RS2K.DE vs. ^NDX
RS2K.DE (Amundi Russell 2000 UCITS ETF EUR) is Small Cap Blend Equities fund tracking the Russell 2000®, while ^NDX (NASDAQ 100 Index) is an index. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
RS2K.DE vs. ^NDX - Performance Comparison
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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*
- —
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
RS2K.DE
^NDX
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 | ^NDX | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RS2K.DE | ^NDX | Difference | |
|---|---|---|---|
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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.69% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -2.54% | -6.79% |
Ulcer IndexDepth 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 | ^NDX | Difference | |
|---|---|---|---|
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.
Find the right allocation for RS2K.DE and ^NDX
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