XRS2.DE vs. EXUS.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XRS2.DE returned 38.02% vs 20.06% for EXUS.DE. A 0.67 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.15%/yr for EXUS.DE.
Performance
XRS2.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly higher than EXUS.DE's 9.64% 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%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRS2.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 1.31% | 15.19% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XRS2.DE and EXUS.DE is 0.68, 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 | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.67 |
The correlation between XRS2.DE and EXUS.DE has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XRS2.DE vs. EXUS.DE — Risk / Return Rank
XRS2.DE
EXUS.DE
XRS2.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
| XRS2.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 2.30 | +2.20 |
| Martin ratioReturn relative to average drawdown | 13.20 | 9.01 | +4.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XRS2.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.62 | +0.50 |
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 | 1.10 | -0.72 |
Drawdowns
XRS2.DE vs. EXUS.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| XRS2.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -16.21% | -24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -8.68% | +0.22% |
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% | -0.76% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -1.78% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.23% | +0.66% |
Volatility
XRS2.DE vs. EXUS.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRS2.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.28% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.06% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 12.37% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 13.39% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 13.39% | +8.30% |
XRS2.DE vs. EXUS.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
XRS2.DE vs. EXUS.DE - Dividend Comparison
Neither XRS2.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and EXUS.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while EXUS.DE is Global Equities. XRS2.DE tracks Russell 2000®, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.30% for XRS2.DE and 0.15% for EXUS.DE.
Find the right allocation for XRS2.DE and EXUS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer