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IDP6.L vs. R2US.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDP6.L vs. R2US.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IDP6.L having a 19.44% return and R2US.L slightly higher at 19.90%. Both investments have delivered pretty close results over the past 10 years, with IDP6.L having a 10.14% annualized return and R2US.L not far ahead at 10.51%.


IDP6.L

1D
-0.60%
1M
1.24%
6M
14.55%
YTD
19.44%
1Y
30.44%
3Y*
13.63%
5Y*
7.17%
10Y*
10.14%

R2US.L

1D
0.52%
1M
0.18%
6M
13.33%
YTD
19.90%
1Y
35.00%
3Y*
16.73%
5Y*
7.35%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDP6.L vs. R2US.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.44%6.28%7.11%17.37%-16.73%26.35%10.58%21.32%-9.77%13.15%
R2US.L
SPDR Russell 2000 US Small Cap UCITS ETF
19.90%12.33%10.16%18.73%-21.12%14.48%19.82%24.58%-12.51%14.70%

Correlation

The correlation between IDP6.L and R2US.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.95

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.96

The correlation between IDP6.L and R2US.L has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

IDP6.L vs. R2US.L — Risk / Return Rank

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

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
Martin Ratio Rank

R2US.L
R2US.L Risk / Return Rank: 7373
Overall Rank
R2US.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
R2US.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
R2US.L Omega Ratio Rank: 6565
Omega Ratio Rank
R2US.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
R2US.L Martin Ratio Rank: 7373
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.

IDP6.L vs. R2US.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2US.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.


IDP6.LR2US.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.03

Calmar ratioReturn relative to maximum drawdown

3.80

3.39

+0.41

Martin ratioReturn relative to average drawdown

12.09

10.77

+1.31

IDP6.L vs. R2US.L - Sharpe Ratio Comparison

The current IDP6.L Sharpe Ratio is 1.96, which is comparable to the R2US.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IDP6.L and R2US.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

IDP6.L vs. R2US.L - Drawdown Comparison

The maximum IDP6.L drawdown since its inception was -52.21%, which is greater than R2US.L's maximum drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for IDP6.L and R2US.L.


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Drawdown Indicators


IDP6.LR2US.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.21%

-42.19%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-10.27%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-28.95%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-32.04%

+3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-45.49%

-42.19%

-3.30%

Current Drawdown

Current decline from peak

-2.42%

-1.99%

-0.43%

Average Drawdown

Average peak-to-trough decline

-9.38%

-9.79%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.24%

-0.51%

Volatility

IDP6.L vs. R2US.L - Volatility Comparison

iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) has a higher volatility of 4.36% compared to SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) at 4.13%. This indicates that IDP6.L's price experiences larger fluctuations and is considered to be riskier than R2US.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDP6.LR2US.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.13%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

13.94%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

18.62%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

22.23%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

21.98%

-0.31%

IDP6.L vs. R2US.L - Expense Ratio Comparison

IDP6.L has a 0.40% expense ratio, which is higher than R2US.L's 0.30% expense ratio.


Dividends

IDP6.L vs. R2US.L - Dividend Comparison

IDP6.L's dividend yield for the trailing twelve months is around 1.01%, while R2US.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
1.01%1.16%1.18%1.07%1.06%0.66%0.88%0.94%1.01%0.72%0.87%0.56%
R2US.L
SPDR Russell 2000 US Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, IDP6.L and R2US.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, R2US.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

R2US.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDP6.L.

IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist), while R2US.L tracks Russell 2000 Index. They also come from different issuers: iShares and State Street Global Advisors. Their fees differ too: 0.40% for IDP6.L and 0.30% for R2US.L.

Portfolio Optimizer

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