XRSG.L vs. R2SC.L
Compare and contrast key facts about Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L).
XRSG.L and R2SC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRSG.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 6, 2015. R2SC.L is a passively managed fund by State Street Global Advisors Ltd that tracks the performance of the Russell 2000 TR USD. It was launched on Jun 30, 2014. Both XRSG.L and R2SC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRSG.L or R2SC.L.
Key characteristics
| XRSG.L | R2SC.L | |
|---|---|---|
| YTD Return | 17.97% | 17.78% |
| 1Y Return | 37.25% | 37.04% |
| 3Y Return (Ann) | 2.73% | 2.67% |
| 5Y Return (Ann) | 9.82% | 9.83% |
| Sharpe Ratio | 1.69 | 0.96 |
| Sortino Ratio | 2.56 | 1.56 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 1.64 | 1.63 |
| Martin Ratio | 8.09 | 3.52 |
| Ulcer Index | 4.06% | 9.29% |
| Daily Std Dev | 19.60% | 34.06% |
| Max Drawdown | -35.31% | -35.03% |
| Current Drawdown | -0.12% | -0.16% |
Correlation
The correlation between XRSG.L and R2SC.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XRSG.L vs. R2SC.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XRSG.L having a 17.97% return and R2SC.L slightly lower at 17.78%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XRSG.L vs. R2SC.L - Expense Ratio Comparison
Both XRSG.L and R2SC.L have an expense ratio of 0.30%.
Risk-Adjusted Performance
XRSG.L vs. R2SC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.
Dividends
XRSG.L vs. R2SC.L - Dividend Comparison
Neither XRSG.L nor R2SC.L has paid dividends to shareholders.
Drawdowns
XRSG.L vs. R2SC.L - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -35.31%, roughly equal to the maximum R2SC.L drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for XRSG.L and R2SC.L. For additional features, visit the drawdowns tool.
Volatility
XRSG.L vs. R2SC.L - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) have volatilities of 6.63% and 6.60%, 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.