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RS2K.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

RS2K.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RS2K.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, RS2K.DE achieves a 17.82% return, which is significantly lower than ^NDX's 21.80% return.


RS2K.DE

1D
0.92%
1M
3.09%
YTD
17.82%
6M
16.58%
1Y
37.98%
3Y*
15.39%
5Y*
7.11%
10Y*
10.42%

^NDX

1D
0.00%
1M
7.55%
YTD
21.80%
6M
18.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RS2K.DE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)2025
RS2K.DE
Amundi Russell 2000 UCITS ETF EUR
17.82%15.55%
^NDX
NASDAQ 100 Index
16.93%12.54%

Correlation

The correlation between RS2K.DE and ^NDX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.52

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Return for Risk

RS2K.DE vs. ^NDX — Risk / Return Rank

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

RS2K.DE
RS2K.DE Risk / Return Rank: 6868
Overall Rank
RS2K.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RS2K.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
RS2K.DE Omega Ratio Rank: 5858
Omega Ratio Rank
RS2K.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
RS2K.DE Martin Ratio Rank: 7171
Martin Ratio Rank

^NDX
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.

RS2K.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and NASDAQ 100 Index (^NDX). 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.


RS2K.DE^NDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

4.46

Martin ratioReturn relative to average drawdown

13.05

RS2K.DE vs. ^NDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RS2K.DE^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.30

-1.80

Drawdowns

RS2K.DE vs. ^NDX - Drawdown Comparison

The maximum RS2K.DE drawdown since its inception was -41.14%, which is greater than ^NDX's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and ^NDX.


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Drawdown Indicators


RS2K.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-11.19%

-29.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

0.00%

-0.69%

+0.69%

Average Drawdown

Average peak-to-trough decline

-9.33%

-2.54%

-6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

RS2K.DE vs. ^NDX - Volatility Comparison


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Volatility by Period


RS2K.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

16.28%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

16.28%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

16.28%

+5.33%

Frequently Asked Questions


RS2K.DE and ^NDX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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