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ISP6.L vs. RTWO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISP6.L vs. RTWO.L

Last updated Jun 5, 2026

ISP6.L (iShares S&P SmallCap 600 UCITS ETF) and RTWO.L (L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc) are both Small Cap Blend Equities funds - ISP6.L tracks the Russell 2000 TR USD while RTWO.L tracks the Russell 2000 0.4 Quality Target Exposure Factor Index. Both are passively managed. Over the past 10 years, ISP6.L returned 11.01%/yr vs 12.05%/yr for RTWO.L. Their correlation of 0.81 suggests significant overlap in exposure. ISP6.L charges 0.40%/yr vs 0.30%/yr for RTWO.L.

Performance

ISP6.L vs. RTWO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P SmallCap 600 UCITS ETF (ISP6.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

ISP6.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, ISP6.L achieves a 15.45% return, which is significantly lower than RTWO.L's 17.22% return. Over the past 10 years, ISP6.L has underperformed RTWO.L with an annualized return of 11.01%, while RTWO.L has yielded a comparatively higher 12.05% annualized return.

ISP6.L

1D
1.09%
1M
2.81%
YTD
15.45%
6M
14.84%
1Y
34.21%
3Y*
12.19%
5Y*
6.63%
10Y*
11.01%

RTWO.L

1D
1.19%
1M
3.90%
YTD
17.22%
6M
15.56%
1Y
36.63%
3Y*
14.89%
5Y*
8.35%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISP6.L vs. RTWO.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		15.45%-0.91%8.76%10.98%-6.72%27.86%6.87%17.51%-4.56%3.05%
RTWO.L
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc		17.22%3.40%11.13%14.05%-9.01%20.34%16.30%19.76%-7.62%4.81%

Correlation

The correlation between ISP6.L and RTWO.L is 0.90, 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

0.90

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

0.92

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2008

0.81

The correlation between ISP6.L and RTWO.L shifts across timeframes, from 0.81 (all time) to 0.93 (10 years), reflecting how their relationship changes across market environments.

ISP6.L vs. RTWO.L - Sectors Allocation Comparison

Sectors
ISP6.L
RTWO.L

Technology

17.0%
18.5%

Financial Services

16.8%
15.6%

Industrials

15.1%
17.7%

Consumer Cyclical

12.7%
9.3%

Healthcare

11.0%
14.3%

Real Estate

7.6%
6.1%

Energy

5.8%
5.9%

Basic Materials

4.9%
4.6%

Consumer Defensive

3.6%
2.8%

Communication Services

3.5%
2.4%

Utilities

1.9%
2.9%

Technology

ISP6.L
17.0%
RTWO.L
18.5%

Financial Services

ISP6.L
16.8%
RTWO.L
15.6%

Industrials

ISP6.L
15.1%
RTWO.L
17.7%

Consumer Cyclical

ISP6.L
12.7%
RTWO.L
9.3%

Healthcare

ISP6.L
11.0%
RTWO.L
14.3%

Real Estate

ISP6.L
7.6%
RTWO.L
6.1%

Energy

ISP6.L
5.8%
RTWO.L
5.9%

Basic Materials

ISP6.L
4.9%
RTWO.L
4.6%

Consumer Defensive

ISP6.L
3.6%
RTWO.L
2.8%

Communication Services

ISP6.L
3.5%
RTWO.L
2.4%

Utilities

ISP6.L
1.9%
RTWO.L
2.9%

Compare stocks, funds, or ETFs

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iShares S&P SmallCap 600 UCITS ETF

L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc

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Return for Risk

ISP6.L vs. RTWO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISP6.L
ISP6.L Risk / Return Rank: 7474
Overall Rank
ISP6.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 6666
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8181
Martin Ratio Rank
RTWO.L
RTWO.L Risk / Return Rank: 6767
Overall Rank
RTWO.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RTWO.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
RTWO.L Omega Ratio Rank: 5959
Omega Ratio Rank
RTWO.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
RTWO.L Martin Ratio Rank: 6969
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.

ISP6.L vs. RTWO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.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.

ISP6.LRTWO.LDifference
Sharpe ratioReturn per unit of total volatility
2.20
2.18

+0.01

Sortino ratioReturn per unit of downside risk
3.03
2.98

+0.05

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

5.28

4.80

+0.48

Martin ratioReturn relative to average drawdown

15.98

14.50

+1.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISP6.L vs. RTWO.L - Sharpe Ratio Comparison

The current ISP6.L Sharpe Ratio is 2.20, which is comparable to the RTWO.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ISP6.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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Sharpe Ratios by Period

ISP6.LRTWO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.18

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.42

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.57

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.63

-0.05

Drawdowns

ISP6.L vs. RTWO.L - Drawdown Comparison

The maximum ISP6.L drawdown since its inception was -39.08%, which is greater than RTWO.L's maximum drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for ISP6.L and RTWO.L.

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Drawdown Indicators

ISP6.LRTWO.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.08%

-35.69%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-7.60%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-30.26%

-28.41%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-28.41%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

-35.69%

-3.39%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.53%

-7.11%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.52%

-0.39%

Volatility

ISP6.L vs. RTWO.L - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) is 3.96%, while L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) has a volatility of 5.23%. This indicates that ISP6.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

ISP6.LRTWO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

5.23%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

12.11%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

16.70%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

20.11%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

21.11%

-0.66%

ISP6.L vs. RTWO.L - Expense Ratio Comparison

ISP6.L has a 0.40% expense ratio, which is higher than RTWO.L's 0.30% expense ratio.

Dividends

ISP6.L vs. RTWO.L - Dividend Comparison

ISP6.L's dividend yield for the trailing twelve months is around 1.02%, while RTWO.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		1.02%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%
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

ISP6.L and RTWO.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 ISP6.L.

ISP6.L tracks Russell 2000 TR USD, 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 ISP6.L and 0.30% for RTWO.L.

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