JPSC.DE vs. XRS2.DE

Last updated Jun 5, 2026

JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) are both Small Cap Blend Equities funds - JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure while XRS2.DE tracks the Russell 2000®. Both are passively managed. Over the past 3 years, JPSC.DE returned 15.99%/yr vs 15.29%/yr for XRS2.DE. With a 0.97 correlation, they move nearly in lockstep. JPSC.DE charges 0.14%/yr vs 0.30%/yr for XRS2.DE.

Performance

JPSC.DE vs. XRS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly lower than XRS2.DE's 17.70% return.

JPSC.DE

• 1D: 0.23%
• 1M: 4.19%
• YTD: 16.44%
• 6M: 16.38%
• 1Y: 31.93%
• 3Y*: 15.99%
• 5Y*: —
• 10Y*: —

XRS2.DE

• 1D: 0.92%
• 1M: 3.99%
• YTD: 17.70%
• 6M: 16.69%
• 1Y: 38.28%
• 3Y*: 15.29%
• 5Y*: 7.04%
• 10Y*: 10.28%

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

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

	2026 (YTD)	2025	2024	2023	2022
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)	16.44%	0.02%	20.04%	16.16%	-14.38%
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C	17.70%	1.31%	15.81%	14.81%	-15.41%

Correlation

The correlation between JPSC.DE and XRS2.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022	0.97

The correlation between JPSC.DE and XRS2.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

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

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

JPSC.DE

JPSC.DE Risk / Return Rank: 69
JPSC.DE Sharpe Ratio Rank: 60
JPSC.DE Sortino Ratio Rank: 59
JPSC.DE Omega Ratio Rank: 58
JPSC.DE Calmar Ratio Rank: 87
JPSC.DE Martin Ratio Rank: 77

XRS2.DE

XRS2.DE Risk / Return Rank: 69
XRS2.DE Sharpe Ratio Rank: 64
XRS2.DE Sortino Ratio Rank: 63
XRS2.DE Omega Ratio Rank: 60
XRS2.DE Calmar Ratio Rank: 84
XRS2.DE Martin Ratio Rank: 71

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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.

	JPSC.DE	XRS2.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.00	2.12	-0.12
Sortino ratio: Return per unit of downside risk	2.75	2.90	-0.16
Omega ratio: Gain probability vs. loss probability	1.35	1.36	-0.01
Calmar ratio: Return relative to maximum drawdown	5.00	4.51	+0.49
Martin ratio: Return relative to average drawdown	14.78	13.20	+1.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JPSC.DE Sharpe Ratio is 2.00, which is comparable to the XRS2.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of JPSC.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.

Sharpe Ratios by Period

	JPSC.DE	XRS2.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	2.12	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.38	+0.10

Drawdowns

JPSC.DE vs. XRS2.DE - Drawdown Comparison

The maximum JPSC.DE drawdown since its inception was -30.63%, smaller than the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and XRS2.DE.

Drawdown Indicators

	JPSC.DE	XRS2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.63%	-41.13%	+10.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-8.46%	+2.10%
Max Drawdown (3Y) Largest decline over 3 years	-30.63%	-32.77%	+2.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.13%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.19%	-9.77%	+1.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.89%	-0.74%

Volatility

JPSC.DE vs. XRS2.DE - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) is 3.96%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 5.29%. This indicates that JPSC.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.

Volatility by Period

	JPSC.DE	XRS2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	5.29%	-1.33%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	12.16%	-1.77%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	18.02%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	20.98%	-2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	21.69%	-2.76%

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

JPSC.DE has a 0.14% expense ratio, which is lower than XRS2.DE's 0.30% expense ratio.

Dividends

JPSC.DE vs. XRS2.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JPSC.DE and XRS2.DE in my portfolio?

With a correlation of 0.95, JPSC.DE and XRS2.DE 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.

Which ETF is better, JPSC.DE or XRS2.DE?

On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPSC.DE or XRS2.DE?

JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for XRS2.DE.

What is the main difference between JPSC.DE and XRS2.DE?

JPSC.DE tracks Morningstar US Small Cap Target Market Exposure, while XRS2.DE tracks Russell 2000®. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.14% for JPSC.DE and 0.30% for XRS2.DE.