XRSG.L vs. IDP6.L
XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and IDP6.L (iShares S&P Small Cap 600 UCITS ETF USD (Dist)) are both Small Cap Blend Equities funds - XRSG.L tracks the Russell 2000 TR USD while IDP6.L tracks the iShares S&P Small Cap 600 UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, XRSG.L returned 10.21%/yr vs 9.98%/yr for IDP6.L. Their correlation of 0.92 suggests significant overlap in exposure. XRSG.L charges 0.30%/yr vs 0.40%/yr for IDP6.L.
Performance
XRSG.L vs. IDP6.L - Performance Comparison
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Different Trading Currencies
XRSG.L is traded in GBp, while IDP6.L is traded in USD. To make them comparable, the IDP6.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with XRSG.L having a 19.39% return and IDP6.L slightly higher at 19.67%. Both investments have delivered pretty close results over the past 10 years, with XRSG.L having a 10.21% annualized return and IDP6.L not far behind at 9.98%.
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%
IDP6.L
- 1D
- 0.00%
- 1M
- 0.95%
- 6M
- 14.54%
- YTD
- 19.67%
- 1Y
- 29.84%
- 3Y*
- 12.57%
- 5Y*
- 7.67%
- 10Y*
- 9.98%
XRSG.L vs. IDP6.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 19.67% | -1.29% | 8.98% | 11.50% | -6.83% | 27.55% | 7.33% | 16.71% | -4.42% | 3.36% |
Correlation
The correlation between XRSG.L and IDP6.L is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.92 |
The correlation between XRSG.L and IDP6.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
XRSG.L vs. IDP6.L — Risk / Return Rank
XRSG.L
IDP6.L
XRSG.L vs. IDP6.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 S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.L | IDP6.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 4.54 | -0.64 |
| Martin ratioReturn relative to average drawdown | 11.29 | 14.12 | -2.84 |
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Drawdowns
XRSG.L vs. IDP6.L - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than IDP6.L's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for XRSG.L and IDP6.L.
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Drawdown Indicators
| XRSG.L | IDP6.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.07% | -39.21% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -7.19% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | -30.39% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -30.39% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -39.21% | +3.90% |
Current DrawdownCurrent decline from peak | -3.64% | -3.72% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -8.04% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.31% | +0.67% |
Volatility
XRSG.L vs. IDP6.L - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) have volatilities of 4.51% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRSG.L | IDP6.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.64% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 12.17% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 16.63% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 20.19% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 21.25% | +1.29% |
XRSG.L vs. IDP6.L - Expense Ratio Comparison
XRSG.L has a 0.30% expense ratio, which is lower than IDP6.L's 0.40% expense ratio.
Dividends
XRSG.L vs. IDP6.L - Dividend Comparison
XRSG.L has not paid dividends to shareholders, while IDP6.L's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 1.01% | 1.16% | 1.18% | 1.07% | 1.06% | 0.66% | 0.88% | 0.94% | 1.01% | 0.72% | 0.87% | 0.56% |
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 IDP6.L have a correlation of 0.87, 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 0.40% for IDP6.L.
XRSG.L tracks Russell 2000 TR USD, while IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.40% for IDP6.L.
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