IDP6.L vs. XRSG.L
IDP6.L (iShares S&P Small Cap 600 UCITS ETF USD (Dist)) and XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) are both Small Cap Blend Equities funds - IDP6.L tracks the S&P 600 Small Cap Index (NET) while XRSG.L tracks the Russell 2000 TR USD. Both are passively managed. Over the past 10 years, IDP6.L returned 10.19%/yr vs 10.33%/yr for XRSG.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
IDP6.L vs. XRSG.L - Performance Comparison
Loading charts...
Different Trading Currencies
IDP6.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
The year-to-date returns for both stocks are quite close, with IDP6.L having a 19.64% return and XRSG.L slightly lower at 18.81%. Both investments have delivered pretty close results over the past 10 years, with IDP6.L having a 10.19% annualized return and XRSG.L not far ahead at 10.33%.
IDP6.L
- 1D
- -1.22%
- 1M
- 1.58%
- 6M
- 13.50%
- YTD
- 19.64%
- 1Y
- 30.10%
- 3Y*
- 13.22%
- 5Y*
- 7.21%
- 10Y*
- 10.19%
XRSG.L
- 1D
- -1.08%
- 1M
- 0.44%
- 6M
- 10.61%
- YTD
- 18.81%
- 1Y
- 32.42%
- 3Y*
- 15.53%
- 5Y*
- 7.19%
- 10Y*
- 10.33%
IDP6.L vs. XRSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 19.64% | 6.28% | 7.11% | 17.37% | -16.73% | 26.35% | 10.58% | 21.32% | -9.77% | 13.15% |
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 18.81% | 12.55% | 9.93% | 18.08% | -20.94% | 14.38% | 19.35% | 25.48% | -12.85% | 14.34% |
Correlation
The correlation between IDP6.L and XRSG.L is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.93 |
The correlation between IDP6.L and XRSG.L has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDP6.L vs. XRSG.L — Risk / Return Rank
IDP6.L
XRSG.L
IDP6.L vs. XRSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.
| IDP6.L | XRSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.03 | +0.43 |
| Martin ratioReturn relative to average drawdown | 11.01 | 9.89 | +1.12 |
Loading charts...
Drawdowns
IDP6.L vs. XRSG.L - Drawdown Comparison
The maximum IDP6.L drawdown since its inception was -52.21%, roughly equal to the maximum XRSG.L drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for IDP6.L and XRSG.L.
Loading charts...
Drawdown Indicators
| IDP6.L | XRSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.21% | -49.73% | -2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -10.66% | +2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -28.99% | -28.72% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -32.27% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -45.49% | -41.99% | -3.50% |
Current DrawdownCurrent decline from peak | -2.26% | -2.79% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -18.27% | +8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.27% | -0.54% |
Volatility
IDP6.L vs. XRSG.L - Volatility Comparison
iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) have volatilities of 4.52% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDP6.L | XRSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.39% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 13.28% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 18.02% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 25.03% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 23.50% | -1.83% |
IDP6.L vs. XRSG.L - Expense Ratio Comparison
Both IDP6.L and XRSG.L have an expense ratio of 0.30%.
Dividends
IDP6.L vs. XRSG.L - Dividend Comparison
IDP6.L's dividend yield for the trailing twelve months is around 0.52%, while XRSG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 0.52% | 1.16% | 1.18% | 1.07% | 1.06% | 0.66% | 0.88% | 0.94% | 1.01% | 0.72% | 0.87% | 0.56% |
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDP6.L and XRSG.L have a correlation of 0.89, 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.
IDP6.L and XRSG.L have the same expense ratio: 0.30% per year.
IDP6.L tracks S&P 600 Small Cap Index (NET), while XRSG.L tracks Russell 2000 TR USD. They also come from different issuers: iShares and Xtrackers.
Find the right allocation for IDP6.L and XRSG.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer