XRSG.L vs. VUKG.L

Last updated Jul 16, 2026

XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and VUKG.L (Vanguard FTSE 100 UCITS ETF (GBP) Accumulating) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while VUKG.L is a Europe Equities fund tracking the FTSE 100 Index. Both are passively managed. Over the past 5 years, XRSG.L returned 7.77%/yr vs 15.62%/yr for VUKG.L. A 0.57 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.09%/yr for VUKG.L.

Performance

XRSG.L vs. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XRSG.L is traded in GBp, while VUKG.L is traded in GBP. To make them comparable, the VUKG.L 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 19.39% return, which is significantly higher than VUKG.L's 7.24% return.

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%

VUKG.L

• 1D: -0.12%
• 1M: 0.95%
• 6M: 4.60%
• YTD: 7.24%
• 1Y: 21.13%
• 3Y*: 18.60%
• 5Y*: 15.62%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C	19.39%	4.65%	11.80%	12.16%	-11.47%	15.43%	15.81%	7.63%
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating	7.24%	27.30%	13.56%	11.46%	9.82%	22.31%	-8.50%	9.90%

Correlation

The correlation between XRSG.L and VUKG.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 14, 2019	0.57

The correlation between XRSG.L and VUKG.L shifts across timeframes, from 0.41 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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

Sectors	XRSG.L	VUKG.L
Technology	19.1%	0.8%
Industrials	17.9%	14.0%
Healthcare	16.3%	13.3%
Financial Services	15.5%	25.0%
Consumer Cyclical	7.9%	5.0%
Real Estate	5.9%	0.9%
Energy	5.3%	10.8%
Basic Materials	4.7%	9.0%
Utilities	2.8%	4.8%
Communication Services	2.5%	2.5%
Consumer Defensive	2.2%	13.8%

Return for Risk

XRSG.L vs. VUKG.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: 77
XRSG.L Sharpe Ratio Rank: 77
XRSG.L Sortino Ratio Rank: 76
XRSG.L Omega Ratio Rank: 68
XRSG.L Calmar Ratio Rank: 86
XRSG.L Martin Ratio Rank: 76

VUKG.L

VUKG.L Risk / Return Rank: 68
VUKG.L Sharpe Ratio Rank: 74
VUKG.L Sortino Ratio Rank: 73
VUKG.L Omega Ratio Rank: 77
VUKG.L Calmar Ratio Rank: 60
VUKG.L Martin Ratio Rank: 53

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. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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	VUKG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.89	+0.08
Sortino ratio: Return per unit of downside risk	2.72	2.64	+0.08
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	3.89	2.41	+1.49
Martin ratio: Return relative to average drawdown	11.29	7.39	+3.90

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

The current XRSG.L Sharpe Ratio is 1.97, which is comparable to the VUKG.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of XRSG.L and VUKG.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. VUKG.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than VUKG.L's maximum drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for XRSG.L and VUKG.L.

Drawdown Indicators

	XRSG.L	VUKG.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.07%	-34.32%	-13.75%
Max Drawdown (1Y) Largest decline over 1 year	-8.61%	-8.74%	+0.13%
Max Drawdown (3Y) Largest decline over 3 years	-30.09%	-12.23%	-17.86%
Max Drawdown (5Y) Largest decline over 5 years	-30.09%	-12.23%	-17.86%
Max Drawdown (10Y) Largest decline over 10 years	-35.31%	—	—
Current Drawdown Current decline from peak	-3.64%	-2.64%	-1.00%
Average Drawdown Average peak-to-trough decline	-13.79%	-3.96%	-9.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.85%	+0.13%

Volatility

XRSG.L vs. VUKG.L - Volatility Comparison

Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a higher volatility of 4.51% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 3.04%. This indicates that XRSG.L's price experiences larger fluctuations and is considered to be riskier than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRSG.L	VUKG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.51%	3.04%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	12.46%	9.69%	+2.77%
Volatility (1Y) Calculated over the trailing 1-year period	17.04%	11.15%	+5.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.66%	12.84%	+10.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.54%	16.16%	+6.38%

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

XRSG.L has a 0.30% expense ratio, which is higher than VUKG.L's 0.09% expense ratio.

Dividends

XRSG.L vs. VUKG.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating	0.00%	0.79%	3.67%	3.71%	3.84%	3.84%	3.06%	1.92%
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

XRSG.L and VUKG.L have a correlation of 0.41, 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 VUKG.L?

On fees, VUKG.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

VUKG.L is cheaper with a 0.09% expense ratio, compared with 0.30% for XRSG.L.

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

XRSG.L is categorized as Small Cap Blend Equities, while VUKG.L is Europe Equities. XRSG.L tracks Russell 2000 TR USD, while VUKG.L tracks FTSE 100 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.30% for XRSG.L and 0.09% for VUKG.L.