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 11.27%/yr vs 7.03%/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 23.97% return, which is significantly higher than ^STOXX's 7.15% return. Over the past 10 years, XRS2.DE has outperformed ^STOXX with an annualized return of 11.27%, while ^STOXX has yielded a comparatively lower 7.03% 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%
^STOXX
- 1D
- 0.08%
- 1M
- 1.14%
- YTD
- 7.15%
- 6M
- 7.89%
- 1Y
- 18.28%
- 3Y*
- 11.91%
- 5Y*
- 6.78%
- 10Y*
- 7.03%
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 | 23.97% | 1.29% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
^STOXX STOXX Europe 600 Index | 7.15% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
Correlation
The correlation between XRS2.DE and ^STOXX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.67 |
Over the past year, the correlation between XRS2.DE and ^STOXX has dropped to 0.46 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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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.
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 | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 1.85 | +3.01 |
| Martin ratioReturn relative to average drawdown | 16.47 | 6.73 | +9.74 |
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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 -60.54%. 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% | -60.54% | +19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -9.56% | +0.33% |
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% | -0.65% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -14.59% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.61% | +0.12% |
Volatility
XRS2.DE vs. ^STOXX - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.92% compared to STOXX Europe 600 Index (^STOXX) at 2.80%. 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 | 5.92% | 2.80% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 10.28% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 12.23% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.26% | 14.20% | +7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 15.27% | +7.10% |
Frequently Asked Questions
XRS2.DE and ^STOXX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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