XRS2.DE vs. XNGI.DE

Last updated Jun 5, 2026

XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XNGI.DE (Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XNGI.DE is a Technology Equities fund tracking the MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Both are passively managed. Over the past 3 years, XRS2.DE returned 15.29%/yr vs 27.17%/yr for XNGI.DE. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.

Performance

XRS2.DE vs. XNGI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XRS2.DE having a 17.70% return and XNGI.DE slightly lower at 17.43%.

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%

XNGI.DE

• 1D: -1.17%
• 1M: 11.22%
• YTD: 17.43%
• 6M: 15.47%
• 1Y: 29.49%
• 3Y*: 27.17%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XRS2.DE vs. XNGI.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C	17.70%	1.31%	15.81%	14.81%	-5.69%
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C	17.43%	7.77%	43.41%	52.53%	-14.06%

Correlation

The correlation between XRS2.DE and XNGI.DE is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jul 20, 2022	0.63

The correlation between XRS2.DE and XNGI.DE has been stable across timeframes, ranging from 0.59 to 0.63 - a consistent structural relationship.

Return for Risk

XRS2.DE vs. XNGI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRS2.DE

XRS2.DE Risk / Return Rank: 69
XRS2.DE Sharpe Ratio Rank: 64
XRS2.DE Sortino Ratio Rank: 63
XRS2.DE Omega Ratio Rank: 60
XRS2.DE Calmar Ratio Rank: 84
XRS2.DE Martin Ratio Rank: 71

XNGI.DE

XNGI.DE Risk / Return Rank: 41
XNGI.DE Sharpe Ratio Rank: 49
XNGI.DE Sortino Ratio Rank: 46
XNGI.DE Omega Ratio Rank: 46
XNGI.DE Calmar Ratio Rank: 33
XNGI.DE Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XRS2.DE vs. XNGI.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 Next Generation Internet Innovation UCITS ETF 1C (XNGI.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	XNGI.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.12	1.66	+0.46
Sortino ratio: Return per unit of downside risk	2.90	2.27	+0.63
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	4.51	1.60	+2.91
Martin ratio: Return relative to average drawdown	13.20	4.10	+9.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRS2.DE vs. XNGI.DE - Sharpe Ratio Comparison

The current XRS2.DE Sharpe Ratio is 2.12, which is comparable to the XNGI.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XRS2.DE and XNGI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XRS2.DE	XNGI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	1.66	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	—	—
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	1.20	-0.82

Drawdowns

XRS2.DE vs. XNGI.DE - Drawdown Comparison

The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XNGI.DE's maximum drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XNGI.DE.

Drawdown Indicators

	XRS2.DE	XNGI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.13%	-27.91%	-13.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.46%	-18.97%	+10.51%
Max Drawdown (3Y) Largest decline over 3 years	-32.77%	-27.91%	-4.86%
Max Drawdown (5Y) Largest decline over 5 years	-32.77%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.13%	—	—
Current Drawdown Current decline from peak	0.00%	-1.91%	+1.91%
Average Drawdown Average peak-to-trough decline	-9.77%	-6.21%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	7.40%	-4.51%

Volatility

XRS2.DE vs. XNGI.DE - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) have volatilities of 5.29% and 5.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRS2.DE	XNGI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	5.48%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	13.40%	-1.24%
Volatility (1Y) Calculated over the trailing 1-year period	18.02%	18.27%	-0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.98%	20.70%	+0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.69%	20.70%	+0.99%

XRS2.DE vs. XNGI.DE - Expense Ratio Comparison

Both XRS2.DE and XNGI.DE have an expense ratio of 0.30%.

Dividends

XRS2.DE vs. XNGI.DE - Dividend Comparison

Neither XRS2.DE nor XNGI.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XRS2.DE and XNGI.DE in my portfolio?

XRS2.DE and XNGI.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XRS2.DE or XNGI.DE?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XRS2.DE or XNGI.DE?

XRS2.DE and XNGI.DE have the same expense ratio: 0.30% per year.

What is the main difference between XRS2.DE and XNGI.DE?

XRS2.DE is categorized as Small Cap Blend Equities, while XNGI.DE is Technology Equities. XRS2.DE tracks Russell 2000®, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100.