|Horizon||30 Days Login to change|
Russell 2000 vs. XU100
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the XU100. But the index apears to be less risky and, when comparing its historical volatility, Russell 2000 is 2.68 times less risky than XU100. The index trades about -0.08 of its potential returns per unit of risk. The XU100 is currently generating about 0.31 of returns per unit of risk over similar time horizon. If you would invest 8,873,476 in XU100 on August 24, 2018 and sell it today you would earn a total of 925,340 from holding XU100 or generate 10.43% return on investment over 30 days.
Pair Corralation between Russell 2000 and XU100