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SC0K.DE vs. XRS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0K.DE vs. XRS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Russell 2000 UCITS ETF (SC0K.DE) and Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SC0K.DE having a 17.93% return and XRS2.DE slightly lower at 17.70%. Both investments have delivered pretty close results over the past 10 years, with SC0K.DE having a 10.39% annualized return and XRS2.DE not far behind at 10.28%.


SC0K.DE

1D
0.96%
1M
4.12%
YTD
17.93%
6M
16.88%
1Y
38.56%
3Y*
15.51%
5Y*
7.16%
10Y*
10.39%

XRS2.DE

1D
0.92%
1M
3.99%
YTD
17.70%
6M
16.69%
1Y
38.28%
3Y*
15.29%
5Y*
7.04%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0K.DE vs. XRS2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0K.DE
Invesco Russell 2000 UCITS ETF
17.93%1.56%15.91%14.84%-16.55%24.70%8.14%29.08%-9.05%0.67%
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 SC0K.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 SC0K.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

SC0K.DE vs. XRS2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0K.DE
SC0K.DE Risk / Return Rank: 6969
Overall Rank
SC0K.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SC0K.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SC0K.DE Omega Ratio Rank: 5959
Omega Ratio Rank
SC0K.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SC0K.DE Martin Ratio Rank: 7272
Martin Ratio Rank

XRS2.DE
XRS2.DE Risk / Return Rank: 6969
Overall Rank
XRS2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 6060
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0K.DE vs. XRS2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.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.


SC0K.DEXRS2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

4.57

4.51

+0.06

Martin ratioReturn relative to average drawdown

13.31

13.20

+0.11

SC0K.DE vs. XRS2.DE - Sharpe Ratio Comparison

The current SC0K.DE Sharpe Ratio is 2.12, which is comparable to the XRS2.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SC0K.DE and XRS2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0K.DEXRS2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.12

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.33

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.38

+0.26

Drawdowns

SC0K.DE vs. XRS2.DE - Drawdown Comparison

The maximum SC0K.DE drawdown since its inception was -41.13%, roughly equal to the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and XRS2.DE.


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Drawdown Indicators


SC0K.DEXRS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-41.13%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-8.46%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-32.50%

-32.77%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-32.77%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-41.13%

0.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.10%

-9.77%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.89%

0.00%

Volatility

SC0K.DE vs. XRS2.DE - Volatility Comparison

Invesco Russell 2000 UCITS ETF (SC0K.DE) and Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) have volatilities of 5.37% 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


SC0K.DEXRS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.29%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

12.16%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

18.02%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.93%

20.98%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

21.69%

-0.09%

SC0K.DE vs. XRS2.DE - Expense Ratio Comparison

SC0K.DE has a 0.45% expense ratio, which is higher than XRS2.DE's 0.30% expense ratio.


Dividends

SC0K.DE vs. XRS2.DE - Dividend Comparison

Neither SC0K.DE nor XRS2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, SC0K.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 0.45% for SC0K.DE.

Both ETFs track Russell 2000®. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.45% for SC0K.DE and 0.30% for XRS2.DE.

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