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

Performance

XRS2.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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

XRS2.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

XRS2.DE vs. XDEW.DE — 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: 8484
Overall Rank
XRS2.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 7979
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 8888
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 8787
Overall Rank
XDEW.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8787
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. 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.DEXDEW.DEDifference
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

XRS2.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is comparable to the XDEW.DE Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of XRS2.DE and XDEW.DE, 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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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.


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Drawdown Indicators


XRS2.DEXDEW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.18%

-0.27%

-1.91%

Average Drawdown

Average peak-to-trough decline

-10.84%

-5.33%

-5.51%

Ulcer Index

Depth 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.


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Volatility by Period


XRS2.DEXDEW.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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