.81 0.76 0.66
QQQ
 US Technology 0.54 0.66 0.68 0.71
PFF
 US Preferred Stocks 0.80 0.70 0.67 0.44
EFA
 EAFE Stocks 0.76 0.72 0.75 0.75
VT
 World All Countries 0.80 0.84 0.86 0.81
EEM
 Emerging Markets 0.70 0.55 0.60 0.70
BND
 US Total Bond Market 0.45 0.57 0.32 0.10
TLT
 US Long Term Treasuries 0.20 0.50 0.05 -0.15
BIL
 US Cash -0.04 0.10 -0.09 -0.06
TIP
 US TIPS 0.78 0.60 0.41 0.13
LQD
 US Invest. Grade Bonds 0.46 0.63 0.49 0.27
HYG
 US High Yield Bonds 0.79 0.76 0.75 0.66
CWB
 US Convertible Bonds 0.61 0.81 0.81 0.84
BNDX
 International Bonds 0.37 0.59 0.37 0.15
EMB
 Emerg. Market Bonds 0.63 0.69 0.58 0.53
GLD
 Gold 0.32 0.14 0.01 0.06
DBC
 Commodities -0.07 0.14 0.42 0.35

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Drawdown periods
Inflation Adj:
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Rolling Return Analysis

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Annualized Rolling Returns — Over Time & Distribution

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Annualized Rolling Returns
Inflation Adj:
Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Time to reach your Target Capital

Monthly Returns and Seasonality

This section provides a visual/tabular representation of the performance variability in the iShares Core S&P Small-Cap (IJR) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Monthly Returns Distribution

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Monthly Seasonality Analysis
99 full years are available for analysis

Returns, up to December 2000, have been derived using the historical series of equivalent ETFs / Assets.

You can find additional information on extended Data Sources here.

Book Cover: Mastering ETF Investing
LazyPortfolioETF.com Logo
Your practical guide to Building Wealth.
Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.
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