XRS2.DE vs. LSMC.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 28.49%/yr for LSMC.DE. A 0.54 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.45%/yr for LSMC.DE.
Performance
XRS2.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, XRS2.DE has underperformed LSMC.DE with an annualized return of 10.28%, while LSMC.DE has yielded a comparatively higher 28.49% 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%
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
XRS2.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between XRS2.DE and LSMC.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.54 |
The correlation between XRS2.DE and LSMC.DE has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. LSMC.DE — Risk / Return Rank
XRS2.DE
LSMC.DE
XRS2.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.59 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 10.37 | -5.86 |
| Martin ratioReturn relative to average drawdown | 13.20 | 32.83 | -19.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRS2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 4.27 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.15 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.09 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.82 | -0.44 |
Drawdowns
XRS2.DE vs. LSMC.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, roughly equal to the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and LSMC.DE.
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Drawdown Indicators
| XRS2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -39.77% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -12.53% | +4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -36.22% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -39.77% | +7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -39.77% | -1.36% |
Current DrawdownCurrent decline from peak | 0.00% | -3.34% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -9.37% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.96% | -1.07% |
Volatility
XRS2.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) is 5.29%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that XRS2.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 11.23% | -5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 22.18% | -10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 30.40% | -12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 31.21% | -10.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 26.06% | -4.37% |
XRS2.DE vs. LSMC.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
XRS2.DE vs. LSMC.DE - Dividend Comparison
Neither XRS2.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and LSMC.DE have a correlation of 0.56, 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 0.45% for LSMC.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while LSMC.DE is Semiconductors. XRS2.DE tracks Russell 2000®, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for XRS2.DE and 0.45% for LSMC.DE.
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