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

Performance

XRS2.DE vs. SMLK.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 S&P SmallCap 600 UCITS ETF A (SMLK.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 17.70% return, which is significantly higher than SMLK.DE's 15.73% 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%

SMLK.DE

1D
0.95%
1M
2.04%
YTD
15.73%
6M
15.83%
1Y
31.00%
3Y*
12.46%
5Y*
6.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. SMLK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XRS2.DE
Xtrackers Russell 2000 UCITS ETF 1C
17.70%1.31%15.81%14.81%-16.50%5.03%
SMLK.DE
Invesco S&P SmallCap 600 UCITS ETF A
15.73%-4.02%13.30%13.97%-11.83%10.98%

Correlation

The correlation between XRS2.DE and SMLK.DE is 0.92, 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

0.92

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.96

The correlation between XRS2.DE and SMLK.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

XRS2.DE vs. SMLK.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: 6969
Overall Rank
XRS2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 6060
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 7171
Martin Ratio Rank

SMLK.DE
SMLK.DE Risk / Return Rank: 6666
Overall Rank
SMLK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SMLK.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
SMLK.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SMLK.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMLK.DE Martin Ratio Rank: 7676
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. SMLK.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 S&P SmallCap 600 UCITS ETF A (SMLK.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.DESMLK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.36

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

4.51

5.02

-0.52

Martin ratioReturn relative to average drawdown

13.20

14.18

-0.98

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

The current XRS2.DE Sharpe Ratio is 2.12, which is comparable to the SMLK.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XRS2.DE and SMLK.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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Sharpe Ratios by Period


XRS2.DESMLK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.88

+0.24

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.34

+0.04

Drawdowns

XRS2.DE vs. SMLK.DE - Drawdown Comparison

The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than SMLK.DE's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and SMLK.DE.


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Drawdown Indicators


XRS2.DESMLK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-32.69%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

-6.15%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-32.77%

-32.69%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

-32.69%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.77%

-8.96%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.18%

+0.71%

Volatility

XRS2.DE vs. SMLK.DE - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) at 4.06%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than SMLK.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.DESMLK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

4.06%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

10.55%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

16.46%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

20.01%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

19.98%

+1.71%

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

XRS2.DE has a 0.30% expense ratio, which is higher than SMLK.DE's 0.14% expense ratio.


Dividends

XRS2.DE vs. SMLK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, XRS2.DE and SMLK.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.

On fees, SMLK.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLK.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for XRS2.DE.

XRS2.DE tracks Russell 2000®, while SMLK.DE tracks S&P SmallCap 600. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for XRS2.DE and 0.14% for SMLK.DE.

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