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

XRSG.L vs. IWM

Last updated Jun 5, 2026

XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and IWM (iShares Russell 2000 ETF) are both Small Cap Blend Equities funds - XRSG.L tracks the Russell 2000 TR USD while IWM tracks the Russell 2000 Index. Both are passively managed. Over the past 10 years, XRSG.L returned 11.37%/yr vs 11.80%/yr for IWM. A 0.63 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.19%/yr for IWM.

Performance

XRSG.L vs. IWM - 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 Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XRSG.L is traded in GBp, while IWM is traded in USD. To make them comparable, the IWM 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 17.87% return, which is significantly lower than IWM's 19.32% return. Both investments have delivered pretty close results over the past 10 years, with XRSG.L having a 11.37% annualized return and IWM not far ahead at 11.80%.

XRSG.L

1D
1.10%
1M
4.49%
YTD
17.87%
6M
15.72%
1Y
42.23%
3Y*
15.45%
5Y*
7.21%
10Y*
11.37%

IWM

1D
1.51%
1M
4.29%
YTD
19.32%
6M
15.75%
1Y
42.97%
3Y*
16.01%
5Y*
7.58%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSG.L vs. IWM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		17.87%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%
IWM
iShares Russell 2000 ETF		19.32%4.63%13.33%10.99%-11.03%15.62%16.51%20.62%-5.85%4.67%

Correlation

The correlation between XRSG.L and IWM is 0.70, 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

0.70

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

0.69

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

0.64

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.63

The correlation between XRSG.L and IWM has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.

XRSG.L vs. IWM - Sectors Allocation Comparison

Sectors
XRSG.L
IWM

Industrials

17.7%
17.1%

Technology

17.1%
19.5%

Healthcare

16.4%
15.8%

Financial Services

15.7%
15.8%

Consumer Cyclical

8.4%
7.8%

Real Estate

6.1%
5.7%

Energy

6.0%
6.0%

Basic Materials

4.8%
4.5%

Utilities

2.9%
3.0%

Communication Services

2.5%
2.0%

Consumer Defensive

2.4%
2.1%

Industrials

XRSG.L
17.7%
IWM
17.1%

Technology

XRSG.L
17.1%
IWM
19.5%

Healthcare

XRSG.L
16.4%
IWM
15.8%

Financial Services

XRSG.L
15.7%
IWM
15.8%

Consumer Cyclical

XRSG.L
8.4%
IWM
7.8%

Real Estate

XRSG.L
6.1%
IWM
5.7%

Energy

XRSG.L
6.0%
IWM
6.0%

Basic Materials

XRSG.L
4.8%
IWM
4.5%

Utilities

XRSG.L
2.9%
IWM
3.0%

Communication Services

XRSG.L
2.5%
IWM
2.0%

Consumer Defensive

XRSG.L
2.4%
IWM
2.1%

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

iShares Russell 2000 ETF

Often compared with XRSG.L:
XRSG.L vs. R2SC.LXRSG.L vs. WLDS.LXRSG.L vs. SPX4.LXRSG.L vs. XNAQ.LXRSG.L vs. SMGB.LXRSG.L vs. AVUVXRSG.L vs. IITU.L
Often compared with IWM:
IWM vs. SPYIWM vs. VTWOIWM vs. IJRIWM vs. AVUVIWM vs. IWNIWM vs. VOOIWM vs. IWO

Return for Risk

XRSG.L vs. IWM — 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: 7777
Overall Rank
XRSG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7676
Martin Ratio Rank
IWM
IWM Risk / Return Rank: 6868
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWM Omega Ratio Rank: 5959
Omega Ratio Rank
IWM Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWM Martin Ratio Rank: 7373
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. IWM - 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 Russell 2000 ETF (IWM). 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.LIWMDifference
Sharpe ratioReturn per unit of total volatility
2.49
2.40

+0.09

Sortino ratioReturn per unit of downside risk
3.35
3.20

+0.15

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

4.88

4.80

+0.08

Martin ratioReturn relative to average drawdown

14.33

15.84

-1.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRSG.L vs. IWM - Sharpe Ratio Comparison

The current XRSG.L Sharpe Ratio is 2.49, which is comparable to the IWM Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XRSG.L and IWM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XRSG.LIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.40

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.36

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.44

+0.05

Drawdowns

XRSG.L vs. IWM - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -35.31%, smaller than the maximum IWM drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for XRSG.L and IWM.

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Drawdown Indicators

XRSG.LIWMDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-40.47%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-9.00%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-30.09%

-28.81%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-28.81%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-35.76%

+0.45%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.72%

-8.62%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.72%

+0.22%

Volatility

XRSG.L vs. IWM - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and iShares Russell 2000 ETF (IWM) have volatilities of 5.20% and 5.20%, 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.LIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.20%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

12.43%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

18.02%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

21.03%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

22.51%

-1.63%

XRSG.L vs. IWM - Expense Ratio Comparison

XRSG.L has a 0.30% expense ratio, which is higher than IWM's 0.19% expense ratio.

Dividends

XRSG.L vs. IWM - Dividend Comparison

XRSG.L has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.87%.

PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF		0.87%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
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 IWM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWM is cheaper with a 0.19% expense ratio, compared with 0.30% for XRSG.L.

XRSG.L tracks Russell 2000 TR USD, while IWM tracks Russell 2000 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XRSG.L and 0.19% for IWM.

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