RS2K.DE vs. SXRG.DE
Compare and contrast key facts about Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE).
RS2K.DE and SXRG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RS2K.DE is a passively managed fund by Amundi that tracks the performance of the Russell 2000®. It was launched on Mar 22, 2018. SXRG.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap ESG Enhanced Focus CTB. It was launched on Jul 1, 2009. Both RS2K.DE and SXRG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RS2K.DE vs. SXRG.DE - Performance Comparison
Loading graphics...
RS2K.DE vs. SXRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RS2K.DE Amundi Russell 2000 UCITS ETF EUR | 2.04% | 1.29% | 15.87% | 14.96% | -16.48% | 24.69% | 8.27% | 29.13% | -8.90% | 0.74% |
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 3.21% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.34% |
Returns By Period
In the year-to-date period, RS2K.DE achieves a 2.04% return, which is significantly lower than SXRG.DE's 3.21% return. Over the past 10 years, RS2K.DE has underperformed SXRG.DE with an annualized return of 9.42%, while SXRG.DE has yielded a comparatively higher 9.99% annualized return.
RS2K.DE
- 1D
- 2.62%
- 1M
- -2.93%
- YTD
- 2.04%
- 6M
- 5.51%
- 1Y
- 17.76%
- 3Y*
- 10.78%
- 5Y*
- 3.74%
- 10Y*
- 9.42%
SXRG.DE
- 1D
- 1.94%
- 1M
- -3.32%
- YTD
- 3.21%
- 6M
- 7.09%
- 1Y
- 14.97%
- 3Y*
- 9.57%
- 5Y*
- 5.00%
- 10Y*
- 9.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RS2K.DE vs. SXRG.DE - Expense Ratio Comparison
RS2K.DE has a 0.35% expense ratio, which is lower than SXRG.DE's 0.43% expense ratio.
Return for Risk
RS2K.DE vs. SXRG.DE — Risk / Return Rank
RS2K.DE
SXRG.DE
RS2K.DE vs. SXRG.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 iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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 | SXRG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.70 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.05 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.55 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.64 | 5.66 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RS2K.DE | SXRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.70 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.25 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.49 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.49 | -0.04 |
Correlation
The correlation between RS2K.DE and SXRG.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RS2K.DE vs. SXRG.DE - Dividend Comparison
Neither RS2K.DE nor SXRG.DE has paid dividends to shareholders.
Drawdowns
RS2K.DE vs. SXRG.DE - Drawdown Comparison
The maximum RS2K.DE drawdown since its inception was -41.14%, roughly equal to the maximum SXRG.DE drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and SXRG.DE.
Loading graphics...
Drawdown Indicators
| RS2K.DE | SXRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -41.79% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.70% | -16.44% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.48% | -31.54% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -41.79% | +0.65% |
Current DrawdownCurrent decline from peak | -5.89% | -6.07% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -7.99% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.59% | +0.57% |
Volatility
RS2K.DE vs. SXRG.DE - Volatility Comparison
Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) has a higher volatility of 5.92% compared to iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) at 5.11%. This indicates that RS2K.DE's price experiences larger fluctuations and is considered to be riskier than SXRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RS2K.DE | SXRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 5.11% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 11.30% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 21.21% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 19.83% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 20.38% | +1.24% |