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

Performance

EUNL.DE vs. XRS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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

In the year-to-date period, EUNL.DE achieves a 11.17% return, which is significantly lower than XRS2.DE's 19.79% return. Over the past 10 years, EUNL.DE has outperformed XRS2.DE with an annualized return of 13.12%, while XRS2.DE has yielded a comparatively lower 10.63% annualized return.


EUNL.DE

1D
1.11%
1M
2.65%
YTD
11.17%
6M
12.56%
1Y
25.26%
3Y*
17.19%
5Y*
12.67%
10Y*
13.12%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
11.17%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.13%7.71%
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 EUNL.DE and XRS2.DE is 0.65, 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

0.65

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

0.71

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

0.77

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

0.80

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

0.81

The correlation between EUNL.DE and XRS2.DE shifts across timeframes, from 0.65 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EUNL.DE
EUNL.DE Risk / Return Rank: 8181
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8686
Martin Ratio Rank

XRS2.DE
XRS2.DE Risk / Return Rank: 7373
Overall Rank
XRS2.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


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

+0.12

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

4.04

4.43

-0.39

Martin ratioReturn relative to average drawdown

16.31

15.00

+1.31

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

The current EUNL.DE Sharpe Ratio is 2.22, which is comparable to the XRS2.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EUNL.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

EUNL.DE vs. XRS2.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and XRS2.DE.


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Drawdown Indicators


EUNL.DEXRS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-41.13%

+7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-9.23%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-32.77%

+11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-32.77%

+11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-41.13%

+7.50%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-4.22%

-10.92%

+6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.73%

-1.19%

Volatility

EUNL.DE vs. XRS2.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.14%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 5.74%. This indicates that EUNL.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


EUNL.DEXRS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

5.74%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

13.67%

-5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

19.44%

-8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

21.24%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

22.37%

-7.20%

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

EUNL.DE has a 0.20% expense ratio, which is lower than XRS2.DE's 0.30% expense ratio.


Dividends

EUNL.DE vs. XRS2.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EUNL.DE and XRS2.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XRS2.DE.

EUNL.DE is categorized as Global Equities, while XRS2.DE is Small Cap Blend Equities. EUNL.DE tracks MSCI World Index, while XRS2.DE tracks Russell 2000®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for EUNL.DE and 0.30% for XRS2.DE.

Portfolio Optimizer

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