SXRG.DE vs. XRS2.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) are both Small Cap Blend Equities funds - SXRG.DE tracks the MSCI USA Small Cap ESG Enhanced Focus CTB while XRS2.DE tracks the Russell 2000®. Both are passively managed. Over the past 10 years, SXRG.DE returned 10.73%/yr vs 10.28%/yr for XRS2.DE. With a 0.97 correlation, they move nearly in lockstep. SXRG.DE charges 0.43%/yr vs 0.30%/yr for XRS2.DE.
Performance
SXRG.DE vs. XRS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly lower than XRS2.DE's 17.70% return. Both investments have delivered pretty close results over the past 10 years, with SXRG.DE having a 10.73% annualized return and XRS2.DE not far behind at 10.28%.
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
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%
SXRG.DE vs. XRS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.34% |
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 SXRG.DE and XRS2.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.97 |
The correlation between SXRG.DE and XRS2.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. XRS2.DE — Risk / Return Rank
SXRG.DE
XRS2.DE
SXRG.DE vs. XRS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.
| SXRG.DE | XRS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 4.51 | +0.65 |
| Martin ratioReturn relative to average drawdown | 15.48 | 13.20 | +2.28 |
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
| SXRG.DE | XRS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.12 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.33 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.38 | +0.15 |
Drawdowns
SXRG.DE vs. XRS2.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, roughly equal to the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and XRS2.DE.
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Drawdown Indicators
| SXRG.DE | XRS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -41.13% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -8.46% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -32.77% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -32.77% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -41.13% | -0.66% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -9.77% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.89% | -0.83% |
Volatility
SXRG.DE vs. XRS2.DE - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 5.29%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky than XRS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRG.DE | XRS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 5.29% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 12.16% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 18.02% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 20.98% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 21.69% | -1.34% |
SXRG.DE vs. XRS2.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than XRS2.DE's 0.30% expense ratio.
Dividends
SXRG.DE vs. XRS2.DE - Dividend Comparison
Neither SXRG.DE nor XRS2.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, SXRG.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 0.43% for SXRG.DE.
SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while XRS2.DE tracks Russell 2000®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.43% for SXRG.DE and 0.30% for XRS2.DE.
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