XRS2.DE vs. MWON.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and MWON.DE (Amundi S&P SmallCap 600 ESG UCITS ETF Dist) are both Small Cap Blend Equities funds - XRS2.DE tracks the Russell 2000® while MWON.DE tracks the S&P SmallCap 600 ESG+. Both are passively managed. Over the past 3 years, XRS2.DE returned 15.29%/yr vs 10.44%/yr for MWON.DE. Their correlation of 0.93 suggests significant overlap in exposure. XRS2.DE charges 0.30%/yr vs 0.35%/yr for MWON.DE.
Performance
XRS2.DE vs. MWON.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 higher than MWON.DE's 12.91% 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%
MWON.DE
- 1D
- 0.91%
- 1M
- 2.20%
- YTD
- 12.91%
- 6M
- 12.88%
- 1Y
- 23.39%
- 3Y*
- 10.44%
- 5Y*
- —
- 10Y*
- —
XRS2.DE vs. MWON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 1.31% | 15.81% | 10.29% |
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 12.91% | -7.43% | 13.55% | 11.44% |
Correlation
The correlation between XRS2.DE and MWON.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2023 | 0.93 |
The correlation between XRS2.DE and MWON.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. MWON.DE — Risk / Return Rank
XRS2.DE
MWON.DE
XRS2.DE vs. MWON.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 S&P SmallCap 600 ESG UCITS ETF Dist (MWON.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 | MWON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 2.67 | +1.84 |
| Martin ratioReturn relative to average drawdown | 13.20 | 8.28 | +4.93 |
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 | MWON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.38 | +0.74 |
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 | 0.44 | -0.06 |
Drawdowns
XRS2.DE vs. MWON.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than MWON.DE's maximum drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and MWON.DE.
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Drawdown Indicators
| XRS2.DE | MWON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -32.42% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -8.71% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -32.42% | -0.35% |
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% | -4.82% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -9.99% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.81% | +0.08% |
Volatility
XRS2.DE vs. MWON.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) at 4.21%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than MWON.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 | MWON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.21% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 11.41% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 16.85% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 19.61% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 19.61% | +2.08% |
XRS2.DE vs. MWON.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is lower than MWON.DE's 0.35% expense ratio.
Dividends
XRS2.DE vs. MWON.DE - Dividend Comparison
XRS2.DE has not paid dividends to shareholders, while MWON.DE's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 0.78% | 1.11% | 0.80% |
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XRS2.DE and MWON.DE have a correlation of 0.88, 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 0.35% for MWON.DE.
XRS2.DE tracks Russell 2000®, while MWON.DE tracks S&P SmallCap 600 ESG+. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for XRS2.DE and 0.35% for MWON.DE.
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