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XRSG.L vs. CUS1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XRSG.L vs. CUS1.L

Last updated Jun 5, 2026

XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and CUS1.L (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) are both Small Cap Blend Equities funds tracking the Russell 2000 TR USD, from Xtrackers and iShares respectively. Both are passively managed. Over the past 10 years, XRSG.L returned 11.37%/yr vs 11.83%/yr for CUS1.L. With a 0.97 correlation, they move nearly in lockstep. XRSG.L charges 0.30%/yr vs 0.43%/yr for CUS1.L.

Performance

XRSG.L vs. CUS1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRSG.L achieves a 17.87% return, which is significantly higher than CUS1.L's 15.99% return. Both investments have delivered pretty close results over the past 10 years, with XRSG.L having a 11.37% annualized return and CUS1.L not far ahead at 11.83%.

XRSG.L

1D
1.10%
1M
4.49%
YTD
17.87%
6M
15.72%
1Y
42.23%
3Y*
15.45%
5Y*
7.21%
10Y*
11.37%

CUS1.L

1D
1.06%
1M
4.90%
YTD
15.99%
6M
15.37%
1Y
35.71%
3Y*
13.68%
5Y*
7.82%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSG.L vs. CUS1.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		17.87%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%
CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)		15.99%2.68%11.54%11.30%-7.26%19.95%14.64%22.34%-6.43%6.42%

Correlation

The correlation between XRSG.L and CUS1.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.97

The correlation between XRSG.L and CUS1.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

XRSG.L vs. CUS1.L - Sectors Allocation Comparison

Sectors
XRSG.L
CUS1.L

Industrials

17.7%
19.6%

Technology

17.1%
16.8%

Healthcare

16.4%
12.6%

Financial Services

15.7%
15.1%

Consumer Cyclical

8.4%
10.5%

Real Estate

6.1%
7.0%

Energy

6.0%
5.6%

Basic Materials

4.8%
3.9%

Utilities

2.9%
2.7%

Communication Services

2.5%
2.5%

Consumer Defensive

2.4%
3.9%

Industrials

XRSG.L
17.7%
CUS1.L
19.6%

Technology

XRSG.L
17.1%
CUS1.L
16.8%

Healthcare

XRSG.L
16.4%
CUS1.L
12.6%

Financial Services

XRSG.L
15.7%
CUS1.L
15.1%

Consumer Cyclical

XRSG.L
8.4%
CUS1.L
10.5%

Real Estate

XRSG.L
6.1%
CUS1.L
7.0%

Energy

XRSG.L
6.0%
CUS1.L
5.6%

Basic Materials

XRSG.L
4.8%
CUS1.L
3.9%

Utilities

XRSG.L
2.9%
CUS1.L
2.7%

Communication Services

XRSG.L
2.5%
CUS1.L
2.5%

Consumer Defensive

XRSG.L
2.4%
CUS1.L
3.9%

Compare stocks, funds, or ETFs

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Xtrackers Russell 2000 UCITS ETF 1C

iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)

Often compared with XRSG.L:
XRSG.L vs. R2SC.LXRSG.L vs. WLDS.LXRSG.L vs. SPX4.LXRSG.L vs. XNAQ.LXRSG.L vs. SMGB.LXRSG.L vs. AVUVXRSG.L vs. IITU.L
Often compared with CUS1.L:
CUS1.L vs. WLDS.LCUS1.L vs. AVUVCUS1.L vs. R2SC.LCUS1.L vs. CSPX.LCUS1.L vs. AMZNCUS1.L vs. USSC.LCUS1.L vs. VIOG

Return for Risk

XRSG.L vs. CUS1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XRSG.L
XRSG.L Risk / Return Rank: 7777
Overall Rank
XRSG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7676
Martin Ratio Rank
CUS1.L
CUS1.L Risk / Return Rank: 7878
Overall Rank
CUS1.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CUS1.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CUS1.L Omega Ratio Rank: 7070
Omega Ratio Rank
CUS1.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
CUS1.L Martin Ratio Rank: 8484
Martin Ratio Rank
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.

XRSG.L vs. CUS1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L). 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.

XRSG.LCUS1.LDifference
Sharpe ratioReturn per unit of total volatility
2.49
2.40

+0.09

Sortino ratioReturn per unit of downside risk
3.35
3.25

+0.11

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

4.88

5.52

-0.64

Martin ratioReturn relative to average drawdown

14.33

17.02

-2.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRSG.L vs. CUS1.L - Sharpe Ratio Comparison

The current XRSG.L Sharpe Ratio is 2.49, which is comparable to the CUS1.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XRSG.L and CUS1.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XRSG.LCUS1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.40

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.41

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.60

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.71

-0.21

Drawdowns

XRSG.L vs. CUS1.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -35.31%, roughly equal to the maximum CUS1.L drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for XRSG.L and CUS1.L.

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Drawdown Indicators

XRSG.LCUS1.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-35.26%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-6.44%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-30.09%

-28.89%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-28.89%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-35.26%

-0.05%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.72%

-6.38%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.09%

+0.85%

Volatility

XRSG.L vs. CUS1.L - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a higher volatility of 5.20% compared to iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) at 3.89%. This indicates that XRSG.L's price experiences larger fluctuations and is considered to be riskier than CUS1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XRSG.LCUS1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

3.89%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

9.97%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

14.81%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

18.85%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

19.56%

+1.32%

XRSG.L vs. CUS1.L - Expense Ratio Comparison

XRSG.L has a 0.30% expense ratio, which is lower than CUS1.L's 0.43% expense ratio.

Dividends

XRSG.L vs. CUS1.L - Dividend Comparison

Neither XRSG.L nor CUS1.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.96, XRSG.L and CUS1.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XRSG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRSG.L is cheaper with a 0.30% expense ratio, compared with 0.43% for CUS1.L.

Both ETFs track Russell 2000 TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.43% for CUS1.L.

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