XRS2.DE vs. SXRV.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.04%/yr vs 20.55%/yr for SXRV.DE. A 0.69 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
XRS2.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRS2.DE achieves a 21.81% return, which is significantly higher than SXRV.DE's 18.64% return. Over the past 10 years, XRS2.DE has underperformed SXRV.DE with an annualized return of 10.04%, while SXRV.DE has yielded a comparatively higher 20.55% annualized return.
XRS2.DE
- 1D
- 0.70%
- 1M
- 1.69%
- 6M
- 15.19%
- YTD
- 21.81%
- 1Y
- 36.64%
- 3Y*
- 15.94%
- 5Y*
- 7.97%
- 10Y*
- 10.04%
SXRV.DE
- 1D
- -0.77%
- 1M
- -2.17%
- 6M
- 17.92%
- YTD
- 18.64%
- 1Y
- 30.21%
- 3Y*
- 23.00%
- 5Y*
- 15.96%
- 10Y*
- 20.55%
XRS2.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 21.81% | 1.29% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.64% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between XRS2.DE and SXRV.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.69 |
The correlation between XRS2.DE and SXRV.DE shifts across timeframes, from 0.52 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XRS2.DE vs. SXRV.DE — Risk / Return Rank
XRS2.DE
SXRV.DE
XRS2.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRS2.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 3.00 | +0.96 |
| Martin ratioReturn relative to average drawdown | 13.26 | 8.66 | +4.61 |
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Drawdowns
XRS2.DE vs. SXRV.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and SXRV.DE.
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Drawdown Indicators
| XRS2.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -32.80% | -8.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -10.03% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -26.69% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -31.33% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -31.33% | -9.80% |
Current DrawdownCurrent decline from peak | -2.57% | -2.88% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -6.47% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.48% | -0.72% |
Volatility
XRS2.DE vs. SXRV.DE - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) is 4.52%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.78%. This indicates that XRS2.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 5.78% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 12.46% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 16.99% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 20.01% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 19.72% | +2.63% |
XRS2.DE vs. SXRV.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
XRS2.DE vs. SXRV.DE - Dividend Comparison
Neither XRS2.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and SXRV.DE have a correlation of 0.52, 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 0.36% for SXRV.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while SXRV.DE is Nasdaq-100. XRS2.DE tracks Russell 2000®, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRS2.DE and 0.36% for SXRV.DE.
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