R2SC.L vs. AVUV
Compare and contrast key facts about SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and Avantis U.S. Small Cap Value ETF (AVUV).
R2SC.L and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. R2SC.L is a passively managed fund by State Street Global Advisors Ltd that tracks the performance of the Russell 2000 TR USD. It was launched on Jun 30, 2014. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: R2SC.L or AVUV.
Key characteristics
| R2SC.L | AVUV | |
|---|---|---|
| YTD Return | 17.96% | 18.21% |
| 1Y Return | 37.90% | 40.46% |
| 3Y Return (Ann) | 2.73% | 9.87% |
| 5Y Return (Ann) | 9.91% | 16.70% |
| Sharpe Ratio | 1.09 | 1.94 |
| Sortino Ratio | 1.71 | 2.83 |
| Omega Ratio | 1.34 | 1.35 |
| Calmar Ratio | 1.86 | 3.85 |
| Martin Ratio | 4.01 | 10.17 |
| Ulcer Index | 9.29% | 4.16% |
| Daily Std Dev | 34.13% | 21.74% |
| Max Drawdown | -35.03% | -49.42% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between R2SC.L and AVUV is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
R2SC.L vs. AVUV - Performance Comparison
The year-to-date returns for both investments are quite close, with R2SC.L having a 17.96% return and AVUV slightly higher at 18.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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R2SC.L vs. AVUV - Expense Ratio Comparison
R2SC.L has a 0.30% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
R2SC.L vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
R2SC.L vs. AVUV - Dividend Comparison
R2SC.L has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
R2SC.L SPDR Russell 2000 US Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.49% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Drawdowns
R2SC.L vs. AVUV - Drawdown Comparison
The maximum R2SC.L drawdown since its inception was -35.03%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for R2SC.L and AVUV. For additional features, visit the drawdowns tool.
Volatility
R2SC.L vs. AVUV - Volatility Comparison
The current volatility for SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) is 6.44%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.55%. This indicates that R2SC.L experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.