The -format
option is for outputting metadata in a specific format, not selecting the output file format.
Selecting a specific output format is done by prefixing the output filename with the tag described at http://www.imagemagick.org/script/formats.php, so for example
convert input.jpg jxr:output.jpg
Normally, imagemagick detects the output format based on the file extension you chose for your output file, so by choosing .jxr
as your file extension it should automatically use the JPEG-XR format.