XRSG.L vs. AVUV
Compare and contrast key facts about Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Avantis U.S. Small Cap Value ETF (AVUV).
XRSG.L and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRSG.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 6, 2015. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRSG.L or AVUV.
Key characteristics
| XRSG.L | AVUV | |
|---|---|---|
| YTD Return | 18.11% | 18.21% |
| 1Y Return | 38.05% | 40.46% |
| 3Y Return (Ann) | 2.78% | 9.87% |
| 5Y Return (Ann) | 9.91% | 16.70% |
| Sharpe Ratio | 1.90 | 1.94 |
| Sortino Ratio | 2.86 | 2.83 |
| Omega Ratio | 1.35 | 1.35 |
| Calmar Ratio | 1.87 | 3.85 |
| Martin Ratio | 9.21 | 10.17 |
| Ulcer Index | 4.06% | 4.16% |
| Daily Std Dev | 19.64% | 21.74% |
| Max Drawdown | -35.31% | -49.42% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XRSG.L and AVUV is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XRSG.L vs. AVUV - Performance Comparison
The year-to-date returns for both investments are quite close, with XRSG.L having a 18.11% return and AVUV slightly higher at 18.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XRSG.L vs. AVUV - Expense Ratio Comparison
XRSG.L has a 0.30% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
XRSG.L vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
XRSG.L vs. AVUV - Dividend Comparison
XRSG.L has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.49% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Drawdowns
XRSG.L vs. AVUV - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -35.31%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for XRSG.L and AVUV. For additional features, visit the drawdowns tool.
Volatility
XRSG.L vs. AVUV - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 6.48%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.55%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.