XRSG.L vs. XXTW.L
XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and XXTW.L (Xtrackers MSCI World Information Technology UCITS ETF) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while XXTW.L is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom index. Both are passively managed. Over the past year, XRSG.L returned 42.23% vs 53.00% for XXTW.L. A 0.53 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.25%/yr for XXTW.L.
Performance
XRSG.L vs. XXTW.L - Performance Comparison
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Different Trading Currencies
XRSG.L is traded in GBp, while XXTW.L is traded in GBP. To make them comparable, the XXTW.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 17.87% return, which is significantly lower than XXTW.L's 24.48% return.
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%
XXTW.L
- 1D
- -1.87%
- 1M
- 15.15%
- YTD
- 24.48%
- 6M
- 22.94%
- 1Y
- 53.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRSG.L vs. XXTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 17.87% | 4.65% | 11.80% | 7.59% |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 24.48% | 13.82% | 36.21% | 14.56% |
Correlation
The correlation between XRSG.L and XXTW.L is 0.56, 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 | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023 | 0.53 |
The correlation between XRSG.L and XXTW.L has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.
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Return for Risk
XRSG.L vs. XXTW.L — Risk / Return Rank
XRSG.L
XXTW.L
XRSG.L vs. XXTW.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 Information Technology UCITS ETF (XXTW.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.L | XXTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.88 | 3.14 | +1.74 |
| Martin ratioReturn relative to average drawdown | 14.33 | 8.22 | +6.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRSG.L | XXTW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.73 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.52 | -1.02 |
Drawdowns
XRSG.L vs. XXTW.L - Drawdown Comparison
The maximum XRSG.L drawdown since its inception was -35.31%, which is greater than XXTW.L's maximum drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for XRSG.L and XXTW.L.
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Drawdown Indicators
| XRSG.L | XXTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.31% | -28.44% | -6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -16.79% | +8.18% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | — | — |
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 | -0.03% | -2.31% | +2.28% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -5.02% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 6.43% | -3.49% |
Volatility
XRSG.L vs. XXTW.L - Volatility Comparison
The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 5.20%, while Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a volatility of 6.76%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky than XXTW.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.L | XXTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 6.76% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 14.37% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 19.30% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 21.48% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.88% | 21.48% | -0.60% |
XRSG.L vs. XXTW.L - Expense Ratio Comparison
XRSG.L has a 0.30% expense ratio, which is higher than XXTW.L's 0.25% expense ratio.
Dividends
XRSG.L vs. XXTW.L - Dividend Comparison
Neither XRSG.L nor XXTW.L has paid dividends to shareholders.
Frequently Asked Questions
XRSG.L and XXTW.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XXTW.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XXTW.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 XXTW.L is Technology Equities. XRSG.L tracks Russell 2000 TR USD, while XXTW.L tracks MSCI World Information Technology 20/35 Custom index. Their fees differ too: 0.30% for XRSG.L and 0.25% for XXTW.L.
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