XRS2.DE vs. XSX6.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XRS2.DE returned 10.28%/yr vs 9.14%/yr for XSX6.DE. A 0.68 correlation means they provide meaningful diversification when combined. XRS2.DE charges 0.30%/yr vs 0.20%/yr for XSX6.DE.
Performance
XRS2.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XRS2.DE has outperformed XSX6.DE with an annualized return of 10.28%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XRS2.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XRS2.DE and XSX6.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 | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.68 |
The correlation between XRS2.DE and XSX6.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. XSX6.DE — Risk / Return Rank
XRS2.DE
XSX6.DE
XRS2.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.24 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 1.73 | +2.78 |
| Martin ratioReturn relative to average drawdown | 13.20 | 6.55 | +6.65 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.26 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.66 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.58 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.59 | -0.22 |
Drawdowns
XRS2.DE vs. XSX6.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and XSX6.DE.
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Drawdown Indicators
| XRS2.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -36.05% | -5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -9.46% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -16.37% | -16.40% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -20.84% | -11.93% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -36.05% | -5.08% |
Current DrawdownCurrent decline from peak | 0.00% | -1.56% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -5.27% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.50% | +0.39% |
Volatility
XRS2.DE vs. XSX6.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.26% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.73% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 12.95% | +5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 14.44% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 15.61% | +6.08% |
XRS2.DE vs. XSX6.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Dividends
XRS2.DE vs. XSX6.DE - Dividend Comparison
Neither XRS2.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and XSX6.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.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.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 XSX6.DE is Europe Equities. XRS2.DE tracks Russell 2000®, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.30% for XRS2.DE and 0.20% for XSX6.DE.
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