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XGIU.L vs. R2SC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGIU.L vs. R2SC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGIU.L is traded in GBp, while R2SC.L is traded in GBP. To make them comparable, the R2SC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGIU.L achieves a 1.28% return, which is significantly lower than R2SC.L's 18.02% return. Over the past 10 years, XGIU.L has underperformed R2SC.L with an annualized return of 1.97%, while R2SC.L has yielded a comparatively higher 11.46% annualized return.


XGIU.L

1D
0.09%
1M
0.66%
YTD
1.28%
6M
0.66%
1Y
4.77%
3Y*
0.78%
5Y*
-1.04%
10Y*
1.97%

R2SC.L

1D
1.16%
1M
4.52%
YTD
18.02%
6M
15.96%
1Y
42.36%
3Y*
15.55%
5Y*
7.28%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGIU.L vs. R2SC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGIU.L
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
1.28%1.16%-1.40%-0.59%-12.25%3.51%7.89%4.14%3.71%1.12%
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
18.02%4.66%11.86%12.18%-11.55%15.87%15.73%20.67%-7.45%4.45%

Correlation

The correlation between XGIU.L and R2SC.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.05

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Return for Risk

XGIU.L vs. R2SC.L — Risk / Return Rank

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

XGIU.L
XGIU.L Risk / Return Rank: 2727
Overall Rank
XGIU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XGIU.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XGIU.L Omega Ratio Rank: 2626
Omega Ratio Rank
XGIU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
XGIU.L Martin Ratio Rank: 2424
Martin Ratio Rank

R2SC.L
R2SC.L Risk / Return Rank: 7777
Overall Rank
R2SC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
R2SC.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
R2SC.L Omega Ratio Rank: 7070
Omega Ratio Rank
R2SC.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
R2SC.L Martin Ratio Rank: 7676
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.

XGIU.L vs. R2SC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.


XGIU.LR2SC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.17

1.41

-0.24

Calmar ratioReturn relative to maximum drawdown

1.60

4.88

-3.28

Martin ratioReturn relative to average drawdown

3.05

14.39

-11.34

XGIU.L vs. R2SC.L - Sharpe Ratio Comparison

The current XGIU.L Sharpe Ratio is 0.93, which is lower than the R2SC.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of XGIU.L and R2SC.L, 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


XGIU.LR2SC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.46

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.36

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.55

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.55

-0.22

Drawdowns

XGIU.L vs. R2SC.L - Drawdown Comparison

The maximum XGIU.L drawdown since its inception was -20.08%, smaller than the maximum R2SC.L drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for XGIU.L and R2SC.L.


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Drawdown Indicators


XGIU.LR2SC.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-35.03%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-8.63%

+5.66%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-30.00%

+24.60%

Max Drawdown (5Y)

Largest decline over 5 years

-20.08%

-30.00%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-20.08%

-35.03%

+14.95%

Current Drawdown

Current decline from peak

-14.69%

-0.06%

-14.63%

Average Drawdown

Average peak-to-trough decline

-11.04%

-8.51%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

2.94%

-1.38%

Volatility

XGIU.L vs. R2SC.L - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) is 2.42%, while SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) has a volatility of 5.17%. This indicates that XGIU.L experiences smaller price fluctuations and is considered to be less risky than R2SC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGIU.LR2SC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

5.17%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

11.78%

-7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

17.18%

-12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

20.07%

-11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.64%

20.78%

-9.14%

XGIU.L vs. R2SC.L - Expense Ratio Comparison

XGIU.L has a 0.20% expense ratio, which is lower than R2SC.L's 0.30% expense ratio.


Dividends

XGIU.L vs. R2SC.L - Dividend Comparison

Neither XGIU.L nor R2SC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGIU.L and R2SC.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGIU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGIU.L is cheaper with a 0.20% expense ratio, compared with 0.30% for R2SC.L.

XGIU.L is categorized as Inflation-Protected Bonds, while R2SC.L is Small Cap Blend Equities. XGIU.L tracks Bloomberg Gbl Infl Linked TR USD, while R2SC.L tracks Russell 2000 TR USD. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.20% for XGIU.L and 0.30% for R2SC.L.

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