XRS2.DE vs. ^GSPC
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) is Small Cap Blend Equities fund tracking the Russell 2000®, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, XRS2.DE returned 11.27%/yr vs 13.39%/yr for ^GSPC. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
XRS2.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
XRS2.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XRS2.DE achieves a 23.97% return, which is significantly higher than ^GSPC's 11.08% return. Over the past 10 years, XRS2.DE has underperformed ^GSPC with an annualized return of 11.27%, while ^GSPC has yielded a comparatively higher 13.39% annualized return.
XRS2.DE
- 1D
- 1.37%
- 1M
- 5.98%
- YTD
- 23.97%
- 6M
- 23.46%
- 1Y
- 45.02%
- 3Y*
- 17.61%
- 5Y*
- 7.18%
- 10Y*
- 11.27%
^GSPC
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 11.08%
- 6M
- 9.96%
- 1Y
- 23.31%
- 3Y*
- 17.45%
- 5Y*
- 12.53%
- 10Y*
- 13.39%
XRS2.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 23.97% | 1.29% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between XRS2.DE and ^GSPC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.52 |
The correlation between XRS2.DE and ^GSPC shifts across timeframes, from 0.48 (5 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRS2.DE vs. ^GSPC — Risk / Return Rank
XRS2.DE
^GSPC
XRS2.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRS2.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 3.10 | +1.76 |
| Martin ratioReturn relative to average drawdown | 16.47 | 11.44 | +5.03 |
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Drawdowns
XRS2.DE vs. ^GSPC - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and ^GSPC.
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Drawdown Indicators
| XRS2.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -51.62% | +10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -7.57% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -23.99% | -8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -23.99% | -8.78% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -33.42% | -7.71% |
Current DrawdownCurrent decline from peak | 0.00% | -1.08% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -9.08% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.04% | +0.69% |
Volatility
XRS2.DE vs. ^GSPC - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.92% compared to S&P 500 Index (^GSPC) at 3.97%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRS2.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 3.97% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 9.16% | +4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 12.59% | +6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.26% | 16.85% | +4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 18.61% | +3.76% |
Frequently Asked Questions
XRS2.DE and ^GSPC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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