RGLO vs. RUSC

Last updated Jun 23, 2026

RGLO (Russell Investments Global Equity ETF) and RUSC (U.S. Small Cap Equity Active ETF) are both exchange-traded funds - RGLO is a Global Equities fund actively managed by Russell, while RUSC is a Small Cap Blend Equities fund actively managed by Russell. Both are actively managed. Over the past year, RGLO returned 28.81% vs 43.83% for RUSC. A 0.75 correlation means they provide meaningful diversification when combined. RGLO charges 0.49%/yr vs 0.64%/yr for RUSC.

Performance

RGLO vs. RUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Equity ETF (RGLO) and U.S. Small Cap Equity Active ETF (RUSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RGLO achieves a 9.72% return, which is significantly lower than RUSC's 23.06% return.

RGLO

• 1D: -0.40%
• 1M: 0.55%
• YTD: 9.72%
• 6M: 9.92%
• 1Y: 28.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RUSC

• 1D: 0.58%
• 1M: 5.41%
• YTD: 23.06%
• 6M: 20.35%
• 1Y: 43.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RGLO vs. RUSC - Yearly Performance Comparison

	2026 (YTD)	2025
RGLO Russell Investments Global Equity ETF	9.72%	17.96%
RUSC U.S. Small Cap Equity Active ETF	23.06%	18.73%

Correlation

The correlation between RGLO and RUSC is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (All Time) Calculated using the full available price history since May 30, 2025	0.75

The correlation between RGLO and RUSC has been stable across timeframes, ranging from 0.75 to 0.75 - a consistent structural relationship.

Return for Risk

RGLO vs. RUSC — Risk / Return Rank

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

RGLO

RGLO Risk / Return Rank: 69
RGLO Sharpe Ratio Rank: 70
RGLO Sortino Ratio Rank: 70
RGLO Omega Ratio Rank: 69
RGLO Calmar Ratio Rank: 63
RGLO Martin Ratio Rank: 73

RUSC

RUSC Risk / Return Rank: 79
RUSC Sharpe Ratio Rank: 77
RUSC Sortino Ratio Rank: 77
RUSC Omega Ratio Rank: 71
RUSC Calmar Ratio Rank: 87
RUSC Martin Ratio Rank: 85

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.

RGLO vs. RUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity ETF (RGLO) and U.S. Small Cap Equity Active ETF (RUSC). 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.

	RGLO	RUSC	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.37	-0.17
Sortino ratio: Return per unit of downside risk	3.04	3.28	-0.24
Omega ratio: Gain probability vs. loss probability	1.40	1.40	-0.01
Calmar ratio: Return relative to maximum drawdown	3.01	4.80	-1.78
Martin ratio: Return relative to average drawdown	13.30	17.10	-3.80

RGLO vs. RUSC - Sharpe Ratio Comparison

The current RGLO Sharpe Ratio is 2.20, which is comparable to the RUSC Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of RGLO and RUSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RGLO vs. RUSC - Drawdown Comparison

The maximum RGLO drawdown since its inception was -9.61%, roughly equal to the maximum RUSC drawdown of -9.18%. Use the drawdown chart below to compare losses from any high point for RGLO and RUSC.

Drawdown Indicators

	RGLO	RUSC	Difference
Max Drawdown Largest peak-to-trough decline	-9.61%	-9.18%	-0.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-9.18%	-0.43%
Current Drawdown Current decline from peak	-1.39%	0.00%	-1.39%
Average Drawdown Average peak-to-trough decline	-1.19%	-1.71%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.57%	-0.40%

Volatility

RGLO vs. RUSC - Volatility Comparison

The current volatility for Russell Investments Global Equity ETF (RGLO) is 4.47%, while U.S. Small Cap Equity Active ETF (RUSC) has a volatility of 5.84%. This indicates that RGLO experiences smaller price fluctuations and is considered to be less risky than RUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RGLO	RUSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	5.84%	-1.37%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	13.63%	-3.06%
Volatility (1Y) Calculated over the trailing 1-year period	13.18%	18.60%	-5.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.01%	18.34%	-5.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.01%	18.34%	-5.33%

RGLO vs. RUSC - Expense Ratio Comparison

RGLO has a 0.49% expense ratio, which is lower than RUSC's 0.64% expense ratio.

Dividends

RGLO vs. RUSC - Dividend Comparison

RGLO's dividend yield for the trailing twelve months is around 0.58%, more than RUSC's 0.31% yield.

Position	TTM	2025
RGLO Russell Investments Global Equity ETF	0.58%	0.63%
RUSC U.S. Small Cap Equity Active ETF	0.31%	0.38%

Frequently Asked Questions

Can I hold both RGLO and RUSC in my portfolio?

RGLO and RUSC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGLO or RUSC?

RUSC has higher volatility (5.84%) compared to RGLO (4.47%). In terms of maximum drawdown, RGLO dropped -9.61% vs RUSC's -9.18%.

Which ETF is better, RGLO or RUSC?

On 1-year performance, RUSC leads with 43.83% vs 28.81% for RGLO. On fees, RGLO is cheaper at 0.49% per year. On volatility, RGLO has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RGLO or RUSC?

Over the 1-year period, RUSC has performed better with a 43.83% return vs 28.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RGLO or RUSC?

RGLO is cheaper with a 0.49% expense ratio, compared with 0.64% for RUSC.

Which ETF pays a higher dividend yield, RGLO or RUSC?

RGLO has the higher dividend yield at 0.58%, compared with 0.31% for RUSC.

What is the main difference between RGLO and RUSC?

RGLO is categorized as Global Equities, while RUSC is Small Cap Blend Equities. Their fees differ too: 0.49% for RGLO and 0.64% for RUSC.

Which has better risk-adjusted returns?

RUSC currently has the higher Sharpe Ratio (2.37 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.