RS2K.DE vs. LSMC.DE
RS2K.DE (Amundi Russell 2000 UCITS ETF EUR) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - RS2K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, RS2K.DE returned 10.42%/yr vs 28.49%/yr for LSMC.DE. A 0.55 correlation means they provide meaningful diversification when combined. RS2K.DE charges 0.35%/yr vs 0.45%/yr for LSMC.DE.
Performance
RS2K.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, RS2K.DE achieves a 17.82% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, RS2K.DE has underperformed LSMC.DE with an annualized return of 10.42%, while LSMC.DE has yielded a comparatively higher 28.49% annualized 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%
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
RS2K.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RS2K.DE Amundi Russell 2000 UCITS ETF EUR | 17.82% | 1.29% | 15.87% | 14.96% | -16.48% | 24.69% | 8.27% | 29.13% | -8.90% | 0.74% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between RS2K.DE and LSMC.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 2, 2014 | 0.55 |
The correlation between RS2K.DE and LSMC.DE has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
RS2K.DE vs. LSMC.DE — Risk / Return Rank
RS2K.DE
LSMC.DE
RS2K.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.
| RS2K.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.59 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.46 | 10.37 | -5.90 |
| Martin ratioReturn relative to average drawdown | 13.05 | 32.83 | -19.78 |
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 | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 4.27 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.15 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 1.09 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.82 | -0.31 |
Drawdowns
RS2K.DE vs. LSMC.DE - Drawdown Comparison
The maximum RS2K.DE drawdown since its inception was -41.14%, roughly equal to the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and LSMC.DE.
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Drawdown Indicators
| RS2K.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -39.77% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -12.53% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -36.22% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.48% | -39.77% | +7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -39.77% | -1.37% |
Current DrawdownCurrent decline from peak | 0.00% | -3.34% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -9.37% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.96% | -1.05% |
Volatility
RS2K.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) is 5.39%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that RS2K.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE 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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 11.23% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 22.18% | -9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 30.40% | -12.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 31.21% | -10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 26.06% | -4.45% |
RS2K.DE vs. LSMC.DE - Expense Ratio Comparison
RS2K.DE has a 0.35% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
RS2K.DE vs. LSMC.DE - Dividend Comparison
Neither RS2K.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
RS2K.DE and LSMC.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RS2K.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RS2K.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for LSMC.DE.
RS2K.DE is categorized as Small Cap Blend Equities, while LSMC.DE is Semiconductors. RS2K.DE tracks Russell 2000®, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.35% for RS2K.DE and 0.45% for LSMC.DE.
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