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

Performance

XRSG.L vs. CUSS.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 CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XRSG.L is traded in GBp, while CUSS.L is traded in USD. To make them comparable, the CUSS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRSG.L achieves a 19.39% return, which is significantly higher than CUSS.L's 16.43% return. Both investments have delivered pretty close results over the past 10 years, with XRSG.L having a 10.21% annualized return and CUSS.L not far ahead at 10.58%.


XRSG.L

1D
-0.27%
1M
-0.27%
6M
12.88%
YTD
19.39%
1Y
33.68%
3Y*
15.54%
5Y*
7.77%
10Y*
10.21%

CUSS.L

1D
0.00%
1M
-2.10%
6M
11.12%
YTD
16.43%
1Y
28.47%
3Y*
12.93%
5Y*
7.96%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C
19.39%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)
16.43%2.30%11.72%11.84%-7.30%19.67%15.07%21.58%-5.62%6.06%

Correlation

The correlation between XRSG.L and CUSS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2015

0.93

The correlation between XRSG.L and CUSS.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

XRSG.L vs. CUSS.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: 7777
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 6868
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7676
Martin Ratio Rank

CUSS.L
CUSS.L Risk / Return Rank: 7878
Overall Rank
CUSS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CUSS.L Omega Ratio Rank: 6969
Omega Ratio Rank
CUSS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CUSS.L Martin Ratio Rank: 8181
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. CUSS.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 CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XRSG.LCUSS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

3.89

4.52

-0.62

Martin ratioReturn relative to average drawdown

11.29

13.69

-2.41

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

The current XRSG.L Sharpe Ratio is 1.97, which is comparable to the CUSS.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of XRSG.L and CUSS.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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Drawdowns

XRSG.L vs. CUSS.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than CUSS.L's maximum drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for XRSG.L and CUSS.L.


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Drawdown Indicators


XRSG.LCUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.07%

-35.69%

-12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-6.87%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-30.09%

-29.20%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-29.20%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-35.69%

+0.38%

Current Drawdown

Current decline from peak

-3.64%

-4.86%

+1.22%

Average Drawdown

Average peak-to-trough decline

-13.79%

-6.22%

-7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.27%

+0.71%

Volatility

XRSG.L vs. CUSS.L - Volatility Comparison

The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 4.51%, while iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a volatility of 4.87%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky than CUSS.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.LCUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.87%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

12.04%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

16.29%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

20.11%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

20.42%

+2.12%

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

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


Dividends

XRSG.L vs. CUSS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, XRSG.L and CUSS.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 CUSS.L.

XRSG.L tracks Russell 2000 TR USD, while CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.43% for CUSS.L.

Portfolio Optimizer

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