MYI.L vs. R2SC.L

Last updated Jun 5, 2026

MYI.L (Murray International Trust) is a stock, while R2SC.L (SPDR Russell 2000 US Small Cap UCITS ETF) is Small Cap Blend Equities fund tracking the Russell 2000 TR USD. Over the past 10 years, MYI.L returned 11.30%/yr vs 11.46%/yr for R2SC.L. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

MYI.L vs. R2SC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Murray International Trust (MYI.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MYI.L is traded in GBp, while R2SC.L is traded in GBP. To make them comparable, the R2SC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MYI.L achieves a 9.26% return, which is significantly lower than R2SC.L's 18.02% return. Both investments have delivered pretty close results over the past 10 years, with MYI.L having a 11.30% annualized return and R2SC.L not far ahead at 11.46%.

MYI.L

• 1D: -0.55%
• 1M: 3.91%
• YTD: 9.26%
• 6M: 12.10%
• 1Y: 35.99%
• 3Y*: 15.31%
• 5Y*: 13.23%
• 10Y*: 11.30%

R2SC.L

• 1D: 1.16%
• 1M: 4.52%
• YTD: 18.02%
• 6M: 15.96%
• 1Y: 42.36%
• 3Y*: 15.55%
• 5Y*: 7.28%
• 10Y*: 11.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MYI.L vs. R2SC.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MYI.L Murray International Trust	9.26%	35.95%	4.54%	1.05%	20.72%	7.24%	-5.25%	16.45%	-6.75%	11.05%
R2SC.L SPDR Russell 2000 US Small Cap UCITS ETF	18.02%	4.66%	11.86%	12.18%	-11.55%	15.87%	15.73%	20.67%	-7.45%	4.45%

Correlation

The correlation between MYI.L and R2SC.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014	0.53

The correlation between MYI.L and R2SC.L has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.

Return for Risk

MYI.L vs. R2SC.L — Risk / Return Rank

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

MYI.L

MYI.L Risk / Return Rank: 93
MYI.L Sharpe Ratio Rank: 95
MYI.L Sortino Ratio Rank: 95
MYI.L Omega Ratio Rank: 94
MYI.L Calmar Ratio Rank: 87
MYI.L Martin Ratio Rank: 92

R2SC.L

R2SC.L Risk / Return Rank: 77
R2SC.L Sharpe Ratio Rank: 77
R2SC.L Sortino Ratio Rank: 75
R2SC.L Omega Ratio Rank: 70
R2SC.L Calmar Ratio Rank: 87
R2SC.L Martin Ratio Rank: 76

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.

MYI.L vs. R2SC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murray International Trust (MYI.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.

	MYI.L	R2SC.L	Difference
Sharpe ratio: Return per unit of total volatility	3.05	2.46	+0.60
Sortino ratio: Return per unit of downside risk	4.20	3.32	+0.88
Omega ratio: Gain probability vs. loss probability	1.55	1.41	+0.14
Calmar ratio: Return relative to maximum drawdown	3.88	4.88	-1.01
Martin ratio: Return relative to average drawdown	14.06	14.39	-0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MYI.L vs. R2SC.L - Sharpe Ratio Comparison

The current MYI.L Sharpe Ratio is 3.05, which is comparable to the R2SC.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of MYI.L and R2SC.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.

Sharpe Ratios by Period

	MYI.L	R2SC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	2.46	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.36	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.55	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.55	+0.07

Drawdowns

MYI.L vs. R2SC.L - Drawdown Comparison

The maximum MYI.L drawdown since its inception was -48.60%, which is greater than R2SC.L's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for MYI.L and R2SC.L.

Drawdown Indicators

	MYI.L	R2SC.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.60%	-35.03%	-13.57%
Max Drawdown (1Y) Largest decline over 1 year	-9.24%	-8.63%	-0.61%
Max Drawdown (3Y) Largest decline over 3 years	-16.06%	-30.00%	+13.94%
Max Drawdown (5Y) Largest decline over 5 years	-18.21%	-30.00%	+11.79%
Max Drawdown (10Y) Largest decline over 10 years	-39.23%	-35.03%	-4.20%
Current Drawdown Current decline from peak	-1.65%	-0.06%	-1.59%
Average Drawdown Average peak-to-trough decline	-8.57%	-8.51%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.94%	-0.39%

Volatility

MYI.L vs. R2SC.L - Volatility Comparison

The current volatility for Murray International Trust (MYI.L) is 3.08%, while SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) has a volatility of 5.17%. This indicates that MYI.L experiences smaller price fluctuations and is considered to be less risky than R2SC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYI.L	R2SC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	5.17%	-2.09%
Volatility (6M) Calculated over the trailing 6-month period	9.44%	11.78%	-2.34%
Volatility (1Y) Calculated over the trailing 1-year period	11.74%	17.18%	-5.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.02%	20.07%	-5.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	20.78%	-3.43%

Dividends

MYI.L vs. R2SC.L - Dividend Comparison

MYI.L's dividend yield for the trailing twelve months is around 3.46%, while R2SC.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYI.L Murray International Trust	3.46%	3.58%	4.54%	4.34%	4.12%	4.71%	4.73%	4.17%	4.51%	3.82%	3.91%	5.55%
R2SC.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

Can I hold both MYI.L and R2SC.L in my portfolio?

MYI.L and R2SC.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.