R2US.L vs. IDP6.L
R2US.L (SPDR Russell 2000 US Small Cap UCITS ETF) and IDP6.L (iShares S&P Small Cap 600 UCITS ETF USD (Dist)) are both Small Cap Blend Equities funds - R2US.L tracks the Russell 2000 Index while IDP6.L tracks the iShares S&P Small Cap 600 UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, R2US.L returned 10.51%/yr vs 10.14%/yr for IDP6.L. With a 0.96 correlation, they move nearly in lockstep. R2US.L charges 0.30%/yr vs 0.40%/yr for IDP6.L.
Performance
R2US.L vs. IDP6.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with R2US.L having a 19.90% return and IDP6.L slightly lower at 19.44%. Both investments have delivered pretty close results over the past 10 years, with R2US.L having a 10.51% annualized return and IDP6.L not far behind at 10.14%.
R2US.L
- 1D
- 0.52%
- 1M
- 0.18%
- 6M
- 13.33%
- YTD
- 19.90%
- 1Y
- 35.00%
- 3Y*
- 16.73%
- 5Y*
- 7.35%
- 10Y*
- 10.51%
IDP6.L
- 1D
- -0.60%
- 1M
- 1.24%
- 6M
- 14.55%
- YTD
- 19.44%
- 1Y
- 30.44%
- 3Y*
- 13.63%
- 5Y*
- 7.17%
- 10Y*
- 10.14%
R2US.L vs. IDP6.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 | 19.90% | 12.33% | 10.16% | 18.73% | -21.12% | 14.48% | 19.82% | 24.58% | -12.51% | 14.70% |
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 19.44% | 6.28% | 7.11% | 17.37% | -16.73% | 26.35% | 10.58% | 21.32% | -9.77% | 13.15% |
Correlation
The correlation between R2US.L and IDP6.L is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2014 | 0.96 |
The correlation between R2US.L and IDP6.L has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
R2US.L vs. IDP6.L — Risk / Return Rank
R2US.L
IDP6.L
R2US.L vs. IDP6.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 S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| R2US.L | IDP6.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.80 | -0.41 |
| Martin ratioReturn relative to average drawdown | 10.77 | 12.09 | -1.31 |
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Drawdowns
R2US.L vs. IDP6.L - Drawdown Comparison
The maximum R2US.L drawdown since its inception was -42.19%, smaller than the maximum IDP6.L drawdown of -52.21%. Use the drawdown chart below to compare losses from any high point for R2US.L and IDP6.L.
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Drawdown Indicators
| R2US.L | IDP6.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -52.21% | +10.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -8.66% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -28.95% | -28.99% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -28.99% | -3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -45.49% | +3.30% |
Current DrawdownCurrent decline from peak | -1.99% | -2.42% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -9.38% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.73% | +0.51% |
Volatility
R2US.L vs. IDP6.L - Volatility Comparison
The current volatility for SPDR Russell 2000 US Small Cap UCITS ETF (R2US.L) is 4.13%, while iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) has a volatility of 4.36%. This indicates that R2US.L experiences smaller price fluctuations and is considered to be less risky than IDP6.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 | IDP6.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.36% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 12.06% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 16.95% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.23% | 21.13% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.98% | 21.67% | +0.31% |
R2US.L vs. IDP6.L - Expense Ratio Comparison
R2US.L has a 0.30% expense ratio, which is lower than IDP6.L's 0.40% expense ratio.
Dividends
R2US.L vs. IDP6.L - Dividend Comparison
R2US.L has not paid dividends to shareholders, while IDP6.L's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 1.01% | 1.16% | 1.18% | 1.07% | 1.06% | 0.66% | 0.88% | 0.94% | 1.01% | 0.72% | 0.87% | 0.56% |
R2US.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
With a correlation of 0.91, R2US.L and IDP6.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, R2US.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R2US.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDP6.L.
R2US.L tracks Russell 2000 Index, while IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist). They also come from different issuers: State Street Global Advisors and iShares. Their fees differ too: 0.30% for R2US.L and 0.40% for IDP6.L.
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