SPX4.L vs. XRSG.L
Compare and contrast key facts about SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) and Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L).
SPX4.L and XRSG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPX4.L is a passively managed fund by State Street that tracks the performance of the Russell Mid Cap TR USD. It was launched on Jan 30, 2012. XRSG.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 6, 2015. Both SPX4.L and XRSG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPX4.L or XRSG.L.
Key characteristics
| SPX4.L | XRSG.L | |
|---|---|---|
| YTD Return | 8.58% | 2.13% |
| 1Y Return | 24.50% | 19.69% |
| Sharpe Ratio | 0.74 | 1.09 |
| Daily Std Dev | 32.33% | 17.59% |
| Max Drawdown | -19.95% | -35.31% |
| Current Drawdown | -4.61% | -6.94% |
Correlation
The correlation between SPX4.L and XRSG.L is 0.94, 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.
Performance
SPX4.L vs. XRSG.L - Performance Comparison
In the year-to-date period, SPX4.L achieves a 8.58% return, which is significantly higher than XRSG.L's 2.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPX4.L vs. XRSG.L - Expense Ratio Comparison
Both SPX4.L and XRSG.L have an expense ratio of 0.30%.
Risk-Adjusted Performance
SPX4.L vs. XRSG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) and Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L). 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.
Dividends
SPX4.L vs. XRSG.L - Dividend Comparison
Neither SPX4.L nor XRSG.L has paid dividends to shareholders.
Drawdowns
SPX4.L vs. XRSG.L - Drawdown Comparison
The maximum SPX4.L drawdown since its inception was -19.95%, smaller than the maximum XRSG.L drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for SPX4.L and XRSG.L. For additional features, visit the drawdowns tool.
Volatility
SPX4.L vs. XRSG.L - Volatility Comparison
The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) is 5.13%, while Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a volatility of 5.80%. This indicates that SPX4.L experiences smaller price fluctuations and is considered to be less risky than XRSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.