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. Over the past 10 years, RS2K.DE returned 10.21%/yr vs 19.95%/yr for ^NDX. At a 0.45 correlation, their price movements are largely independent.
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 22.29% return, which is significantly higher than ^NDX's 19.64% return. Over the past 10 years, RS2K.DE has underperformed ^NDX with an annualized return of 10.21%, while ^NDX has yielded a comparatively higher 19.95% annualized return.
RS2K.DE
- 1D
- 0.35%
- 1M
- 2.60%
- 6M
- 13.21%
- YTD
- 22.29%
- 1Y
- 40.80%
- 3Y*
- 15.69%
- 5Y*
- 8.10%
- 10Y*
- 10.21%
^NDX
- 1D
- 0.00%
- 1M
- -0.39%
- 6M
- 16.88%
- YTD
- 19.64%
- 1Y
- 30.66%
- 3Y*
- 22.52%
- 5Y*
- 15.64%
- 10Y*
- 19.95%
RS2K.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RS2K.DE Amundi Russell 2000 UCITS ETF EUR | 22.29% | 1.29% | 15.87% | 14.96% | -16.48% | 24.69% | 8.27% | 29.13% | -8.90% | 0.74% |
^NDX NASDAQ 100 Index | 17.98% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between RS2K.DE and ^NDX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2014 | 0.45 |
The correlation between RS2K.DE and ^NDX shifts across timeframes, from 0.40 (3 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| RS2K.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.78 | 2.75 | +2.02 |
| Martin ratioReturn relative to average drawdown | 14.05 | 8.31 | +5.74 |
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Drawdowns
RS2K.DE vs. ^NDX - Drawdown Comparison
The maximum RS2K.DE drawdown since its inception was -41.14%, smaller than the maximum ^NDX drawdown of -46.44%. 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% | -46.44% | +5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -11.19% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -27.30% | -5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -32.48% | -31.53% | -0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -31.53% | -9.61% |
Current DrawdownCurrent decline from peak | -2.22% | -3.17% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -8.01% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.70% | -0.81% |
Volatility
RS2K.DE vs. ^NDX - Volatility Comparison
The current volatility for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) is 4.34%, while NASDAQ 100 Index (^NDX) has a volatility of 6.83%. This indicates that RS2K.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RS2K.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 6.83% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 14.22% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 18.36% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 22.57% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 22.98% | -1.39% |
Frequently Asked Questions
RS2K.DE and ^NDX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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