XRS2.DE vs. VGK
Compare and contrast key facts about Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Vanguard FTSE Europe ETF (VGK).
XRS2.DE and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRS2.DE is a passively managed fund by Xtrackers that tracks the performance of the Russell 2000®. It was launched on Mar 6, 2015. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both XRS2.DE and VGK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRS2.DE or VGK.
Key characteristics
| XRS2.DE | VGK | |
|---|---|---|
| YTD Return | 9.00% | 12.48% |
| 1Y Return | 18.76% | 22.44% |
| 3Y Return (Ann) | 3.80% | 5.72% |
| 5Y Return (Ann) | 8.06% | 8.91% |
| Sharpe Ratio | 1.08 | 1.67 |
| Daily Std Dev | 19.34% | 13.44% |
| Max Drawdown | -41.13% | -63.61% |
| Current Drawdown | -3.25% | 0.00% |
Correlation
The correlation between XRS2.DE and VGK is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XRS2.DE vs. VGK - Performance Comparison
In the year-to-date period, XRS2.DE achieves a 9.00% return, which is significantly lower than VGK's 12.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XRS2.DE vs. VGK - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than VGK's 0.08% expense ratio.
Risk-Adjusted Performance
XRS2.DE vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Vanguard FTSE Europe ETF (VGK). 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.
Dividends
XRS2.DE vs. VGK - Dividend Comparison
XRS2.DE has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 2.86% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
XRS2.DE vs. VGK - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and VGK. For additional features, visit the drawdowns tool.
Volatility
XRS2.DE vs. VGK - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 6.77% compared to Vanguard FTSE Europe ETF (VGK) at 3.86%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.