XRS2.DE vs. XDEW.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.10%/yr vs 11.13%/yr for XDEW.DE. Their correlation of 0.87 suggests significant overlap in exposure. XRS2.DE charges 0.30%/yr vs 0.20%/yr for XDEW.DE.
Performance
XRS2.DE vs. XDEW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XRS2.DE achieves a 22.30% return, which is significantly higher than XDEW.DE's 14.89% return. Over the past 10 years, XRS2.DE has underperformed XDEW.DE with an annualized return of 10.10%, while XDEW.DE has yielded a comparatively higher 11.13% annualized return.
XRS2.DE
- 1D
- 0.40%
- 1M
- 2.81%
- 6M
- 13.64%
- YTD
- 22.30%
- 1Y
- 40.91%
- 3Y*
- 15.64%
- 5Y*
- 8.06%
- 10Y*
- 10.10%
XDEW.DE
- 1D
- 0.65%
- 1M
- 2.83%
- 6M
- 10.05%
- YTD
- 14.89%
- 1Y
- 23.44%
- 3Y*
- 13.01%
- 5Y*
- 9.59%
- 10Y*
- 11.13%
XRS2.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 22.30% | 1.29% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.89% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XRS2.DE and XDEW.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.87 |
Over the past year, the correlation between XRS2.DE and XDEW.DE has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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. XDEW.DE — Risk / Return Rank
XRS2.DE
XDEW.DE
XRS2.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 4.61 | -0.20 |
| Martin ratioReturn relative to average drawdown | 14.79 | 14.21 | +0.58 |
Loading charts...
Drawdowns
XRS2.DE vs. XDEW.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XDEW.DE.
Loading charts...
Drawdown Indicators
| XRS2.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -38.79% | -2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -5.06% | -4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -22.70% | -10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -22.70% | -10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -38.79% | -2.34% |
Current DrawdownCurrent decline from peak | -2.18% | -0.27% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -5.33% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.64% | +1.12% |
Volatility
XRS2.DE vs. XDEW.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 4.51% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.78%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRS2.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 2.78% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 6.93% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 10.66% | +8.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 14.91% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 16.80% | +5.55% |
XRS2.DE vs. XDEW.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
XRS2.DE vs. XDEW.DE - Dividend Comparison
Neither XRS2.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XDEW.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while XDEW.DE is S&P 500. XRS2.DE tracks Russell 2000®, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.30% for XRS2.DE and 0.20% for XDEW.DE.
Find the right allocation for XRS2.DE and XDEW.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