XRSG.L vs. XWEV.L
XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and XWEV.L (Xtrackers MSCI World Value ESG UCITS ETF 1C) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while XWEV.L is a Global Equities fund tracking the MSCI World Value Low Carbon SRI Screened Select. Both are passively managed. Over the past 3 years, XRSG.L returned 13.88%/yr vs 19.74%/yr for XWEV.L. A 0.70 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.25%/yr for XWEV.L.
Performance
XRSG.L vs. XWEV.L - Performance Comparison
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Different Trading Currencies
XRSG.L is traded in GBp, while XWEV.L is traded in USD. To make them comparable, the XWEV.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 19.15% return, which is significantly higher than XWEV.L's 15.36% 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%
XWEV.L
- 1D
- 0.00%
- 1M
- -3.62%
- 6M
- 13.58%
- YTD
- 15.36%
- 1Y
- 37.74%
- 3Y*
- 19.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.95%
XRSG.L vs. XWEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 19.15% | 4.65% | 11.80% | 9.19% |
XWEV.L Xtrackers MSCI World Value ESG UCITS ETF 1C | 15.36% | 28.71% | 8.85% | 7.61% |
Correlation
The correlation between XRSG.L and XWEV.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.70 |
The correlation between XRSG.L and XWEV.L has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.
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Return for Risk
XRSG.L vs. XWEV.L — Risk / Return Rank
XRSG.L
XWEV.L
XRSG.L vs. XWEV.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 Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.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 | XWEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.47 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 4.42 | -0.61 |
| Martin ratioReturn relative to average drawdown | 10.93 | 15.79 | -4.86 |
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Drawdowns
XRSG.L vs. XWEV.L - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -48.07%, which is greater than XWEV.L's maximum drawdown of -15.50%. Use the drawdown chart below to compare losses from any high point for XRSG.L and XWEV.L.
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Drawdown Indicators
| XRSG.L | XWEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.07% | -15.50% | -32.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -8.51% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | -15.50% | -14.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | — | — |
Current DrawdownCurrent decline from peak | -3.83% | -4.02% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -13.78% | -1.92% | -11.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.38% | +0.62% |
Volatility
XRSG.L vs. XWEV.L - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) have volatilities of 4.40% and 4.28%, 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.L | XWEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.28% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 12.24% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 14.70% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 13.99% | +9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 13.99% | +8.55% |
XRSG.L vs. XWEV.L - Expense Ratio Comparison
XRSG.L has a 0.30% expense ratio, which is higher than XWEV.L's 0.25% expense ratio.
Dividends
XRSG.L vs. XWEV.L - Dividend Comparison
Neither XRSG.L nor XWEV.L has paid dividends to shareholders.
Frequently Asked Questions
XRSG.L and XWEV.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for XRSG.L.
XRSG.L is categorized as Small Cap Blend Equities, while XWEV.L is Global Equities. XRSG.L tracks Russell 2000 TR USD, while XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select. Their fees differ too: 0.30% for XRSG.L and 0.25% for XWEV.L.
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