RS2K.DE vs. XRS2.DE
RS2K.DE (Amundi Russell 2000 UCITS ETF EUR) and XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) are both Small Cap Blend Equities funds tracking the Russell 2000®, from Amundi and Xtrackers respectively. Both are passively managed. Over the past 10 years, RS2K.DE returned 10.42%/yr vs 10.28%/yr for XRS2.DE. With a 0.98 correlation, they move nearly in lockstep. RS2K.DE charges 0.35%/yr vs 0.30%/yr for XRS2.DE.
Performance
RS2K.DE vs. XRS2.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RS2K.DE having a 17.82% return and XRS2.DE slightly lower at 17.70%. Both investments have delivered pretty close results over the past 10 years, with RS2K.DE having a 10.42% annualized return and XRS2.DE not far behind at 10.28%.
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%
XRS2.DE
- 1D
- 0.92%
- 1M
- 2.92%
- YTD
- 17.70%
- 6M
- 16.56%
- 1Y
- 38.02%
- 3Y*
- 15.29%
- 5Y*
- 7.04%
- 10Y*
- 10.28%
RS2K.DE vs. XRS2.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% |
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 1.31% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
Correlation
The correlation between RS2K.DE and XRS2.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.98 |
The correlation between RS2K.DE and XRS2.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.
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Return for Risk
RS2K.DE vs. XRS2.DE — Risk / Return Rank
RS2K.DE
XRS2.DE
RS2K.DE vs. XRS2.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 Xtrackers Russell 2000 UCITS ETF 1C (XRS2.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 | XRS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.46 | 4.51 | -0.04 |
| Martin ratioReturn relative to average drawdown | 13.05 | 13.20 | -0.15 |
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 | XRS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.12 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.33 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.47 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Drawdowns
RS2K.DE vs. XRS2.DE - Drawdown Comparison
The maximum RS2K.DE drawdown since its inception was -41.14%, roughly equal to the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and XRS2.DE.
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Drawdown Indicators
| RS2K.DE | XRS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -41.13% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -8.46% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -32.77% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.48% | -32.77% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -41.13% | -0.01% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -9.77% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.89% | +0.02% |
Volatility
RS2K.DE vs. XRS2.DE - Volatility Comparison
Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) have volatilities of 5.39% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RS2K.DE | XRS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.29% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 12.16% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 18.02% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 20.98% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 21.69% | -0.08% |
RS2K.DE vs. XRS2.DE - Expense Ratio Comparison
RS2K.DE has a 0.35% expense ratio, which is higher than XRS2.DE's 0.30% expense ratio.
Dividends
RS2K.DE vs. XRS2.DE - Dividend Comparison
Neither RS2K.DE nor XRS2.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, RS2K.DE and XRS2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XRS2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRS2.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for RS2K.DE.
Both ETFs track Russell 2000®. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.35% for RS2K.DE and 0.30% for XRS2.DE.
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