XRS2.DE vs. ^STOXX
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) is Small Cap Blend Equities fund tracking the Russell 2000®, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 6.19%/yr for ^STOXX. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
XRS2.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly higher than ^STOXX's 5.45% return. Over the past 10 years, XRS2.DE has outperformed ^STOXX with an annualized return of 10.28%, while ^STOXX has yielded a comparatively lower 6.19% annualized 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%
^STOXX
- 1D
- 0.52%
- 1M
- 2.42%
- YTD
- 5.45%
- 6M
- 7.88%
- 1Y
- 13.33%
- 3Y*
- 10.73%
- 5Y*
- 6.65%
- 10Y*
- 6.19%
XRS2.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
^STOXX STOXX Europe 600 Index | 5.45% | 16.66% | 5.98% | 12.73% | -12.90% | 22.25% | -4.04% | 23.16% | -13.24% | 7.68% |
Correlation
The correlation between XRS2.DE and ^STOXX is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.67 |
The correlation between XRS2.DE and ^STOXX has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. ^STOXX — Risk / Return Rank
XRS2.DE
^STOXX
XRS2.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and STOXX Europe 600 Index (^STOXX). 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 | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.20 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 1.37 | +3.13 |
| Martin ratioReturn relative to average drawdown | 13.20 | 4.91 | +8.29 |
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 | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.07 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.47 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.40 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.31 | +0.07 |
Drawdowns
XRS2.DE vs. ^STOXX - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and ^STOXX.
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Drawdown Indicators
| XRS2.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -61.04% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -9.56% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -16.56% | -16.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -22.55% | -10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -35.55% | -5.58% |
Current DrawdownCurrent decline from peak | 0.00% | -1.48% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -16.77% | +7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.67% | +0.22% |
Volatility
XRS2.DE vs. ^STOXX - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX 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 | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.63% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.21% | +1.95% |
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% | 13.98% | +7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 15.31% | +6.38% |
Frequently Asked Questions
XRS2.DE and ^STOXX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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