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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR Russell 2000 US Small Cap UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) has returned -1.47% so far this year and 23.78% over the past 12 months. Over the last ten years, R2US.L has returned 9.27% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
SPDR Russell 2000 US Small Cap UCITS ETF
- 1D
- 0.36%
- 1M
- -6.73%
- YTD
- -1.47%
- 6M
- 1.98%
- 1Y
- 23.78%
- 3Y*
- 12.03%
- 5Y*
- 2.79%
- 10Y*
- 9.27%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 2, 2014, R2US.L's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +18.6%, while the worst month was Mar 2020 at -21.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, R2US.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.59% | 1.00% | -6.73% | -1.47% | |||||||||
| 2025 | 3.29% | -7.25% | -6.65% | -2.60% | 6.29% | 5.23% | 2.18% | 6.36% | 2.51% | 2.05% | 1.31% | 0.11% | 12.34% |
| 2024 | -3.68% | 3.57% | 4.10% | -6.70% | 3.32% | -0.15% | 10.52% | -2.53% | 1.30% | -0.59% | 10.20% | -7.82% | 10.15% |
| 2023 | 9.56% | -0.39% | -5.67% | -1.57% | -1.94% | 9.16% | 5.80% | -4.46% | -5.89% | -7.49% | 9.43% | 13.66% | 18.73% |
| 2022 | -11.20% | 3.33% | 1.93% | -8.65% | -2.69% | -8.37% | 10.06% | -1.07% | -7.76% | 8.30% | -0.48% | -4.35% | -21.12% |
| 2021 | 6.14% | 5.77% | -0.02% | 3.00% | -0.24% | 1.92% | -3.53% | 1.92% | -1.88% | 3.38% | -4.63% | 2.39% | 14.48% |
Benchmark Metrics
SPDR Russell 2000 US Small Cap UCITS ETF has an annualized alpha of 2.86%, beta of 0.61, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since July 03, 2014.
- This ETF participated in 114.00% of S&P 500 Index downside but only 103.49% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.61 may look defensive, but with R² of 0.25 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.25 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.86%
- Beta
- 0.61
- R²
- 0.25
- Upside Capture
- 103.49%
- Downside Capture
- 114.00%
Expense Ratio
R2US.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
R2US.L ranks 60 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) and compare them to a chosen benchmark (S&P 500 Index).
| R2US.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.90 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.40 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.99 | 6.61 | -0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore R2US.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR Russell 2000 US Small Cap UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SPDR Russell 2000 US Small Cap UCITS ETF was 42.19%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
The current SPDR Russell 2000 US Small Cap UCITS ETF drawdown is 9.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.19% | Sep 4, 2018 | 394 | Mar 23, 2020 | 160 | Nov 9, 2020 | 554 |
| -32.04% | Nov 9, 2021 | 150 | Jun 16, 2022 | 606 | Nov 7, 2024 | 756 |
| -28.95% | Nov 26, 2024 | 94 | Apr 9, 2025 | 111 | Sep 18, 2025 | 205 |
| -26.23% | Jun 23, 2015 | 164 | Feb 11, 2016 | 192 | Nov 14, 2016 | 356 |
| -11.79% | Jul 4, 2014 | 73 | Oct 15, 2014 | 48 | Dec 22, 2014 | 121 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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