CUSS.L vs. RTYS.L
CUSS.L (iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)) and RTYS.L (Invesco Russell 2000 UCITS ETF) are both Small Cap Blend Equities funds - CUSS.L tracks the MSCI USA Small Cap ESG Enhanced CTB Index while RTYS.L tracks the Russell 2000 TR USD. Both are passively managed. Over the past 10 years, CUSS.L returned 10.74%/yr vs 10.52%/yr for RTYS.L. Their correlation of 0.95 suggests significant overlap in exposure. CUSS.L charges 0.43%/yr vs 0.25%/yr for RTYS.L.
Performance
CUSS.L vs. RTYS.L - Performance Comparison
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Returns By Period
In the year-to-date period, CUSS.L achieves a 16.17% return, which is significantly lower than RTYS.L's 19.90% return. Both investments have delivered pretty close results over the past 10 years, with CUSS.L having a 10.74% annualized return and RTYS.L not far behind at 10.52%.
CUSS.L
- 1D
- -0.63%
- 1M
- -1.86%
- 6M
- 11.10%
- YTD
- 16.17%
- 1Y
- 29.03%
- 3Y*
- 13.99%
- 5Y*
- 7.45%
- 10Y*
- 10.74%
RTYS.L
- 1D
- 0.39%
- 1M
- 0.18%
- 6M
- 13.34%
- YTD
- 19.90%
- 1Y
- 34.90%
- 3Y*
- 16.84%
- 5Y*
- 7.42%
- 10Y*
- 10.52%
CUSS.L vs. RTYS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUSS.L iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) | 16.17% | 10.15% | 9.80% | 17.73% | -17.15% | 18.55% | 18.55% | 26.39% | -10.90% | 16.10% |
RTYS.L Invesco Russell 2000 UCITS ETF | 19.90% | 12.51% | 10.09% | 18.90% | -21.01% | 13.97% | 19.89% | 24.60% | -12.53% | 14.83% |
Correlation
The correlation between CUSS.L and RTYS.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.95 |
The correlation between CUSS.L and RTYS.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
CUSS.L vs. RTYS.L — Risk / Return Rank
CUSS.L
RTYS.L
CUSS.L vs. RTYS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) and Invesco Russell 2000 UCITS ETF (RTYS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CUSS.L | RTYS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.29 | +0.45 |
| Martin ratioReturn relative to average drawdown | 12.44 | 10.70 | +1.74 |
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Drawdowns
CUSS.L vs. RTYS.L - Drawdown Comparison
The maximum CUSS.L drawdown since its inception was -42.70%, roughly equal to the maximum RTYS.L drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for CUSS.L and RTYS.L.
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Drawdown Indicators
| CUSS.L | RTYS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.70% | -42.15% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -10.57% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -28.71% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -31.97% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -42.15% | -0.55% |
Current DrawdownCurrent decline from peak | -3.61% | -2.19% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -8.43% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.25% | -0.73% |
Volatility
CUSS.L vs. RTYS.L - Volatility Comparison
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a higher volatility of 4.69% compared to Invesco Russell 2000 UCITS ETF (RTYS.L) at 4.28%. This indicates that CUSS.L's price experiences larger fluctuations and is considered to be riskier than RTYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUSS.L | RTYS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.28% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 14.10% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 18.86% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 22.27% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 22.05% | -1.13% |
CUSS.L vs. RTYS.L - Expense Ratio Comparison
CUSS.L has a 0.43% expense ratio, which is higher than RTYS.L's 0.25% expense ratio.
Dividends
CUSS.L vs. RTYS.L - Dividend Comparison
Neither CUSS.L nor RTYS.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, CUSS.L and RTYS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, RTYS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RTYS.L is cheaper with a 0.25% expense ratio, compared with 0.43% for CUSS.L.
CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index, while RTYS.L tracks Russell 2000 TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.43% for CUSS.L and 0.25% for RTYS.L.
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