XRS2.DE vs. SXRG.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) are both Small Cap Blend Equities funds - XRS2.DE tracks the Russell 2000® while SXRG.DE tracks the MSCI USA Small Cap ESG Enhanced Focus CTB. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 10.73%/yr for SXRG.DE. With a 0.97 correlation, they move nearly in lockstep. XRS2.DE charges 0.30%/yr vs 0.43%/yr for SXRG.DE.
Performance
XRS2.DE vs. SXRG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly higher than SXRG.DE's 16.26% return. Both investments have delivered pretty close results over the past 10 years, with XRS2.DE having a 10.28% annualized return and SXRG.DE not far ahead at 10.73%.
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%
SXRG.DE
- 1D
- 0.84%
- 1M
- 3.27%
- YTD
- 16.26%
- 6M
- 15.73%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
XRS2.DE vs. SXRG.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% |
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.34% |
Correlation
The correlation between XRS2.DE and SXRG.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.97 |
The correlation between XRS2.DE and SXRG.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XRS2.DE vs. SXRG.DE — Risk / Return Rank
XRS2.DE
SXRG.DE
XRS2.DE vs. SXRG.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 MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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 | SXRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 5.15 | -0.65 |
| Martin ratioReturn relative to average drawdown | 13.20 | 15.48 | -2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XRS2.DE | SXRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.01 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.38 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.52 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.52 | -0.15 |
Drawdowns
XRS2.DE vs. SXRG.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, roughly equal to the maximum SXRG.DE drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and SXRG.DE.
Loading charts...
Drawdown Indicators
| XRS2.DE | SXRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -41.79% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -6.17% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -31.54% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -31.54% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -41.79% | +0.66% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -7.92% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.06% | +0.83% |
Volatility
XRS2.DE vs. SXRG.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) at 3.75%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than SXRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRS2.DE | SXRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.75% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.11% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 15.79% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 19.72% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 20.35% | +1.34% |
XRS2.DE vs. SXRG.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is lower than SXRG.DE's 0.43% expense ratio.
Dividends
XRS2.DE vs. SXRG.DE - Dividend Comparison
Neither XRS2.DE nor SXRG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, XRS2.DE and SXRG.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, 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 0.43% for SXRG.DE.
XRS2.DE tracks Russell 2000®, while SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRS2.DE and 0.43% for SXRG.DE.
Find the right allocation for XRS2.DE and SXRG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer