PortfoliosLab logoPortfoliosLab logo
IDP6.L vs. RTWO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDP6.L vs. RTWO.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 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.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IDP6.L having a 19.44% return and RTWO.L slightly higher at 20.10%. Over the past 10 years, IDP6.L has underperformed RTWO.L with an annualized return of 10.14%, while RTWO.L has yielded a comparatively higher 11.21% annualized return.


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%

RTWO.L

1D
0.57%
1M
1.17%
6M
14.38%
YTD
20.10%
1Y
33.31%
3Y*
16.35%
5Y*
8.50%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDP6.L vs. RTWO.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%
RTWO.L
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
20.10%11.33%9.23%20.05%-18.68%19.21%19.82%24.50%-12.20%13.96%

Correlation

The correlation between IDP6.L and RTWO.L is 0.93, 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

0.93

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

0.95

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2008

0.90

The correlation between IDP6.L and RTWO.L has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDP6.L vs. RTWO.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

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.

IDP6.L vs. RTWO.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 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.


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

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

3.80

3.65

+0.15

Martin ratioReturn relative to average drawdown

12.09

12.05

+0.03

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

The current IDP6.L Sharpe Ratio is 1.96, which is comparable to the RTWO.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IDP6.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.


Loading charts...

Drawdowns

IDP6.L vs. RTWO.L - Drawdown Comparison

The maximum IDP6.L drawdown since its inception was -52.21%, roughly equal to the maximum RTWO.L drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IDP6.L and RTWO.L.


Loading charts...

Drawdown Indicators


IDP6.LRTWO.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.21%

-53.86%

+1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-9.08%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-26.96%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-29.71%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.49%

-42.01%

-3.48%

Current Drawdown

Current decline from peak

-2.42%

-1.25%

-1.17%

Average Drawdown

Average peak-to-trough decline

-9.38%

-9.95%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.76%

-0.03%

Volatility

IDP6.L vs. RTWO.L - Volatility Comparison

iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) have volatilities of 4.36% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDP6.LRTWO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.39%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

12.94%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

17.25%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

21.05%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

21.37%

+0.30%

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

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


Dividends

IDP6.L vs. RTWO.L - Dividend Comparison

IDP6.L's dividend yield for the trailing twelve months is around 1.01%, while RTWO.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%
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%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, IDP6.L and RTWO.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, RTWO.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RTWO.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 RTWO.L tracks Russell 2000 0.4 Quality Target Exposure Factor Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.40% for IDP6.L and 0.30% for RTWO.L.

Portfolio Optimizer

Find the right allocation for IDP6.L and RTWO.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer