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XRS2.DE vs. ETLZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRS2.DE vs. ETLZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XRS2.DE having a 22.30% return and ETLZ.DE slightly higher at 23.04%. Over the past 10 years, XRS2.DE has underperformed ETLZ.DE with an annualized return of 10.10%, while ETLZ.DE has yielded a comparatively higher 10.91% annualized return.


XRS2.DE

1D
0.40%
1M
2.81%
6M
13.64%
YTD
22.30%
1Y
40.91%
3Y*
15.64%
5Y*
8.06%
10Y*
10.10%

ETLZ.DE

1D
0.74%
1M
3.46%
6M
14.71%
YTD
23.04%
1Y
39.69%
3Y*
15.43%
5Y*
9.31%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. ETLZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRS2.DE
Xtrackers Russell 2000 UCITS ETF 1C
22.30%1.29%15.81%14.81%-16.50%24.61%8.18%28.79%-9.05%0.53%
ETLZ.DE
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
23.04%0.32%15.12%16.03%-14.22%30.61%8.11%28.84%-9.27%0.58%

Correlation

The correlation between XRS2.DE and ETLZ.DE is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2015

0.97

The correlation between XRS2.DE and ETLZ.DE shifts across timeframes, from 0.78 (1 year) to 0.97 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

XRS2.DE vs. ETLZ.DE — 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: 8484
Overall Rank
XRS2.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 7979
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 8888
Martin Ratio Rank

ETLZ.DE
ETLZ.DE Risk / Return Rank: 9090
Overall Rank
ETLZ.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ETLZ.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ETLZ.DE Omega Ratio Rank: 8585
Omega Ratio Rank
ETLZ.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ETLZ.DE Martin Ratio Rank: 9191
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. ETLZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE). 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.DEETLZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

4.41

5.61

-1.20

Martin ratioReturn relative to average drawdown

14.79

16.79

-2.00

XRS2.DE vs. ETLZ.DE - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is comparable to the ETLZ.DE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of XRS2.DE and ETLZ.DE, 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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Drawdowns

XRS2.DE vs. ETLZ.DE - Drawdown Comparison

The maximum XRS2.DE drawdown since its inception was -41.13%, smaller than the maximum ETLZ.DE drawdown of -58.36%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and ETLZ.DE.


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Drawdown Indicators


XRS2.DEETLZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-58.36%

+17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-7.04%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-32.77%

-31.34%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

-31.34%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-41.01%

-0.12%

Current Drawdown

Current decline from peak

-2.18%

-0.92%

-1.26%

Average Drawdown

Average peak-to-trough decline

-10.84%

-10.71%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.35%

+0.41%

Volatility

XRS2.DE vs. ETLZ.DE - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 4.51% compared to L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) at 4.19%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than ETLZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRS2.DEETLZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.19%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

11.21%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

16.56%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

19.97%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

21.00%

+1.35%

XRS2.DE vs. ETLZ.DE - Expense Ratio Comparison

Both XRS2.DE and ETLZ.DE have an expense ratio of 0.30%.


Dividends

XRS2.DE vs. ETLZ.DE - Dividend Comparison

Neither XRS2.DE nor ETLZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XRS2.DE and ETLZ.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XRS2.DE and ETLZ.DE have the same expense ratio: 0.30% per year.

XRS2.DE tracks Russell 2000®, while ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index. They also come from different issuers: Xtrackers and L&G.

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