Xtrackers Russell 2000 UCITS ETF 1C

10-Year Study

XRS2.XETRA · · DE · ETF

Executive Summary: Xtrackers Russell 2000 UCITS ETF 1C has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 28.7% and an annualized volatility of 20.5%.

1Y CAGR
+30.4%
3Y CAGR
+13.6%
5Y CAGR
+5.5%
10Y CAGR
+9.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.51.5-4.48.1————————7.5%
20254.2-7.2-10.0-7.25.71.95.04.02.14.00.8-0.31.3%
2024-1.93.94.3-5.71.71.19.3-4.60.62.113.4-7.515.8%
20237.72.1-7.9-3.31.96.34.8-2.7-3.7-7.46.112.114.8%
2022-10.53.32.8-3.7-4.3-6.212.90.5-5.47.5-4.8-7.6-16.5%
20217.95.93.30.3-2.25.5-3.62.30.03.7-2.42.224.6%
2020-2.1-8.6-20.314.22.62.8-3.06.0-0.92.015.84.68.2%
201911.96.1-1.23.5-6.74.04.9-5.52.9-0.16.31.028.8%
2018-1.9-1.3-0.73.79.50.50.74.7-2.0-8.30.5-13.1-9.1%
2017-3.85.4-1.3-0.7-5.92.6-2.6-2.06.91.51.4-0.10.5%
2016———0.75.4-0.96.81.20.6-2.515.93.433.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 59.5% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110073.047669252202
2016-05-0110614.504104224716
2016-06-0110520.370509827548
2016-07-0111235.03275849085
2016-08-0111367.572859402064
2016-09-0111440.620528654266
2016-10-0111157.466676707583
2016-11-0112926.425182619174
2016-12-0113366.217335642745
2017-01-0112857.142857142859
2017-02-0113552.978386926727
2017-03-0113374.501091949696
2017-04-0113278.861360042174
2017-05-0112489.645304616313
2017-06-0112811.958731832216
2017-07-0112480.608479554183
2017-08-0112226.824309059419
2017-09-0113073.273589878756
2017-10-0113271.330672490398
2017-11-0113456.585586264027
2017-12-0113437.005798629416
2018-01-0113175.690940582876
2018-02-0113010.015814443857
2018-03-0112919.647563822578
2018-04-0113403.117704646435
2018-05-0114674.297763385799
2018-06-0114751.863845169064
2018-07-0114855.034264628363
2018-08-0115558.400481964003
2018-09-0115253.40763611718
2018-10-0113985.992921153702
2018-11-0114056.781384140373
2018-12-0112220.799759018
2019-01-0113672.716318999926
2019-02-0114510.128774757137
2019-03-0114330.898411024928
2019-04-0114836.960614504107
2019-05-0113847.42827020107
2019-06-0114397.168461480534
2019-07-0115099.02854130582
2019-08-0114261.616085548612
2019-09-0114672.791625875443
2019-10-0114660.742525792608
2019-11-0115580.992544619325
2019-12-0115739.136983206568
2020-01-0115407.786730928534
2020-02-0114088.410271857823
2020-03-0111223.73672716319
2020-04-0112815.724075608103
2020-05-0113151.5927404172
2020-06-0113514.571880412683
2020-07-0113109.42089012727
2020-08-0113900.143083063485
2020-09-0113776.639807214398
2020-10-0114052.262971609309
2020-11-0116273.815799382484
2020-12-0117026.88455455983
2021-01-0118374.877626327285
2021-02-0119463.06197755855
2021-03-0120095.639731907526
2021-04-0120163.415919873485
2021-05-0119715.340010542965
2021-06-0120799.759017998345
2021-07-0120050.455606596883
2021-08-0120521.123578582727
2021-09-0120521.123578582727
2021-10-0121270.426989984186
2021-11-0120762.105580239477
2021-12-0121217.712177121775
2022-01-0118992.394005572707
2022-02-0119617.441072369907
2022-03-0120167.18126364937
2022-04-0119421.643196023797
2022-05-0118593.26756532872
2022-06-0117448.603057459146
2022-07-0119707.80932299119
2022-08-0119801.94291738836
2022-09-0118732.585285036526
2022-10-0120144.589200994054
2022-11-0119180.661194367047
2022-12-0117715.942465547105
2023-01-0119071.46622486633
2023-02-0119466.82732133444
2023-03-0117938.09774832442
2023-04-0117354.469463061978
2023-05-0117678.28902778824
2023-06-0118800.361473002486
2023-07-0119696.51329166353
2023-08-0119165.599819263498
2023-09-0118457.715189396793
2023-10-0117090.895398749904
2023-11-0118137.66096844642
2023-12-0120340.387077340165
2024-01-0119963.85269975149
2024-02-0120735.74817380827
2024-03-0121620.603961141653
2024-04-0120393.101890202575
2024-05-0120747.044205135928
2024-06-0120965.434144137358
2024-07-0122915.882220046693
2024-08-0121869.116650350177
2024-09-0121997.13833873033
2024-10-0122460.275623164394
2024-11-0125465.019956322012
2024-12-0123555.99066194744
2025-01-0124542.510731229762
2025-02-0122780.329844114767
2025-03-0120506.062203479178
2025-04-0119037.578130883354
2025-05-0120125.762482114616
2025-06-0120509.827547255067
2025-07-0121530.23571052037
2025-08-0122388.73409142255
2025-09-0122851.871375856615
2025-10-0123755.553882069435
2025-11-0123936.290383311996
2025-12-0123864.74885157015
2026-01-0124455.90782438437
2026-02-0124821.14617064538
2026-03-0123732.96181941411
2026-04-0125664.58317644401
Annual Return Matrix
YearAnnual Return
20170.005296073018198122
2018-0.09051168525472175
20190.2878974611782106
20200.08181818181818179
20210.24613003095975228
2022-0.16503992901508424
20230.1481402763018067
20240.1580895964457607
20250.01310741687979533
20260.07541811296939116
Total Factor Risk
0.2049497960842377
VTI.US Exposure
0.38333077779590463
VEA.US Exposure
-0.00012972586945149146
VWO.US Exposure
-0.012324625215105734
QQQ.US Exposure
-0.07212483780064537
VTV.US Exposure
-0.1195564650486651
IJR.US Exposure
0.5945935699194023
QUAL.US Exposure
-0.08639958934475193
SHV.US Exposure
0.14353625796435968
TLT.US Exposure
0.005937117664015056
LQD.US Exposure
0.0075347523754529895
HYG.US Exposure
-0.033073708751562944
GLD.US Exposure
0.00010935777095280663
USO.US Exposure
0.01187151390827269
VNQ.US Exposure
0.041519794453714974
BTC-USD.CC Exposure
0.007644270584822722
CPER.US Exposure
0.0026765274945136732
VIX.INDX Exposure
0.021771629179423286
UUP.US Exposure
0.07626707708549521
TIP.US Exposure
-0.0035805170394731948
Idiosyncratic Exposure
0.030396822873325735
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.61%
Market Cap$3.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers Russell 2000 UCITS ETF 1C a high-risk investment?

Xtrackers Russell 2000 UCITS ETF 1C (XRS2.XETRA) has an annualized volatility of 20.5% and experienced a maximum drawdown of 28.7% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of XRS2.XETRA?

Over the past 10 years, XRS2.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Xtrackers Russell 2000 UCITS ETF 1C

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest