XRSG.L vs. IEFV.L

Last updated Jul 21, 2026

XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while IEFV.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, XRSG.L returned 10.00%/yr vs 11.12%/yr for IEFV.L. A 0.62 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.25%/yr for IEFV.L.

Performance

XRSG.L vs. IEFV.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 Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRSG.L achieves a 19.15% return, which is significantly higher than IEFV.L's 12.29% return. Over the past 10 years, XRSG.L has underperformed IEFV.L with an annualized return of 10.00%, while IEFV.L has yielded a comparatively higher 11.12% 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%

IEFV.L

• 1D: -0.27%
• 1M: -0.90%
• 6M: 10.81%
• YTD: 12.29%
• 1Y: 30.30%
• 3Y*: 19.93%
• 5Y*: 15.14%
• 10Y*: 11.12%
• ALL TIME*: 9.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF	12.29%	42.20%	5.40%	11.41%	1.47%	18.58%	-3.74%	15.71%	-12.67%	14.28%

Correlation

The correlation between XRSG.L and IEFV.L is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015	0.62

The correlation between XRSG.L and IEFV.L shifts across timeframes, from 0.51 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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

Sectors	XRSG.L	IEFV.L
Healthcare	20.3%	13.8%
Financial Services	17.7%	25.3%
Technology	14.8%	9.5%
Industrials	14.1%	19.1%
Consumer Cyclical	9.2%	5.7%
Real Estate	6.7%	0.6%
Energy	5.4%	4.5%
Basic Materials	4.4%	5.1%
Utilities	2.7%	4.7%
Consumer Defensive	2.6%	8.4%
Communication Services	2.2%	3.1%

Return for Risk

XRSG.L vs. IEFV.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: 81
XRSG.L Sharpe Ratio Rank: 82
XRSG.L Sortino Ratio Rank: 80
XRSG.L Omega Ratio Rank: 74
XRSG.L Calmar Ratio Rank: 88
XRSG.L Martin Ratio Rank: 79

IEFV.L

IEFV.L Risk / Return Rank: 83
IEFV.L Sharpe Ratio Rank: 88
IEFV.L Sortino Ratio Rank: 87
IEFV.L Omega Ratio Rank: 87
IEFV.L Calmar Ratio Rank: 75
IEFV.L Martin Ratio Rank: 76

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. IEFV.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 Edge MSCI Europe Value Factor UCITS ETF (IEFV.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	IEFV.L	Difference
Sharpe ratio: Return per unit of total volatility	1.95	2.20	-0.25
Sortino ratio: Return per unit of downside risk	2.69	3.02	-0.33
Omega ratio: Gain probability vs. loss probability	1.33	1.40	-0.07
Calmar ratio: Return relative to maximum drawdown	3.81	2.85	+0.95
Martin ratio: Return relative to average drawdown	10.93	10.37	+0.56

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

The current XRSG.L Sharpe Ratio is 1.95, which is comparable to the IEFV.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of XRSG.L and IEFV.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.

Drawdowns

XRSG.L vs. IEFV.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than IEFV.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for XRSG.L and IEFV.L.

Drawdown Indicators

	XRSG.L	IEFV.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.07%	-34.64%	-13.43%
Max Drawdown (1Y) Largest decline over 1 year	-8.61%	-10.57%	+1.96%
Max Drawdown (3Y) Largest decline over 3 years	-30.09%	-15.02%	-15.07%
Max Drawdown (5Y) Largest decline over 5 years	-30.09%	-16.16%	-13.93%
Max Drawdown (10Y) Largest decline over 10 years	-35.31%	-34.64%	-0.67%
Current Drawdown Current decline from peak	-3.83%	-2.75%	-1.08%
Average Drawdown Average peak-to-trough decline	-13.78%	-6.16%	-7.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.92%	+0.08%

Volatility

XRSG.L vs. IEFV.L - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 4.40% and 4.34%, 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.

Volatility by Period

	XRSG.L	IEFV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	4.34%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	12.15%	11.62%	+0.53%
Volatility (1Y) Calculated over the trailing 1-year period	16.84%	13.76%	+3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.62%	17.07%	+6.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.54%	17.55%	+4.99%

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

XRSG.L has a 0.30% expense ratio, which is higher than IEFV.L's 0.25% expense ratio.

Dividends

XRSG.L vs. IEFV.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XRSG.L and IEFV.L in my portfolio?

XRSG.L and IEFV.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XRSG.L or IEFV.L?

On fees, IEFV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XRSG.L or IEFV.L?

IEFV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for XRSG.L.

What is the main difference between XRSG.L and IEFV.L?

XRSG.L is categorized as Small Cap Blend Equities, while IEFV.L is Europe Equities. XRSG.L tracks Russell 2000 TR USD, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.25% for IEFV.L.