XRS2.DE vs. XDWT.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 24.00%/yr for XDWT.DE. A 0.65 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.25%/yr for XDWT.DE.
Performance
XRS2.DE vs. XDWT.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 lower than XDWT.DE's 25.23% return. Over the past 10 years, XRS2.DE has underperformed XDWT.DE with an annualized return of 10.28%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XRS2.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between XRS2.DE and XDWT.DE is 0.58, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.65 |
The correlation between XRS2.DE and XDWT.DE shifts across timeframes, from 0.54 (3 years) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XRS2.DE vs. XDWT.DE — Risk / Return Rank
XRS2.DE
XDWT.DE
XRS2.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 3.12 | +1.39 |
| Martin ratioReturn relative to average drawdown | 13.20 | 8.24 | +4.96 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.38 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.99 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.11 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.09 | -0.71 |
Drawdowns
XRS2.DE vs. XDWT.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XDWT.DE.
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Drawdown Indicators
| XRS2.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -31.61% | -9.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -15.59% | +7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -29.46% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -29.46% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -31.61% | -9.52% |
Current DrawdownCurrent decline from peak | 0.00% | -2.61% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -5.82% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.91% | -3.02% |
Volatility
XRS2.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) is 5.29%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XRS2.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.11% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 14.96% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 20.39% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 22.55% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 21.46% | +0.23% |
XRS2.DE vs. XDWT.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.
Dividends
XRS2.DE vs. XDWT.DE - Dividend Comparison
Neither XRS2.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XDWT.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while XDWT.DE is Technology Equities. XRS2.DE tracks Russell 2000®, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.30% for XRS2.DE and 0.25% for XDWT.DE.
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