R2SC.L vs. VOO
Compare and contrast key facts about SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and Vanguard S&P 500 ETF (VOO).
R2SC.L and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both R2SC.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: R2SC.L or VOO.
Key characteristics
| R2SC.L | VOO | |
|---|---|---|
| YTD Return | 18.29% | 26.94% |
| 1Y Return | 33.29% | 35.06% |
| 3Y Return (Ann) | 2.81% | 10.23% |
| 5Y Return (Ann) | 9.94% | 15.77% |
| 10Y Return (Ann) | 10.82% | 13.41% |
| Sharpe Ratio | 0.90 | 3.08 |
| Sortino Ratio | 1.49 | 4.09 |
| Omega Ratio | 1.29 | 1.58 |
| Calmar Ratio | 1.53 | 4.46 |
| Martin Ratio | 3.30 | 20.36 |
| Ulcer Index | 9.29% | 1.85% |
| Daily Std Dev | 34.06% | 12.23% |
| Max Drawdown | -35.03% | -33.99% |
| Current Drawdown | 0.00% | -0.25% |
Correlation
The correlation between R2SC.L and VOO is 0.51, 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. VOO - Performance Comparison
In the year-to-date period, R2SC.L achieves a 18.29% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, R2SC.L has underperformed VOO with an annualized return of 10.82%, while VOO has yielded a comparatively higher 13.41% annualized return. 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. VOO - Expense Ratio Comparison
R2SC.L has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
R2SC.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
R2SC.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
R2SC.L vs. VOO - Drawdown Comparison
The maximum R2SC.L drawdown since its inception was -35.03%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for R2SC.L and VOO. For additional features, visit the drawdowns tool.
Volatility
R2SC.L vs. VOO - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) has a higher volatility of 6.58% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that R2SC.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.