IDP6.L vs. RTWO.L
IDP6.L (iShares S&P Small Cap 600 UCITS ETF USD (Dist)) and RTWO.L (L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc) are both Small Cap Blend Equities funds - IDP6.L tracks the iShares S&P Small Cap 600 UCITS ETF USD (Dist) while RTWO.L tracks the Russell 2000 0.4 Quality Target Exposure Factor Index. Both are passively managed. Over the past 10 years, IDP6.L returned 10.14%/yr vs 11.21%/yr for RTWO.L. Their correlation of 0.90 suggests significant overlap in exposure. IDP6.L charges 0.40%/yr vs 0.30%/yr for RTWO.L.
Performance
IDP6.L vs. RTWO.L - Performance Comparison
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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 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%
IDP6.L vs. RTWO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
IDP6.L vs. RTWO.L — Risk / Return Rank
IDP6.L
RTWO.L
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.L | RTWO.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| IDP6.L | RTWO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.42% | -1.25% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -9.95% | +0.57% |
Ulcer IndexDepth 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.
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Volatility by Period
| IDP6.L | RTWO.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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