XRSG.L vs. EQQQ.DE
Compare and contrast key facts about Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
XRSG.L and EQQQ.DE 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. EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both XRSG.L and EQQQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRSG.L or EQQQ.DE.
Key characteristics
| XRSG.L | EQQQ.DE | |
|---|---|---|
| YTD Return | 18.11% | 29.95% |
| 1Y Return | 38.05% | 38.05% |
| 3Y Return (Ann) | 2.78% | 12.16% |
| 5Y Return (Ann) | 9.91% | 21.67% |
| Sharpe Ratio | 1.90 | 2.17 |
| Sortino Ratio | 2.86 | 2.89 |
| Omega Ratio | 1.35 | 1.40 |
| Calmar Ratio | 1.87 | 2.68 |
| Martin Ratio | 9.21 | 8.88 |
| Ulcer Index | 4.06% | 4.05% |
| Daily Std Dev | 19.64% | 16.48% |
| Max Drawdown | -35.31% | -47.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XRSG.L and EQQQ.DE is 0.65, 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. EQQQ.DE - Performance Comparison
In the year-to-date period, XRSG.L achieves a 18.11% return, which is significantly lower than EQQQ.DE's 29.95% return. 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. EQQQ.DE - Expense Ratio Comparison
Both XRSG.L and EQQQ.DE have an expense ratio of 0.30%.
Risk-Adjusted Performance
XRSG.L vs. EQQQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
Dividends
XRSG.L vs. EQQQ.DE - Dividend Comparison
XRSG.L has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.38% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
Drawdowns
XRSG.L vs. EQQQ.DE - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -35.31%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for XRSG.L and EQQQ.DE. For additional features, visit the drawdowns tool.
Volatility
XRSG.L vs. EQQQ.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a higher volatility of 6.48% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.60%. This indicates that XRSG.L's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.