XRS2.DE vs. VONG
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and VONG (Vanguard Russell 1000 Growth ETF) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while VONG is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 18.33%/yr for VONG. At a 0.43 correlation, their price movements are largely independent. XRS2.DE charges 0.30%/yr vs 0.06%/yr for VONG.
Performance
XRS2.DE vs. VONG - Performance Comparison
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Different Trading Currencies
XRS2.DE is traded in EUR, while VONG is traded in USD. To make them comparable, the VONG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly higher than VONG's 8.62% return. Over the past 10 years, XRS2.DE has underperformed VONG with an annualized return of 10.28%, while VONG has yielded a comparatively higher 18.33% annualized return.
XRS2.DE
- 1D
- 0.92%
- 1M
- 3.99%
- YTD
- 17.70%
- 6M
- 16.69%
- 1Y
- 38.28%
- 3Y*
- 15.29%
- 5Y*
- 7.04%
- 10Y*
- 10.28%
VONG
- 1D
- 0.07%
- 1M
- 6.06%
- YTD
- 8.62%
- 6M
- 6.82%
- 1Y
- 23.42%
- 3Y*
- 21.74%
- 5Y*
- 16.50%
- 10Y*
- 18.33%
XRS2.DE vs. VONG - 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% |
VONG Vanguard Russell 1000 Growth ETF | 8.62% | 4.39% | 41.99% | 38.40% | -24.79% | 37.15% | 26.90% | 39.13% | 3.09% | 14.07% |
Correlation
The correlation between XRS2.DE and VONG is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.43 |
The correlation between XRS2.DE and VONG shifts across timeframes, from 0.37 (3 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRS2.DE vs. VONG — Risk / Return Rank
XRS2.DE
VONG
XRS2.DE vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Vanguard Russell 1000 Growth ETF (VONG). 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 | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 1.55 | +2.96 |
| Martin ratioReturn relative to average drawdown | 13.20 | 4.51 | +8.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRS2.DE | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.50 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.78 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.87 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.93 | -0.55 |
Drawdowns
XRS2.DE vs. VONG - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than VONG's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and VONG.
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Drawdown Indicators
| XRS2.DE | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -31.19% | -9.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -15.20% | +6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -27.92% | -4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -27.92% | -4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -31.19% | -9.94% |
Current DrawdownCurrent decline from peak | 0.00% | -1.28% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -4.93% | -4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.21% | -2.32% |
Volatility
XRS2.DE vs. VONG - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.10%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than VONG 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 | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.10% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 11.12% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 15.70% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 21.12% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 21.24% | +0.45% |
XRS2.DE vs. VONG - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than VONG's 0.06% expense ratio.
Dividends
XRS2.DE vs. VONG - Dividend Comparison
XRS2.DE has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 0.43% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
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% |
Frequently Asked Questions
XRS2.DE and VONG have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VONG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VONG is cheaper with a 0.06% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while VONG is Large Cap Growth Equities. XRS2.DE tracks Russell 2000®, while VONG tracks Russell 1000 Growth Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.30% for XRS2.DE and 0.06% for VONG.
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