XRS2.DE vs. XNAS.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XRS2.DE returned 7.04%/yr vs 18.79%/yr for XNAS.DE. A 0.65 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.20%/yr for XNAS.DE.
Performance
XRS2.DE vs. XNAS.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 XNAS.DE's 20.53% 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%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XRS2.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 1.31% | 15.81% | 14.81% | -16.50% | 13.24% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XRS2.DE and XNAS.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.65 |
The correlation between XRS2.DE and XNAS.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. XNAS.DE — Risk / Return Rank
XRS2.DE
XNAS.DE
XRS2.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 3.77 | +0.74 |
| Martin ratioReturn relative to average drawdown | 13.20 | 11.16 | +2.04 |
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 | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.40 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.93 | -0.60 |
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 | 0.91 | -0.53 |
Drawdowns
XRS2.DE vs. XNAS.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XNAS.DE.
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Drawdown Indicators
| XRS2.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -31.25% | -9.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -10.00% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -26.72% | -6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -31.25% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -7.83% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.38% | -0.49% |
Volatility
XRS2.DE vs. XNAS.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.31% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.91% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 15.71% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 19.88% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 19.84% | +1.85% |
XRS2.DE vs. XNAS.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
XRS2.DE vs. XNAS.DE - Dividend Comparison
Neither XRS2.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XNAS.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE is categorized as Small Cap Blend Equities, while XNAS.DE is Nasdaq-100. XRS2.DE tracks Russell 2000®, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for XRS2.DE and 0.20% for XNAS.DE.
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