XRS2.DE vs. SC0K.DE

Last updated Jun 5, 2026

XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and SC0K.DE (Invesco Russell 2000 UCITS ETF) are both Small Cap Blend Equities funds tracking the Russell 2000®, from Xtrackers and Invesco respectively. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 10.39%/yr for SC0K.DE. With a 0.98 correlation, they move nearly in lockstep. XRS2.DE charges 0.30%/yr vs 0.45%/yr for SC0K.DE.

Performance

XRS2.DE vs. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with XRS2.DE having a 17.70% return and SC0K.DE slightly higher at 17.93%. Both investments have delivered pretty close results over the past 10 years, with XRS2.DE having a 10.28% annualized return and SC0K.DE not far ahead at 10.39%.

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%

SC0K.DE

• 1D: 0.96%
• 1M: 3.02%
• YTD: 17.93%
• 6M: 16.73%
• 1Y: 38.36%
• 3Y*: 15.51%
• 5Y*: 7.16%
• 10Y*: 10.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. SC0K.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%
SC0K.DE Invesco Russell 2000 UCITS ETF	17.93%	1.56%	15.91%	14.84%	-16.55%	24.70%	8.14%	29.08%	-9.05%	0.67%

Correlation

The correlation between XRS2.DE and SC0K.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015	0.98

The correlation between XRS2.DE and SC0K.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

Return for Risk

XRS2.DE vs. SC0K.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: 69
XRS2.DE Sharpe Ratio Rank: 64
XRS2.DE Sortino Ratio Rank: 63
XRS2.DE Omega Ratio Rank: 60
XRS2.DE Calmar Ratio Rank: 84
XRS2.DE Martin Ratio Rank: 71

SC0K.DE

SC0K.DE Risk / Return Rank: 69
SC0K.DE Sharpe Ratio Rank: 64
SC0K.DE Sortino Ratio Rank: 63
SC0K.DE Omega Ratio Rank: 59
SC0K.DE Calmar Ratio Rank: 84
SC0K.DE Martin Ratio Rank: 72

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. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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	SC0K.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.12	-0.01
Sortino ratio: Return per unit of downside risk	2.90	2.90	0.00
Omega ratio: Gain probability vs. loss probability	1.36	1.36	0.00
Calmar ratio: Return relative to maximum drawdown	4.51	4.57	-0.06
Martin ratio: Return relative to average drawdown	13.20	13.31	-0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRS2.DE vs. SC0K.DE - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is comparable to the SC0K.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of XRS2.DE and SC0K.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.

Sharpe Ratios by Period

	XRS2.DE	SC0K.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.12	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.34	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.48	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.64	-0.26

Drawdowns

XRS2.DE vs. SC0K.DE - Drawdown Comparison

The maximum XRS2.DE drawdown since its inception was -41.13%, roughly equal to the maximum SC0K.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and SC0K.DE.

Drawdown Indicators

	XRS2.DE	SC0K.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.13%	-41.13%	0.00%
Max Drawdown (1Y) Largest decline over 1 year	-8.46%	-8.40%	-0.06%
Max Drawdown (3Y) Largest decline over 3 years	-32.77%	-32.50%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	-32.77%	-32.50%	-0.27%
Max Drawdown (10Y) Largest decline over 10 years	-41.13%	-41.13%	0.00%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.77%	-8.10%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.89%	0.00%

Volatility

XRS2.DE vs. SC0K.DE - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Invesco Russell 2000 UCITS ETF (SC0K.DE) have volatilities of 5.29% and 5.37%, 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.

Volatility by Period

	XRS2.DE	SC0K.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	5.37%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	12.22%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	18.02%	18.10%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.98%	20.93%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.69%	21.60%	+0.09%

XRS2.DE vs. SC0K.DE - Expense Ratio Comparison

XRS2.DE has a 0.30% expense ratio, which is lower than SC0K.DE's 0.45% expense ratio.

Dividends

XRS2.DE vs. SC0K.DE - Dividend Comparison

Neither XRS2.DE nor SC0K.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XRS2.DE and SC0K.DE in my portfolio?

With a correlation of 1.00, XRS2.DE and SC0K.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, XRS2.DE or SC0K.DE?

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.

Which ETF is cheaper, XRS2.DE or SC0K.DE?

XRS2.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for SC0K.DE.

What is the main difference between XRS2.DE and SC0K.DE?

Both ETFs track Russell 2000®. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for XRS2.DE and 0.45% for SC0K.DE.