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

Performance

XRSG.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C
2.66%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
-7.60%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Returns By Period

In the year-to-date period, XRSG.L achieves a 2.66% return, which is significantly higher than IITU.L's -7.60% return. Over the past 10 years, XRSG.L has underperformed IITU.L with an annualized return of 10.20%, while IITU.L has yielded a comparatively higher 23.28% annualized return.


XRSG.L

1D
2.42%
1M
-3.15%
YTD
2.66%
6M
5.66%
1Y
22.80%
3Y*
10.35%
5Y*
4.20%
10Y*
10.20%

IITU.L

1D
2.99%
1M
-2.13%
YTD
-7.60%
6M
-5.52%
1Y
25.84%
3Y*
23.85%
5Y*
18.71%
10Y*
23.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XRSG.L has a 0.30% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Return for Risk

XRSG.L vs. IITU.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: 6565
Overall Rank
XRSG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 5353
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 6767
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 5555
Overall Rank
IITU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4242
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. IITU.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 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.


XRSG.LIITU.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.10

+0.04

Sortino ratio

Return per unit of downside risk

1.60

1.62

-0.02

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

2.62

1.51

+1.12

Martin ratio

Return relative to average drawdown

7.40

4.03

+3.38

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

The current XRSG.L Sharpe Ratio is 1.13, which is comparable to the IITU.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of XRSG.L and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XRSG.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.10

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.86

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.09

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.09

-0.65

Correlation

The correlation between XRSG.L and IITU.L is 0.62, 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.


Dividends

XRSG.L vs. IITU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XRSG.L vs. IITU.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -35.31%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for XRSG.L and IITU.L.


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Drawdown Indicators


XRSG.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-28.03%

-7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-16.76%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-28.03%

-2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-28.03%

-7.28%

Current Drawdown

Current decline from peak

-5.81%

-13.74%

+7.93%

Average Drawdown

Average peak-to-trough decline

-8.84%

-5.17%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

6.26%

-3.21%

Volatility

XRSG.L vs. IITU.L - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a higher volatility of 6.01% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 5.29%. This indicates that XRSG.L's price experiences larger fluctuations and is considered to be riskier than IITU.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.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

5.29%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

14.91%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

23.56%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

21.82%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

21.23%

-0.33%