PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XRSG.L vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XRSG.L vs. GRID

Last updated Jul 21, 2026
Documentation

XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and GRID (First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while GRID is a Alternative Energy Equities fund tracking the Nasdaq Clean Edge Smart Grid Infrastructure Index. Both are passively managed. Over the past 10 years, XRSG.L returned 10.00%/yr vs 18.16%/yr for GRID. A 0.51 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.70%/yr for GRID.

Performance

XRSG.L vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XRSG.L is traded in GBp, while GRID is traded in USD. To make them comparable, the GRID 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 19.15% return, which is significantly higher than GRID's 16.60% return. Over the past 10 years, XRSG.L has underperformed GRID with an annualized return of 10.00%, while GRID has yielded a comparatively higher 18.16% annualized return.

XRSG.L

1D
0.23%
1M
-2.05%
6M
12.42%
YTD
19.15%
1Y
32.92%
3Y*
13.88%
5Y*
7.27%
10Y*
10.00%
ALL TIME*
6.24%

GRID

1D
-0.28%
1M
-10.20%
6M
11.24%
YTD
16.60%
1Y
25.04%
3Y*
17.77%
5Y*
15.35%
10Y*
18.16%
ALL TIME*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSG.L vs. GRID - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		19.15%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund		16.60%20.42%17.20%15.50%-3.65%28.86%44.47%37.37%-18.11%16.42%

Correlation

The correlation between XRSG.L and GRID is 0.50, 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

0.50

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

0.50

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

0.50

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

0.53

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

0.51

The correlation between XRSG.L and GRID has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.

XRSG.L vs. GRID - Sectors Allocation Comparison

Sectors
XRSG.L
GRID

Healthcare

20.3%

-

Financial Services

17.7%

-

Technology

14.8%
11.6%

Industrials

14.1%
67.4%

Consumer Cyclical

9.2%
3.6%

Real Estate

6.7%

-

Energy

5.4%
1.6%

Basic Materials

4.4%
0.0%

Utilities

2.7%
17.3%

Consumer Defensive

2.6%

-

Communication Services

2.2%

-

Healthcare

XRSG.L
20.3%
GRID

-

Financial Services

XRSG.L
17.7%
GRID

-

Technology

XRSG.L
14.8%
GRID
11.6%

Industrials

XRSG.L
14.1%
GRID
67.4%

Consumer Cyclical

XRSG.L
9.2%
GRID
3.6%

Real Estate

XRSG.L
6.7%
GRID

-

Energy

XRSG.L
5.4%
GRID
1.6%

Basic Materials

XRSG.L
4.4%
GRID
0.0%

Utilities

XRSG.L
2.7%
GRID
17.3%

Consumer Defensive

XRSG.L
2.6%
GRID

-

Communication Services

XRSG.L
2.2%
GRID

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Russell 2000 UCITS ETF 1C

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund

Often compared with XRSG.L:
XRSG.L vs. R2SC.LXRSG.L vs. WLDS.LXRSG.L vs. SPX4.LXRSG.L vs. SMGB.LXRSG.L vs. XNAQ.LXRSG.L vs. AVUVXRSG.L vs. IITU.L
Often compared with GRID:
GRID vs. ICLNGRID vs. NLRGRID vs. VOOGRID vs. POWRGRID vs. VOLTGRID vs. PAVEGRID vs. FIW

Return for Risk

XRSG.L vs. GRID — 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: 8181
Overall Rank
XRSG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 7474
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7979
Martin Ratio Rank
GRID
GRID Risk / Return Rank: 4646
Overall Rank
GRID Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 4040
Sortino Ratio Rank
GRID Omega Ratio Rank: 4141
Omega Ratio Rank
GRID Calmar Ratio Rank: 5757
Calmar Ratio Rank
GRID Martin Ratio Rank: 5151
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. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.LGRIDDifference
Sharpe ratioReturn per unit of total volatility
1.95
1.24

+0.71

Sortino ratioReturn per unit of downside risk
2.69
1.69

+1.00

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

3.81

2.25

+1.56

Martin ratioReturn relative to average drawdown

10.93

6.83

+4.10

XRSG.L vs. GRID - Sharpe Ratio Comparison

The current XRSG.L Sharpe Ratio is 1.95, which is higher than the GRID Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XRSG.L and GRID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

XRSG.L vs. GRID - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than GRID's maximum drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for XRSG.L and GRID.

Loading charts...

Drawdown Indicators

XRSG.LGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-48.07%

-34.09%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-11.18%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-30.09%

-22.93%

-7.16%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-22.93%

-7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-34.09%

-1.22%

Current Drawdown

Current decline from peak

-3.83%

-11.18%

+7.35%

Average Drawdown

Average peak-to-trough decline

-13.78%

-6.97%

-6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.67%

-0.67%

Volatility

XRSG.L vs. GRID - Volatility Comparison

The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 4.40%, while First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) has a volatility of 8.38%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XRSG.LGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

8.38%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

17.53%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

20.26%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

19.25%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

21.57%

+0.97%

XRSG.L vs. GRID - Expense Ratio Comparison

XRSG.L has a 0.30% expense ratio, which is lower than GRID's 0.70% expense ratio.

Dividends

XRSG.L vs. GRID - Dividend Comparison

XRSG.L has not paid dividends to shareholders, while GRID's dividend yield for the trailing twelve months is around 0.81%.

PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund		0.81%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
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%

Frequently Asked Questions

XRSG.L and GRID have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.70% for GRID.

XRSG.L is categorized as Small Cap Blend Equities, while GRID is Alternative Energy Equities. XRSG.L tracks Russell 2000 TR USD, while GRID tracks Nasdaq Clean Edge Smart Grid Infrastructure Index. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.30% for XRSG.L and 0.70% for GRID.

Portfolio Optimizer

Find the right allocation for XRSG.L and GRID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer