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XRS2.DE vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRS2.DE vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XRS2.DE
XRS2.DE Risk / Return Rank: 6969
Overall Rank
XRS2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 6060
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 7171
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 4545
Overall Rank
^STOXX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4646
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4242
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
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.

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^STOXXDifference
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

XRS2.DE vs. ^STOXX - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is higher than the ^STOXX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of XRS2.DE and ^STOXX, 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


XRS2.DE^STOXXDifference

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^STOXXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.48%

+1.48%

Average Drawdown

Average peak-to-trough decline

-9.77%

-16.77%

+7.00%

Ulcer Index

Depth 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^STOXXDifference

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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