XRS2.DE vs. XDWD.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 12.83%/yr for XDWD.DE. Their correlation of 0.81 suggests significant overlap in exposure. XRS2.DE charges 0.30%/yr vs 0.19%/yr for XDWD.DE.
Performance
XRS2.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly higher than XDWD.DE's 10.91% return. Over the past 10 years, XRS2.DE has underperformed XDWD.DE with an annualized return of 10.28%, while XDWD.DE has yielded a comparatively higher 12.83% annualized 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XRS2.DE vs. XDWD.DE - 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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XRS2.DE and XDWD.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.81 |
The correlation between XRS2.DE and XDWD.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. XDWD.DE — Risk / Return Rank
XRS2.DE
XDWD.DE
XRS2.DE vs. XDWD.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 MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 3.63 | +0.87 |
| Martin ratioReturn relative to average drawdown | 13.20 | 14.44 | -1.24 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.14 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.90 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.84 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.78 | -0.41 |
Drawdowns
XRS2.DE vs. XDWD.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XDWD.DE.
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Drawdown Indicators
| XRS2.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -33.55% | -7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -6.54% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -21.64% | -11.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -21.64% | -11.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -33.55% | -7.58% |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -4.55% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.65% | +1.24% |
Volatility
XRS2.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.60% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 7.77% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 11.12% | +6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 14.13% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 15.16% | +6.53% |
XRS2.DE vs. XDWD.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
XRS2.DE vs. XDWD.DE - Dividend Comparison
Neither XRS2.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XDWD.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while XDWD.DE is Global Equities. XRS2.DE tracks Russell 2000®, while XDWD.DE tracks MSCI World. Their fees differ too: 0.30% for XRS2.DE and 0.19% for XDWD.DE.
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