^STOXX vs. XRS2.DE
^STOXX (STOXX Europe 600 Index) is an index, while XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) is Small Cap Blend Equities fund tracking the Russell 2000®. Over the past 10 years, ^STOXX returned 7.05%/yr vs 10.63%/yr for XRS2.DE. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
^STOXX vs. XRS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ^STOXX achieves a 6.82% return, which is significantly lower than XRS2.DE's 19.79% return. Over the past 10 years, ^STOXX has underperformed XRS2.DE with an annualized return of 7.05%, while XRS2.DE has yielded a comparatively higher 10.63% annualized return.
^STOXX
- 1D
- 1.88%
- 1M
- 4.33%
- YTD
- 6.82%
- 6M
- 8.70%
- 1Y
- 16.20%
- 3Y*
- 10.98%
- 5Y*
- 6.72%
- 10Y*
- 7.05%
XRS2.DE
- 1D
- 0.37%
- 1M
- 6.68%
- YTD
- 19.79%
- 6M
- 19.32%
- 1Y
- 41.04%
- 3Y*
- 15.43%
- 5Y*
- 6.97%
- 10Y*
- 10.63%
^STOXX vs. XRS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^STOXX STOXX Europe 600 Index | 6.82% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 19.79% | 1.29% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
Correlation
The correlation between ^STOXX and XRS2.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.67 |
The correlation between ^STOXX and XRS2.DE shifts across timeframes, from 0.49 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^STOXX vs. XRS2.DE — Risk / Return Rank
^STOXX
XRS2.DE
^STOXX vs. XRS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^STOXX | XRS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 4.43 | -2.82 |
| Martin ratioReturn relative to average drawdown | 5.82 | 15.00 | -9.18 |
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Drawdowns
^STOXX vs. XRS2.DE - Drawdown Comparison
The maximum ^STOXX drawdown since its inception was -60.54%, which is greater than XRS2.DE's maximum drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for ^STOXX and XRS2.DE.
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Drawdown Indicators
| ^STOXX | XRS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.54% | -41.13% | -19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -9.23% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -32.77% | +16.21% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -32.77% | +10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.55% | -41.13% | +5.58% |
Current DrawdownCurrent decline from peak | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -14.61% | -10.92% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.73% | -0.05% |
Volatility
^STOXX vs. XRS2.DE - Volatility Comparison
The current volatility for STOXX Europe 600 Index (^STOXX) is 3.17%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 5.74%. This indicates that ^STOXX experiences smaller price fluctuations and is considered to be less risky than XRS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^STOXX | XRS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 5.74% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 13.67% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 19.44% | -7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 21.24% | -7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 22.37% | -6.87% |
Frequently Asked Questions
^STOXX and XRS2.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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