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Invesco Russell 2000 UCITS ETF (RTYS.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B60SX402
WKNA0RGCT
IssuerInvesco
Inception DateMar 31, 2009
CategorySmall Cap Blend Equities
Leveraged1x
Index TrackedRussell 2000 TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

RTYS.L features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for RTYS.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: RTYS.L vs. HLGEX, RTYS.L vs. FCIGX, RTYS.L vs. R2SC.L, RTYS.L vs. AVUV, RTYS.L vs. SPY, RTYS.L vs. URTY, RTYS.L vs. AGNC, RTYS.L vs. ^GSPC, RTYS.L vs. COIN, RTYS.L vs. MARA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Russell 2000 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.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.13%
12.73%
RTYS.L (Invesco Russell 2000 UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco Russell 2000 UCITS ETF had a return of 18.08% year-to-date (YTD) and 42.91% in the last 12 months. Over the past 10 years, Invesco Russell 2000 UCITS ETF had an annualized return of 8.48%, while the S&P 500 had an annualized return of 11.39%, indicating that Invesco Russell 2000 UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date18.08%25.45%
1 month8.51%2.91%
6 months16.29%14.05%
1 year42.91%35.64%
5 years (annualized)9.70%14.13%
10 years (annualized)8.48%11.39%

Monthly Returns

The table below presents the monthly returns of RTYS.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.82%3.52%4.21%-6.56%3.09%-0.06%10.22%-2.26%1.46%-0.58%18.08%
20239.43%-0.24%-5.61%-1.80%-1.74%9.02%5.77%-4.17%-5.99%-7.64%9.42%13.90%18.90%
2022-12.11%3.49%1.72%-8.76%-2.44%-8.29%9.90%-0.99%-7.71%8.45%-0.88%-4.13%-21.82%
20216.24%4.87%0.75%2.69%-0.25%1.87%-3.43%1.80%-1.53%3.00%-4.22%2.95%15.15%
2020-2.78%-9.19%-20.73%14.22%4.19%4.30%2.21%6.95%-2.90%1.42%18.52%8.16%19.89%
201911.10%5.38%-2.55%3.17%-6.99%6.18%2.49%-6.71%2.22%2.17%5.03%2.20%24.61%
20181.56%-2.87%-0.21%1.87%5.75%0.76%0.75%3.98%-1.84%-10.75%0.65%-11.39%-12.53%
2017-1.08%3.48%-0.66%1.32%-2.90%3.81%0.74%-1.23%6.37%0.59%3.11%0.73%14.83%
2016-10.79%2.29%6.85%1.37%2.63%-1.39%7.25%1.37%1.36%-4.91%11.75%2.97%20.62%
2015-3.26%5.44%1.30%-1.54%0.68%1.09%-0.61%-6.46%-5.69%6.33%3.28%-4.56%-4.83%
2014-2.21%5.01%-2.01%-4.36%2.12%4.75%-5.42%4.26%-4.61%4.66%1.73%2.36%5.56%
20136.20%1.20%4.26%-0.72%5.21%-1.11%6.95%-3.01%5.52%3.09%3.94%1.31%37.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RTYS.L is 50, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of RTYS.L is 5050
Combined Rank
The Sharpe Ratio Rank of RTYS.L is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of RTYS.L is 5252Sortino Ratio Rank
The Omega Ratio Rank of RTYS.L is 5050Omega Ratio Rank
The Calmar Ratio Rank of RTYS.L is 4646Calmar Ratio Rank
The Martin Ratio Rank of RTYS.L is 5454Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RTYS.L
Sharpe ratio
The chart of Sharpe ratio for RTYS.L, currently valued at 1.71, compared to the broader market-2.000.002.004.006.001.71
Sortino ratio
The chart of Sortino ratio for RTYS.L, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.0012.002.54
Omega ratio
The chart of Omega ratio for RTYS.L, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for RTYS.L, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.36
Martin ratio
The chart of Martin ratio for RTYS.L, currently valued at 9.42, compared to the broader market0.0020.0040.0060.0080.00100.009.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current Invesco Russell 2000 UCITS ETF Sharpe ratio is 1.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Russell 2000 UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.71
2.90
RTYS.L (Invesco Russell 2000 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Russell 2000 UCITS ETF doesn't pay dividends

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.96%
-0.29%
RTYS.L (Invesco Russell 2000 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Russell 2000 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 Invesco Russell 2000 UCITS ETF was 42.15%, occurring on Mar 23, 2020. Recovery took 153 trading sessions.

The current Invesco Russell 2000 UCITS ETF drawdown is 0.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.15%Sep 4, 2018393Mar 23, 2020153Nov 9, 2020546
-31.97%Nov 9, 2021149Jun 16, 2022606Nov 7, 2024755
-26.48%Jun 23, 2015164Feb 11, 2016192Nov 14, 2016356
-12.76%Jul 2, 201475Oct 15, 201449Dec 23, 2014124
-10.23%Mar 5, 201449May 15, 201432Jul 1, 201481

Volatility

Volatility Chart

The current Invesco Russell 2000 UCITS ETF volatility is 7.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.01%
3.86%
RTYS.L (Invesco Russell 2000 UCITS ETF)
Benchmark (^GSPC)