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XRS2.DE vs. IUS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRS2.DE vs. IUS3.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 iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE). 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 22.30% return, which is significantly lower than IUS3.DE's 23.46% return. Both investments have delivered pretty close results over the past 10 years, with XRS2.DE having a 10.10% annualized return and IUS3.DE not far behind at 9.96%.


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%

IUS3.DE

1D
0.83%
1M
4.36%
6M
16.21%
YTD
23.46%
1Y
38.13%
3Y*
13.45%
5Y*
8.16%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. IUS3.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%
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
23.46%-4.35%12.84%13.50%-12.46%38.71%0.11%25.84%-6.51%-0.88%

Correlation

The correlation between XRS2.DE and IUS3.DE is 0.76, 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

0.76

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

0.90

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

0.93

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

0.95

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

0.95

The correlation between XRS2.DE and IUS3.DE shifts across timeframes, from 0.76 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XRS2.DE vs. IUS3.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

IUS3.DE
IUS3.DE Risk / Return Rank: 9090
Overall Rank
IUS3.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IUS3.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
IUS3.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IUS3.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IUS3.DE Martin Ratio Rank: 9292
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. IUS3.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 iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.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.DEIUS3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

4.41

6.04

-1.63

Martin ratioReturn relative to average drawdown

14.79

17.84

-3.05

XRS2.DE vs. IUS3.DE - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is comparable to the IUS3.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of XRS2.DE and IUS3.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. IUS3.DE - Drawdown Comparison

The maximum XRS2.DE drawdown since its inception was -41.13%, smaller than the maximum IUS3.DE drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and IUS3.DE.


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Drawdown Indicators


XRS2.DEIUS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-57.43%

+16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-6.28%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-32.77%

-32.89%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

-32.89%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-41.55%

+0.42%

Current Drawdown

Current decline from peak

-2.18%

-1.52%

-0.66%

Average Drawdown

Average peak-to-trough decline

-10.84%

-12.68%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.13%

+0.63%

Volatility

XRS2.DE vs. IUS3.DE - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) have volatilities of 4.51% and 4.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRS2.DEIUS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.48%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

10.98%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

16.55%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

20.07%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

21.39%

+0.96%

XRS2.DE vs. IUS3.DE - Expense Ratio Comparison

XRS2.DE has a 0.30% expense ratio, which is lower than IUS3.DE's 0.40% expense ratio.


Dividends

XRS2.DE vs. IUS3.DE - Dividend Comparison

XRS2.DE has not paid dividends to shareholders, while IUS3.DE's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
1.00%1.24%1.13%1.08%1.05%0.62%0.96%0.92%0.98%0.79%0.84%0.54%
XRS2.DE
Xtrackers Russell 2000 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XRS2.DE and IUS3.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRS2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRS2.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IUS3.DE.

XRS2.DE tracks Russell 2000®, while IUS3.DE tracks S&P SmallCap 600 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRS2.DE and 0.40% for IUS3.DE.

Portfolio Optimizer

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