XRS2.DE vs. XEON.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.01, they often move in opposite directions. XRS2.DE charges 0.30%/yr vs 0.10%/yr for XEON.DE.
Performance
XRS2.DE vs. XEON.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 XEON.DE's 0.80% return. Over the past 10 years, XRS2.DE has outperformed XEON.DE with an annualized return of 10.28%, while XEON.DE has yielded a comparatively lower 0.70% 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%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.95%
- 1Y
- 1.95%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XRS2.DE vs. XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between XRS2.DE and XEON.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | -0.01 |
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Return for Risk
XRS2.DE vs. XEON.DE — Risk / Return Rank
XRS2.DE
XEON.DE
XRS2.DE vs. XEON.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 II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.82 | ||
| Sortino ratioReturn per unit of downside risk | -18.34 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 4.27 | -2.92 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 69.36 | -64.85 |
| Martin ratioReturn relative to average drawdown | 13.20 | 316.53 | -303.33 |
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 | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 8.94 | -6.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 7.54 | -7.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.78 | -1.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.74 | -0.36 |
Drawdowns
XRS2.DE vs. XEON.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XEON.DE.
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Drawdown Indicators
| XRS2.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -3.71% | -37.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -0.03% | -8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -0.08% | -32.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -0.71% | -32.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -3.25% | -37.88% |
Current DrawdownCurrent decline from peak | 0.00% | -0.01% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -0.92% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 0.01% | +2.88% |
Volatility
XRS2.DE vs. XEON.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 0.04% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 0.16% | +12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 0.22% | +17.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 0.25% | +20.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 0.39% | +21.30% |
XRS2.DE vs. XEON.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
XRS2.DE vs. XEON.DE - Dividend Comparison
Neither XRS2.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XEON.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEON.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEON.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 XEON.DE is Bank Loan. XRS2.DE tracks Russell 2000®, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.30% for XRS2.DE and 0.10% for XEON.DE.
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