XRS2.DE vs. XMME.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XRS2.DE returned 7.04%/yr vs 8.66%/yr for XMME.DE. A 0.58 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.18%/yr for XMME.DE.
Performance
XRS2.DE vs. XMME.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 XMME.DE's 30.06% 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%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XRS2.DE vs. XMME.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% | 3.28% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 30.06% | 18.69% | 13.82% | 5.89% | -15.00% | 4.75% | 6.57% | 21.91% | -11.16% | 7.23% |
Correlation
The correlation between XRS2.DE and XMME.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.58 |
The correlation between XRS2.DE and XMME.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. XMME.DE — Risk / Return Rank
XRS2.DE
XMME.DE
XRS2.DE vs. XMME.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 Emerging Markets UCITS ETF 1C (XMME.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 | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.55 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 4.98 | -0.47 |
| Martin ratioReturn relative to average drawdown | 13.20 | 18.04 | -4.84 |
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 | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 3.00 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.51 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.45 | -0.07 |
Drawdowns
XRS2.DE vs. XMME.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XMME.DE's maximum drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XMME.DE.
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Drawdown Indicators
| XRS2.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -31.96% | -9.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -10.67% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -19.16% | -13.61% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -24.38% | -8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.04% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -9.53% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.95% | -0.06% |
Volatility
XRS2.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) is 5.29%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XRS2.DE experiences smaller price fluctuations and is considered to be less risky than XMME.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 | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.48% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 14.90% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 17.70% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 16.74% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 18.61% | +3.08% |
XRS2.DE vs. XMME.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
XRS2.DE vs. XMME.DE - Dividend Comparison
Neither XRS2.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XMME.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMME.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMME.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while XMME.DE is Emerging Markets Equities. XRS2.DE tracks Russell 2000®, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.30% for XRS2.DE and 0.18% for XMME.DE.
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