R2US.L vs. CSPX.L
Compare and contrast key facts about SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
R2US.L and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. R2US.L is a passively managed fund by State Street Global Advisors that tracks the performance of the Russell 2000 Index. It was launched on Jun 30, 2014. CSPX.L is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both R2US.L and CSPX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
R2US.L vs. CSPX.L - Performance Comparison
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R2US.L vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
R2US.L SPDR Russell 2000 US Small Cap UCITS ETF | 1.82% | 12.34% | 10.15% | 18.73% | -21.12% | 14.48% | 19.82% | 24.58% | -12.50% | 14.69% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | -4.10% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
Returns By Period
In the year-to-date period, R2US.L achieves a 1.82% return, which is significantly higher than CSPX.L's -4.10% return. Over the past 10 years, R2US.L has underperformed CSPX.L with an annualized return of 9.63%, while CSPX.L has yielded a comparatively higher 13.90% annualized return.
R2US.L
- 1D
- 3.34%
- 1M
- -3.36%
- YTD
- 1.82%
- 6M
- 4.66%
- 1Y
- 26.75%
- 3Y*
- 13.27%
- 5Y*
- 3.47%
- 10Y*
- 9.63%
CSPX.L
- 1D
- 2.48%
- 1M
- -3.68%
- YTD
- -4.10%
- 6M
- -0.96%
- 1Y
- 18.28%
- 3Y*
- 18.66%
- 5Y*
- 11.79%
- 10Y*
- 13.90%
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R2US.L vs. CSPX.L - Expense Ratio Comparison
R2US.L has a 0.30% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Return for Risk
R2US.L vs. CSPX.L — Risk / Return Rank
R2US.L
CSPX.L
R2US.L vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
| R2US.L | CSPX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.12 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.64 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 3.49 | -0.96 |
Martin ratioReturn relative to average drawdown | 7.93 | 15.57 | -7.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| R2US.L | CSPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.12 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.74 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.86 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.88 | -0.52 |
Correlation
The correlation between R2US.L and CSPX.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
R2US.L vs. CSPX.L - Dividend Comparison
Neither R2US.L nor CSPX.L has paid dividends to shareholders.
Drawdowns
R2US.L vs. CSPX.L - Drawdown Comparison
The maximum R2US.L drawdown since its inception was -42.19%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for R2US.L and CSPX.L.
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Drawdown Indicators
| R2US.L | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -33.90% | -8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.83% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -24.39% | -7.65% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -33.90% | -8.29% |
Current DrawdownCurrent decline from peak | -6.94% | -5.43% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -3.76% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 1.83% | +1.45% |
Volatility
R2US.L vs. CSPX.L - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) has a higher volatility of 7.20% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.90%. This indicates that R2US.L's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R2US.L | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 4.90% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 8.88% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.06% | 16.12% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.23% | 15.95% | +6.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 16.15% | +5.79% |