XRS2.DE vs. VWCG.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 5 years, XRS2.DE returned 7.04%/yr vs 9.96%/yr for VWCG.DE. A 0.67 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.10%/yr for VWCG.DE.
Performance
XRS2.DE vs. VWCG.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 VWCG.DE's 7.34% return.
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%
VWCG.DE
- 1D
- 0.57%
- 1M
- 1.01%
- YTD
- 7.34%
- 6M
- 9.93%
- 1Y
- 16.18%
- 3Y*
- 14.09%
- 5Y*
- 9.96%
- 10Y*
- —
XRS2.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 1.31% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 8.93% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.34% | 20.45% | 8.94% | 16.07% | -9.71% | 24.74% | -2.59% | 11.39% |
Correlation
The correlation between XRS2.DE and VWCG.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2019 | 0.67 |
The correlation between XRS2.DE and VWCG.DE has been stable across timeframes, ranging from 0.60 to 0.67 - 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. VWCG.DE — Risk / Return Rank
XRS2.DE
VWCG.DE
XRS2.DE vs. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.24 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 1.70 | +2.80 |
| Martin ratioReturn relative to average drawdown | 13.20 | 6.40 | +6.80 |
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 | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.26 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.69 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.64 | -0.26 |
Drawdowns
XRS2.DE vs. VWCG.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than VWCG.DE's maximum drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and VWCG.DE.
Loading charts...
Drawdown Indicators
| XRS2.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -35.68% | -5.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -9.58% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -16.07% | -16.70% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -20.10% | -12.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.51% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -5.10% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.55% | +0.34% |
Volatility
XRS2.DE vs. VWCG.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 4.33%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRS2.DE | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.33% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.64% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 12.91% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 14.29% | +6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 17.09% | +4.60% |
XRS2.DE vs. VWCG.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than VWCG.DE's 0.10% expense ratio.
Dividends
XRS2.DE vs. VWCG.DE - Dividend Comparison
Neither XRS2.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and VWCG.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while VWCG.DE is Europe Equities. XRS2.DE tracks Russell 2000®, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.30% for XRS2.DE and 0.10% for VWCG.DE.
Find the right allocation for XRS2.DE and VWCG.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