RS2K.DE vs. MWON.DE
RS2K.DE (Amundi Russell 2000 UCITS ETF EUR) and MWON.DE (Amundi S&P SmallCap 600 ESG UCITS ETF Dist) are both Small Cap Blend Equities funds from Amundi - RS2K.DE tracks the Russell 2000® while MWON.DE tracks the S&P SmallCap 600 ESG+. Both are passively managed. Over the past 3 years, RS2K.DE returned 15.39%/yr vs 10.44%/yr for MWON.DE. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.
Performance
RS2K.DE vs. MWON.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 higher than MWON.DE's 12.91% 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%
MWON.DE
- 1D
- 0.91%
- 1M
- 2.20%
- YTD
- 12.91%
- 6M
- 12.88%
- 1Y
- 23.39%
- 3Y*
- 10.44%
- 5Y*
- —
- 10Y*
- —
RS2K.DE vs. MWON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RS2K.DE Amundi Russell 2000 UCITS ETF EUR | 17.82% | 1.29% | 15.87% | 10.44% |
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 12.91% | -7.43% | 13.55% | 11.44% |
Correlation
The correlation between RS2K.DE and MWON.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2023 | 0.93 |
The correlation between RS2K.DE and MWON.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
RS2K.DE vs. MWON.DE — Risk / Return Rank
RS2K.DE
MWON.DE
RS2K.DE vs. MWON.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 S&P SmallCap 600 ESG UCITS ETF Dist (MWON.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 | MWON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.46 | 2.67 | +1.80 |
| Martin ratioReturn relative to average drawdown | 13.05 | 8.28 | +4.77 |
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 | MWON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.38 | +0.71 |
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 | 0.44 | +0.07 |
Drawdowns
RS2K.DE vs. MWON.DE - Drawdown Comparison
The maximum RS2K.DE drawdown since its inception was -41.14%, which is greater than MWON.DE's maximum drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and MWON.DE.
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Drawdown Indicators
| RS2K.DE | MWON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -32.42% | -8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -8.71% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -32.42% | -0.06% |
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% | -4.82% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -9.99% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.81% | +0.10% |
Volatility
RS2K.DE vs. MWON.DE - Volatility Comparison
Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) has a higher volatility of 5.39% compared to Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) at 4.21%. This indicates that RS2K.DE's price experiences larger fluctuations and is considered to be riskier than MWON.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 | MWON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.21% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 11.41% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 16.85% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 19.61% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 19.61% | +2.00% |
RS2K.DE vs. MWON.DE - Expense Ratio Comparison
Both RS2K.DE and MWON.DE have an expense ratio of 0.35%.
Dividends
RS2K.DE vs. MWON.DE - Dividend Comparison
RS2K.DE has not paid dividends to shareholders, while MWON.DE's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 0.78% | 1.11% | 0.80% |
RS2K.DE Amundi Russell 2000 UCITS ETF EUR | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RS2K.DE and MWON.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
RS2K.DE and MWON.DE have the same expense ratio: 0.35% per year.
RS2K.DE tracks Russell 2000®, while MWON.DE tracks S&P SmallCap 600 ESG+.
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