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

Performance

XRS2.DE vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

VONG
VONG Risk / Return Rank: 4242
Overall Rank
VONG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4747
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VONG Martin Ratio Rank: 3636
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. 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.DEVONGDifference
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

XRS2.DE vs. VONG - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is higher than the VONG Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XRS2.DE and VONG, 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.DEVONGDifference

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.DEVONGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.28%

+1.28%

Average Drawdown

Average peak-to-trough decline

-9.77%

-4.93%

-4.84%

Ulcer Index

Depth 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.DEVONGDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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