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ETLZ.DE vs. XRS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLZ.DE vs. XRS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) and Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ETLZ.DE having a 21.33% return and XRS2.DE slightly higher at 21.81%. Over the past 10 years, ETLZ.DE has outperformed XRS2.DE with an annualized return of 10.75%, while XRS2.DE has yielded a comparatively lower 10.04% annualized return.


ETLZ.DE

1D
-0.66%
1M
1.72%
6M
15.70%
YTD
21.33%
1Y
34.15%
3Y*
14.90%
5Y*
9.00%
10Y*
10.75%

XRS2.DE

1D
0.70%
1M
1.69%
6M
15.19%
YTD
21.81%
1Y
36.64%
3Y*
15.94%
5Y*
7.97%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLZ.DE vs. XRS2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETLZ.DE
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
21.33%0.32%15.12%16.03%-14.22%30.61%8.11%28.84%-9.27%0.58%
XRS2.DE
Xtrackers Russell 2000 UCITS ETF 1C
21.81%1.29%15.81%14.81%-16.50%24.61%8.18%28.79%-9.05%0.53%

Correlation

The correlation between ETLZ.DE and XRS2.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2015

0.97

The correlation between ETLZ.DE and XRS2.DE shifts across timeframes, from 0.78 (1 year) to 0.97 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ETLZ.DE vs. XRS2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETLZ.DE
ETLZ.DE Risk / Return Rank: 8888
Overall Rank
ETLZ.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ETLZ.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
ETLZ.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ETLZ.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ETLZ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

XRS2.DE
XRS2.DE Risk / Return Rank: 7676
Overall Rank
XRS2.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETLZ.DE vs. XRS2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) 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.


ETLZ.DEXRS2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

5.33

3.95

+1.38

Martin ratioReturn relative to average drawdown

15.94

13.26

+2.68

ETLZ.DE vs. XRS2.DE - Sharpe Ratio Comparison

The current ETLZ.DE Sharpe Ratio is 2.30, which is comparable to the XRS2.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ETLZ.DE and XRS2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETLZ.DE vs. XRS2.DE - Drawdown Comparison

The maximum ETLZ.DE drawdown since its inception was -58.36%, 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 ETLZ.DE and XRS2.DE.


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Drawdown Indicators


ETLZ.DEXRS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.36%

-41.13%

-17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-9.23%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-31.34%

-32.77%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-32.77%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-41.13%

+0.12%

Current Drawdown

Current decline from peak

-2.30%

-2.57%

+0.27%

Average Drawdown

Average peak-to-trough decline

-10.71%

-10.84%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.76%

-0.41%

Volatility

ETLZ.DE vs. XRS2.DE - Volatility Comparison

The current volatility for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) is 4.22%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 4.52%. This indicates that ETLZ.DE 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


ETLZ.DEXRS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.52%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

13.69%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

19.43%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

21.25%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

22.35%

-1.35%

ETLZ.DE vs. XRS2.DE - Expense Ratio Comparison

Both ETLZ.DE and XRS2.DE have an expense ratio of 0.30%.


Dividends

ETLZ.DE vs. XRS2.DE - Dividend Comparison

Neither ETLZ.DE nor XRS2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLZ.DE and XRS2.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ETLZ.DE and XRS2.DE have the same expense ratio: 0.30% per year.

ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index, while XRS2.DE tracks Russell 2000®. They also come from different issuers: L&G and Xtrackers.

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