CUSS.L vs. XRSG.L
CUSS.L (iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)) and XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) are both Small Cap Blend Equities funds - CUSS.L tracks the MSCI USA Small Cap ESG Enhanced CTB Index while XRSG.L tracks the Russell 2000 TR USD. Both are passively managed. Over the past 10 years, CUSS.L returned 10.74%/yr vs 10.50%/yr for XRSG.L. Their correlation of 0.93 suggests significant overlap in exposure. CUSS.L charges 0.43%/yr vs 0.30%/yr for XRSG.L.
Performance
CUSS.L vs. XRSG.L - Performance Comparison
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Different Trading Currencies
CUSS.L is traded in USD, while XRSG.L is traded in GBp. To make them comparable, the XRSG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CUSS.L achieves a 16.17% return, which is significantly lower than XRSG.L's 20.08% return. Both investments have delivered pretty close results over the past 10 years, with CUSS.L having a 10.74% annualized return and XRSG.L not far behind at 10.50%.
CUSS.L
- 1D
- -0.63%
- 1M
- -1.86%
- 6M
- 11.10%
- YTD
- 16.17%
- 1Y
- 29.03%
- 3Y*
- 13.99%
- 5Y*
- 7.45%
- 10Y*
- 10.74%
XRSG.L
- 1D
- 0.87%
- 1M
- 0.63%
- 6M
- 13.68%
- YTD
- 20.08%
- 1Y
- 35.22%
- 3Y*
- 16.83%
- 5Y*
- 7.42%
- 10Y*
- 10.50%
CUSS.L vs. XRSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUSS.L iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) | 16.17% | 10.15% | 9.80% | 17.73% | -17.15% | 18.55% | 18.55% | 26.39% | -10.90% | 16.10% |
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 20.08% | 12.55% | 9.93% | 18.08% | -20.94% | 14.38% | 19.35% | 25.48% | -12.85% | 14.34% |
Correlation
The correlation between CUSS.L and XRSG.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.93 |
The correlation between CUSS.L and XRSG.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
CUSS.L vs. XRSG.L — Risk / Return Rank
CUSS.L
XRSG.L
CUSS.L vs. XRSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) and Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L). 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.
| CUSS.L | XRSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.29 | +0.44 |
| Martin ratioReturn relative to average drawdown | 12.44 | 10.76 | +1.67 |
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Drawdowns
CUSS.L vs. XRSG.L - Drawdown Comparison
The maximum CUSS.L drawdown since its inception was -42.70%, smaller than the maximum XRSG.L drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for CUSS.L and XRSG.L.
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Drawdown Indicators
| CUSS.L | XRSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.70% | -49.73% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -10.66% | +2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -28.72% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -32.27% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -41.99% | -0.71% |
Current DrawdownCurrent decline from peak | -3.61% | -1.76% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -18.28% | +11.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.26% | -0.74% |
Volatility
CUSS.L vs. XRSG.L - Volatility Comparison
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a higher volatility of 4.69% compared to Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) at 4.24%. This indicates that CUSS.L's price experiences larger fluctuations and is considered to be riskier than XRSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUSS.L | XRSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.24% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 13.33% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 18.05% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 25.03% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 23.50% | -2.58% |
CUSS.L vs. XRSG.L - Expense Ratio Comparison
CUSS.L has a 0.43% expense ratio, which is higher than XRSG.L's 0.30% expense ratio.
Dividends
CUSS.L vs. XRSG.L - Dividend Comparison
Neither CUSS.L nor XRSG.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, CUSS.L and XRSG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XRSG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSG.L is cheaper with a 0.30% expense ratio, compared with 0.43% for CUSS.L.
CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index, while XRSG.L tracks Russell 2000 TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.43% for CUSS.L and 0.30% for XRSG.L.
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