^SP400 vs. R2SC.L

In the year-to-date period, ^SP400 achieves a 1.65% return, which is significantly higher than R2SC.L's -6.77% return. Over the past 10 years, ^SP400 has underperformed R2SC.L with an annualized return of 7.61%, while R2SC.L has yielded a comparatively higher 8.41% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 400 Index (^SP400) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.

The current ^SP400 Sharpe Ratio is 0.27, which is higher than the R2SC.L Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ^SP400 and R2SC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between ^SP400 and R2SC.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

The maximum ^SP400 drawdown since its inception was -56.32%, which is greater than R2SC.L's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for ^SP400 and R2SC.L.

The current volatility for S&P 400 Index (^SP400) is 3.74%, while SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) has a volatility of 4.43%. This indicates that ^SP400 experiences smaller price fluctuations and is considered to be less risky than R2SC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.