DOCG.L vs. RTWP.L
Compare and contrast key facts about L&G Healthcare Breakthrough UCITS ETF (DOCG.L) and L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L).
DOCG.L and RTWP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOCG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jun 26, 2019. RTWP.L is a passively managed fund by Legal & General that tracks the performance of the Russell 2000 TR USD. It was launched on Sep 11, 2008. Both DOCG.L and RTWP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DOCG.L vs. RTWP.L - Performance Comparison
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DOCG.L vs. RTWP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DOCG.L L&G Healthcare Breakthrough UCITS ETF | -5.52% | 16.50% | 3.57% | -6.64% | -25.94% | 1.46% | 63.33% | 0.69% |
RTWP.L L&G Russell 2000 US Small Cap UCITS ETF | 3.17% | 3.61% | 11.18% | 13.44% | -8.94% | 20.68% | 15.78% | 1.37% |
Returns By Period
In the year-to-date period, DOCG.L achieves a -5.52% return, which is significantly lower than RTWP.L's 3.17% return.
DOCG.L
- 1D
- 2.82%
- 1M
- -4.55%
- YTD
- -5.52%
- 6M
- 9.15%
- 1Y
- 20.30%
- 3Y*
- 1.87%
- 5Y*
- -4.46%
- 10Y*
- —
RTWP.L
- 1D
- 2.23%
- 1M
- -2.94%
- YTD
- 3.17%
- 6M
- 5.92%
- 1Y
- 19.70%
- 3Y*
- 10.07%
- 5Y*
- 5.67%
- 10Y*
- 11.03%
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DOCG.L vs. RTWP.L - Expense Ratio Comparison
DOCG.L has a 0.49% expense ratio, which is higher than RTWP.L's 0.30% expense ratio.
Return for Risk
DOCG.L vs. RTWP.L — Risk / Return Rank
DOCG.L
RTWP.L
DOCG.L vs. RTWP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Healthcare Breakthrough UCITS ETF (DOCG.L) and L&G Russell 2000 US Small Cap UCITS ETF (RTWP.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.
| DOCG.L | RTWP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.03 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.47 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.67 | -1.32 |
Martin ratioReturn relative to average drawdown | 4.28 | 7.56 | -3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOCG.L | RTWP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.03 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.29 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.66 | -0.47 |
Correlation
The correlation between DOCG.L and RTWP.L is 0.69, 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.
Dividends
DOCG.L vs. RTWP.L - Dividend Comparison
Neither DOCG.L nor RTWP.L has paid dividends to shareholders.
Drawdowns
DOCG.L vs. RTWP.L - Drawdown Comparison
The maximum DOCG.L drawdown since its inception was -51.45%, which is greater than RTWP.L's maximum drawdown of -35.32%. Use the drawdown chart below to compare losses from any high point for DOCG.L and RTWP.L.
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Drawdown Indicators
| DOCG.L | RTWP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.45% | -35.32% | -16.13% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -12.23% | -3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -49.65% | -28.77% | -20.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.32% | — |
Current DrawdownCurrent decline from peak | -31.80% | -4.65% | -27.15% |
Average DrawdownAverage peak-to-trough decline | -26.99% | -7.11% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 2.61% | +2.31% |
Volatility
DOCG.L vs. RTWP.L - Volatility Comparison
L&G Healthcare Breakthrough UCITS ETF (DOCG.L) has a higher volatility of 6.90% compared to L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) at 5.67%. This indicates that DOCG.L's price experiences larger fluctuations and is considered to be riskier than RTWP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOCG.L | RTWP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.67% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | 11.86% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 19.00% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 19.35% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 20.41% | +3.01% |