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DRGG.L vs. RTWO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGG.L vs. RTWO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRGG.L is traded in GBp, while RTWO.L is traded in USD. To make them comparable, the RTWO.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRGG.L achieves a 3.22% return, which is significantly lower than RTWO.L's 19.61% return.


DRGG.L

1D
-0.64%
1M
-0.78%
6M
2.97%
YTD
3.22%
1Y
6.08%
3Y*
3.64%
5Y*
2.65%
10Y*

RTWO.L

1D
-0.48%
1M
0.28%
6M
13.68%
YTD
19.61%
1Y
31.90%
3Y*
15.08%
5Y*
8.88%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGG.L vs. RTWO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
3.22%-1.73%4.79%-5.00%5.94%8.52%-25.93%
RTWO.L
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
19.61%3.40%11.14%14.05%-9.01%20.34%4.77%

Correlation

The correlation between DRGG.L and RTWO.L is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

-0.09

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Return for Risk

DRGG.L vs. RTWO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRGG.L
DRGG.L Risk / Return Rank: 3737
Overall Rank
DRGG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DRGG.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
DRGG.L Omega Ratio Rank: 3333
Omega Ratio Rank
DRGG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
DRGG.L Martin Ratio Rank: 4242
Martin Ratio Rank

RTWO.L
RTWO.L Risk / Return Rank: 7878
Overall Rank
RTWO.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RTWO.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
RTWO.L Omega Ratio Rank: 6969
Omega Ratio Rank
RTWO.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
RTWO.L Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRGG.L vs. RTWO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.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.


DRGG.LRTWO.LDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.78

4.18

-2.40

Martin ratioReturn relative to average drawdown

5.39

12.53

-7.13

DRGG.L vs. RTWO.L - Sharpe Ratio Comparison

The current DRGG.L Sharpe Ratio is 1.04, which is lower than the RTWO.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DRGG.L and RTWO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRGG.L vs. RTWO.L - Drawdown Comparison

The maximum DRGG.L drawdown since its inception was -27.90%, smaller than the maximum RTWO.L drawdown of -45.27%. Use the drawdown chart below to compare losses from any high point for DRGG.L and RTWO.L.


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Drawdown Indicators


DRGG.LRTWO.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.90%

-45.27%

+17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-7.59%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.04%

-28.40%

+19.36%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

-28.40%

+12.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

-14.39%

-3.14%

-11.25%

Average Drawdown

Average peak-to-trough decline

-18.79%

-8.28%

-10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

2.54%

-1.41%

Volatility

DRGG.L vs. RTWO.L - Volatility Comparison

The current volatility for L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) is 1.44%, while L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) has a volatility of 4.93%. This indicates that DRGG.L experiences smaller price fluctuations and is considered to be less risky than RTWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRGG.LRTWO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

4.93%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

12.92%

-8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

16.98%

-11.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

20.15%

-12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.96%

20.99%

-8.03%

DRGG.L vs. RTWO.L - Expense Ratio Comparison

Both DRGG.L and RTWO.L have an expense ratio of 0.30%.


Dividends

DRGG.L vs. RTWO.L - Dividend Comparison

DRGG.L's dividend yield for the trailing twelve months is around 0.87%, while RTWO.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
0.87%2.04%2.27%2.48%2.61%1.40%
RTWO.L
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRGG.L and RTWO.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DRGG.L and RTWO.L have the same expense ratio: 0.30% per year.

DRGG.L is categorized as Government Bonds, while RTWO.L is Small Cap Blend Equities. DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index, while RTWO.L tracks Russell 2000 0.4 Quality Target Exposure Factor Index.

Portfolio Optimizer

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