I have an iPhone X, XS Max and Xʀ that I honestly switch back and forth from. I always say the iPhone Xʀ is a phone with 93% of the features of a XS Max at 70% of the cost. I truly believe Apple did it correct by having the “Entry Level Flagship” bigger than the iPhone XS. It helps to sale it over the XS, but not quite the XS Max.
All that said... some features the Xʀ is missing are the features that some must have. For instance the telephoto lens for 10X zoom and then there is 3DTouch as well. Personally when I’m using my Xʀ I don’t miss either of those features. I think some people get the misconception of how the telephoto lens actually works. Another thing that some people like that I personally do not are OLED screens. I think IPS screens are just as good and you also do NOT have to worry about burn in. Of course there are Apple users who will swear up and down that Apple OLED’s don’t burn in. That is total BS. The OLED’s Apple uses are sourced by Samsung and LG which both have issues with burn in on there screens. All it takes is a stop to Best Buy to look at the OLED iPhone models to see the burn in.
Honestly it comes down to compromise and what you can or can NOT live without!!
If I were you, I wouldn’t be asking the internet which is better to take the XR or XS in size , I would make that decision personally by handling both those phones in the store if you have the opportunity, you’re the only one that would be able to make that decision, being everyone has different hand sizes.
This is the answer. We can't decide here for you, you really need to try it for yourself.
When you say "it's too big for me", do you mean the physical size or weight?
If both, the XS would be the largest departure from both, while as mentioned...still retaining all of the
fundamental features of the XS Max. If you use the XS Max in a true 2 handed mode, like I do...you may not wish
to ever change as the resolution (not just the PPI) is awesome.