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. A 0.56 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 17.70% return, which is significantly higher than ^GSPC's 12.06% return.
XRS2.DE
- 1D
- 0.92%
- 1M
- 2.92%
- YTD
- 17.70%
- 6M
- 16.56%
- 1Y
- 38.02%
- 3Y*
- 15.29%
- 5Y*
- 7.04%
- 10Y*
- 10.28%
^GSPC
- 1D
- 0.00%
- 1M
- 4.16%
- YTD
- 12.06%
- 6M
- 10.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRS2.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 15.68% |
^GSPC S&P 500 Index | 9.98% | 10.65% |
Correlation
The correlation between XRS2.DE and ^GSPC is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.56 |
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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.
| XRS2.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | — | — |
| Martin ratioReturn relative to average drawdown | 13.20 | — | — |
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
| XRS2.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.98 | -1.61 |
Drawdowns
XRS2.DE vs. ^GSPC - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than ^GSPC's maximum drawdown of -7.57%. 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% | -7.57% | -33.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.20% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -1.39% | -8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | — | — |
Volatility
XRS2.DE vs. ^GSPC - Volatility Comparison
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Volatility by Period
| XRS2.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 12.22% | +5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 12.22% | +8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 12.22% | +9.47% |
Frequently Asked Questions
XRS2.DE and ^GSPC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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