XRS2.DE vs. XESC.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 10.49%/yr for XESC.DE. A 0.65 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.09%/yr for XESC.DE.
Performance
XRS2.DE vs. XESC.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 XESC.DE's 7.20% return. Both investments have delivered pretty close results over the past 10 years, with XRS2.DE having a 10.28% annualized return and XESC.DE not far ahead at 10.49%.
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%
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XRS2.DE vs. XESC.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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XRS2.DE and XESC.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.65 |
The correlation between XRS2.DE and XESC.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. XESC.DE — Risk / Return Rank
XRS2.DE
XESC.DE
XRS2.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 1.45 | +3.06 |
| Martin ratioReturn relative to average drawdown | 13.20 | 4.94 | +8.27 |
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 | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 0.98 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.65 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.57 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.32 | +0.05 |
Drawdowns
XRS2.DE vs. XESC.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XESC.DE.
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Drawdown Indicators
| XRS2.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -45.38% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -10.88% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -16.53% | -16.24% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -23.33% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -38.51% | -2.62% |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -8.39% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.19% | -0.30% |
Volatility
XRS2.DE vs. XESC.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.90%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.90% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 13.02% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 16.01% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 17.54% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 18.27% | +3.42% |
XRS2.DE vs. XESC.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
XRS2.DE vs. XESC.DE - Dividend Comparison
Neither XRS2.DE nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XRS2.DE and XESC.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while XESC.DE is Europe Equities. XRS2.DE tracks Russell 2000®, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.30% for XRS2.DE and 0.09% for XESC.DE.
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